# EDGAR Filing Document

**Accession Number:** 0000851170
**File Stem:** 0001752724-25-177385
**Filing Date:** 2025-7
**Character Count:** 549341
**Document Hash:** 91cc5213158bdbbcf3cf796503669d24
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-177385.hdr.sgml**: 20250725

**ACCESSION NUMBER**: 0001752724-25-177385

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250725

**DATE AS OF CHANGE**: 20250725

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS CHARTER INCOME TRUST
- **CENTRAL INDEX KEY:** 0000851170

**ORGANIZATION NAME:**
- **EIN:** 043055815
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05822
- **FILM NUMBER:** 251148700

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS PRINCIPAL INCOME TRUST
- **DATE OF NAME CHANGE:** 19890906

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MFS CHARTER INCOME TRUST

- **b. Investment Company Act file number:** 811-05822

- **c. CIK number of Registrant:** 0000851170

- **d. LEI of Registrant:** 1LFFWFMKO22SVR346G33

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

  - **Street Address 1:** 111 HUNTINGTON AVENUE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

  - **Telephone number:** 617-954-5000

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

- **a. Name of Series:** MFS CHARTER INCOME TRUST

- **c. LEI of Series:** 1LFFWFMKO22SVR346G33

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $376505081.23

**Total Liabilities:** $98930287.87

**Net Assets:** $277574793.36

**Delayed Delivery Securities:** $1806789.74

**Cash Not Reported:** $629570.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -87.75000000 | **1-Year:** -2064.05000000 | **5-Year:** -9230.27000000 | **10-Year:** -12686.36000000 | **30-Year:** -3615.37000000

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

- **3-Month:** -775.49000000 | **1-Year:** -18102.67000000 | **5-Year:** -38330.90000000 | **10-Year:** -9386.21000000 | **30-Year:** -3409.51000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -1.49%               | -0.89%               | 2.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-155987.14              | $-3432269.48                               |
| Month 2  | $-3526126.25             | $1771300.64                                |
| Month 3  | $-525782.81              | $1420574.73                                |

**Designated Index Information**

- **Index Name:** 42% BBG US HY 2% Issuer Cap, 20% BBG US Gov/Mtge BI, 15.2% FTSE WGBI non Dollar, 12.8% JPM GBI-EM Gbl Div, 10% BBG US Credit

- **Index Identifier:** 42% LF89TRUU, 20% LUMSTRUU, 15.2% SBNUU, 12.8% JGENVUUG, 10% LUCRTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $808.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     212000 | PA      | $207576.92    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $11571.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                 | Fiserv Funding ULC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $112712.50    | 0.04%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      89000 | PA      | $88666.16     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                       | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     561000 | PA      | $561084.15    | 0.20%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                 | Macy's Retail Holdings LLC                                                                                                             | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     576000 | PA      | $564531.67    | 0.20%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                                                                           | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      87000 | PA      | $86053.19     | 0.03%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-684.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      73097 | PA      | $73553.82     | 0.03%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE JUN25                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -8 | NC      | $-13008.35    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     154000 | PA      | $146017.92    | 0.05%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403218.40    | 0.15%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery                                                          | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |      88000 | PA      | $51478.31     | 0.02%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     904000 | PA      | $886998.20    | 0.32%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                                                                         | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     221000 | PA      | $193696.80    | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                                                                              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    1351000 | PA      | $1414230.22   | 0.51%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                | Viking Ocean Cruises Ship VII Ltd                                                                                                      | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     940000 | PA      | $928904.15    | 0.33%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                                                                        | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     322000 | PA      | $340202.34    | 0.12%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116371 | PA      | $109852.20    | 0.04%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                            | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     276000 | PA      | $286037.84    | 0.10%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $233.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                    | Neptune Bidco US Inc                                                                                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     535000 | PA      | $506915.18    | 0.18%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                                                                                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     112000 | PA      | $79351.75     | 0.03%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50295.82     | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     120000 | PA      | $137685.36    | 0.05%             | 2033-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $17724.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                   | Chile Electricity Lux Mpc II Sarl                                                                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     195501 | PA      | $194209.40    | 0.07%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Shelter Growth CRE                                      | Shelter Growth CRE Issuer Ltd                                                                                                          | CUSIP: 822866AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     157500 | PA      | $157379.95    | 0.06%             | 2036-09-15      | Floating      | 6.59%                 | Yes           |                  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        |    1158000 | PA      | $1111390.15   | 0.40%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1099000 | PA      | $559605.54    | 0.20%             | 2041-05-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      48000 | PA      | $41139.70     | 0.01%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                  | CNH Industrial Capital LLC                                                                                                             | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35902.76     | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                                                                             | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     380000 | PA      | $448625.33    | 0.16%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12028.29     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82269 | PA      | $83578.77     | 0.03%             | 2039-05-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                 | Philippine Government International Bond                                                                                               | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     334000 | PA      | $306698.21    | 0.11%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CENTRAIS ELETRICAS ELET                                 | Centrais Eletricas Brasileiras SA                                                                                                      | CUSIP: 15234VAA5<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |     234000 | PA      | $228828.60    | 0.08%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $823000.00    | 0.30%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-159.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     447000 | PA      | $438943.54    | 0.16%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110780 | PA      | $21962.67     | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                  | Smurfit Kappa Treasury Funding DAC                                                                                                     | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |      55000 | PA      | $55674.55     | 0.02%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $-1856.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOOG INC                                                | Moog Inc                                                                                                                               | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     544000 | PA      | $526933.90    | 0.19%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                | Constellation Brands Inc                                                                                                               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      53000 | PA      | $45427.15     | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                       | DISH Network Corp                                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     372000 | PA      | $383796.49    | 0.14%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                                                                             | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     291000 | PA      | $288708.65    | 0.10%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     329000 | PA      | $345274.31    | 0.12%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                                  | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     922000 | PA      | $961182.35    | 0.35%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                                                                          | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      43000 | PA      | $41598.94     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                                                                               | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112276.23    | 0.04%             | 2045-05-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      45000 | PA      | $40381.98     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                             | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     598000 | PA      | $561231.91    | 0.20%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $23768.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     106000 | PA      | $78664.84     | 0.03%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                 | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                                                                  | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     715000 | PA      | $650231.94    | 0.23%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                | Wildfire Intermediate Holdings LLC                                                                                                     | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     467000 | PA      | $451683.15    | 0.16%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                                                                              | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $114535.12    | 0.04%             | 2032-05-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-263.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118791.93    | 0.04%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     575000 | PA      | $626559.10    | 0.23%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                  | Champ Acquisition Corp                                                                                                                 | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     416000 | PA      | $436792.51    | 0.16%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                                                                                  | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    1017000 | PA      | $1015865.84   | 0.37%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                         | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      58000 | PA      | $56258.14     | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     304000 | PA      | $308259.04    | 0.11%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                                                                                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     650000 | PA      | $651110.20    | 0.23%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                                                                                   | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     870000 | PA      | $846924.82    | 0.31%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31390ABV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2391 | PA      | $2454.61      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                                                                          | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     176000 | PA      | $168525.47    | 0.06%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-2019.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     416000 | PA      | $418400.74    | 0.15%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44135.85     | 0.02%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100271.96    | 0.04%             | 2039-06-10      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113598.15    | 0.04%             | 2035-05-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                   | AG TTMT Escrow Issuer LLC                                                                                                              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     732000 | PA      | $759903.84    | 0.27%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      56000 | PA      | $51782.24     | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                                                                             | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      57000 | PA      | $52041.05     | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $135263.10    | 0.05%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                        | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     587000 | PA      | $553446.43    | 0.20%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16124000 | PA      | $14688586.05  | 5.29%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                                                                               | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      46000 | PA      | $35044.35     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     733000 | PA      | $728644.22    | 0.26%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                                                                                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     664000 | PA      | $673126.02    | 0.24%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                                                                               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81826.04     | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B24 Mortgage Trust                                                                                                      | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1979950 | PA      | $85036.48     | 0.03%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-577.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-B                                                                                                           | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56999 | PA      | $57426.72     | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6387 | PA      | $6618.93      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56623 | PA      | $56426.96     | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                  | Marriott International Inc/MD                                                                                                          | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $80549.55     | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43356 | PA      | $37796.06     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1197000 | PA      | $728786.16    | 0.26%             | 2034-12-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     194000 | PA      | $192945.30    | 0.07%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     329000 | PA      | $284003.66    | 0.10%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     536000 | PA      | $538630.15    | 0.19%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                  | FMG Resources August 2006 Pty Ltd                                                                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     178000 | PA      | $177877.73    | 0.06%             | 2030-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $569.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                       | Chord Energy Corp                                                                                                                      | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     292000 | PA      | $289979.48    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LANDSBANKINN HF                                         | Landsbankinn HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $115084.19    | 0.04%             | 2029-10-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22274 | PA      | $17360.22     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1426 | PA      | $1451.17      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     454000 | PA      | $439916.92    | 0.16%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                 | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      17000 | PA      | $16580.70     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2021-FL4 Issuer Ltd                                                                                                               | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     310000 | PA      | $308683.74    | 0.11%             | 2038-03-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-1                                                                                                        | CUSIP: 034934AB5<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      93504 | PA      | $93684.38     | 0.03%             | 2070-01-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                                                                        | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75810.06     | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                                                                         | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $79757.73     | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4830.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                                                                                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     176000 | PA      | $181828.06    | 0.07%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                           | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     228000 | PA      | $212617.02    | 0.08%             | 2029-05-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38379QC94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      70183 | PA      | $67912.66     | 0.02%             | 2045-10-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                | Uzbek Industrial and Construction Bank ATB                                                                                             | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     597000 | PA      | $612522.00    | 0.22%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $3386.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                                 | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |     428000 | PA      | $406847.03    | 0.15%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42425 | PA      | $33218.00     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                                                                               | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     549000 | PA      | $555269.58    | 0.20%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-3282.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-6420.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     601000 | PA      | $615063.40    | 0.22%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co                                                        | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     974000 | PA      | $992999.82    | 0.36%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                                                                                    | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     231000 | PA      | $233208.54    | 0.08%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     602000 | PA      | $546417.58    | 0.20%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22284 | PA      | $18618.76     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-5015.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133CAS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47446 | PA      | $48266.14     | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-23931.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-3374.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                 | Avis Budget Finance Plc                                                                                                                | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |     517000 | PA      | $594315.66    | 0.21%             | 2030-07-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     370000 | PA      | $341394.60    | 0.12%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80103 | PA      | $81912.84     | 0.03%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                         | QNB Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     352000 | PA      | $340970.08    | 0.12%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     231000 | PA      | $245673.35    | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-12                                                                                                       | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     196964 | PA      | $196976.33    | 0.07%             | 2069-10-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                | Bundesrepublik Deutschland Bundesanleihe                                                                                               | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     590000 | PA      | $606052.52    | 0.22%             | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                                                                                   | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917727 | PA      | $49230.11     | 0.02%             | 2054-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1687.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                                                                                   | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115272.49    | 0.04%             | 2038-05-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                                                                        | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $394560.00    | 0.14%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                                  | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     870000 | PA      | $636881.02    | 0.23%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4665000 | PA      | $654982.07    | 0.24%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6382.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114365.94    | 0.04%             | 2030-02-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                                 | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      39000 | PA      | $32000.07     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59954.10     | 0.02%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1275.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     703000 | PA      | $683499.13    | 0.25%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                          | Microsoft Corp                                                                                                                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      71000 | PA      | $43086.05     | 0.02%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     594000 | PA      | $604159.18    | 0.22%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd.                                 | Eskom Holdings SOC Ltd.                                                                                                                | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     624000 | PA      | $624349.44    | 0.22%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $112815.48    | 0.04%             | 2036-01-23      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                   | Holcim Finance US LLC                                                                                                                  | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17935.43     | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      69000 | PA      | $60939.22     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                                                                                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      54000 | PA      | $36318.45     | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                                                                                  | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $116305.03    | 0.04%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                                                                           | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $112896.19    | 0.04%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-1669.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                     | Walker & Dunlop Inc                                                                                                                    | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     611000 | PA      | $618691.39    | 0.22%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                                                                            | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      63000 | PA      | $63786.36     | 0.02%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19271 | PA      | $20016.64     | 0.01%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                   | Aeroporti di Roma SpA                                                                                                                  | CUSIP: 000000000<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $112823.77    | 0.04%             | 2032-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                                     | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     706000 | PA      | $701553.54    | 0.25%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                       | Amsted Industries Inc                                                                                                                  | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     447000 | PA      | $453701.66    | 0.16%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100062.50    | 0.04%             | 2041-06-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-33512.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     632000 | PA      | $629532.04    | 0.23%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $806.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                           | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     330000 | PA      | $330181.17    | 0.12%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     909000 | PA      | $940364.04    | 0.34%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-922.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                                                                                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     475000 | PA      | $484062.05    | 0.17%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $21820.47     | 0.01%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      39000 | PA      | $34928.78     | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-633.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                              | Southern Gas Corridor CJSC                                                                                                             | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    1065000 | PA      | $1075650.00   | 0.39%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     731000 | PA      | $729619.96    | 0.26%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                                                                                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      72000 | PA      | $74230.80     | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                     | Erste Group Bank AG                                                                                                                    | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $227159.06    | 0.08%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                            | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $378642.28    | 0.14%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $274.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   21000000 | PA      | $132846.03    | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5782000 | PA      | $5610798.56   | 2.02%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     592000 | PA      | $601564.94    | 0.22%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $941.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      17000 | PA      | $13753.48     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                                                                         | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     382000 | PA      | $441020.13    | 0.16%             | 2032-03-31      | Fixed         | 5.50%                 | Yes           |                  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        |     734000 | PA      | $760180.31    | 0.27%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40373 | PA      | $35386.00     | 0.01%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                                                                                 | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7465.45      | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX FLOW Inc                                                                                                                           | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     592000 | PA      | $609382.30    | 0.22%             | 2030-04-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27179.68     | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22379.89     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                            | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114522.42    | 0.04%             | 2035-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    2739000 | PA      | $2126771.70   | 0.77%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      56000 | PA      | $55851.72     | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust         | Bayview Financial Revolving Asset Trust 2005-E                                                                                         | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62359 | PA      | $123505.34    | 0.04%             | 2040-12-28      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     145000 | PA      | $139969.66    | 0.05%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      28000 | PA      | $19011.58     | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                                                                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      54000 | PA      | $49523.04     | 0.02%             | 2039-06-15      | Fixed         | 5.13%                 | 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        |      63000 | PA      | $65583.07     | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18013 | PA      | $15047.78     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                         | Summer BidCo BV                                                                                                                        | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     137228 | PA      | $158214.37    | 0.06%             | 2029-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1332000 | PA      | $1202126.31   | 0.43%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                          | 1261229 BC Ltd                                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     451000 | PA      | $446497.63    | 0.16%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1153640.92   | 0.42%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $205.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-174.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26960.71     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     599224 | PA      | $602160.20    | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                                                                            | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      76000 | PA      | $70671.05     | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2022-FL8 Ltd                                                                                                                       | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110841 | PA      | $109188.91    | 0.04%             | 2037-02-19      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $16600.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     368000 | PA      | $177560.00    | 0.06%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  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        |     382000 | PA      | $347674.86    | 0.13%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     215000 | PA      | $219300.00    | 0.08%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NZD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $2257.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2025-1 LLC                                                                                                  | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $50033.72     | 0.02%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                                       | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1058448.97   | 0.38%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                                                                      | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      29000 | PA      | $28564.98     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3164770 | PA      | $44611.23     | 0.02%             | 2031-01-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                                                                               | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39754.64     | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                                                                           | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75395.28     | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      21000 | PA      | $18813.52     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     566000 | PA      | $548156.68    | 0.20%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     727000 | PA      | $676822.46    | 0.24%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                                                                                    | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      39000 | PA      | $39150.95     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B36 Mortgage Trust                                                                                                      | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8922891 | PA      | $369794.95    | 0.13%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BTP FUTURE JUN25                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          7 | NC      | $13336.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                                                                       | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     462000 | PA      | $470558.09    | 0.17%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1819.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-196.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | N/A       |          1 | NC      | $1339.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37983 | PA      | $34507.53     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                                                                           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      44000 | PA      | $38525.13     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $114591.45    | 0.04%             | 2032-11-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                 | SSE PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115039.32    | 0.04%             | 2032-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $155512.50    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     239000 | PA      | $212359.55    | 0.08%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     329000 | PA      | $285129.59    | 0.10%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     425000 | PA      | $434618.18    | 0.16%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $246.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      82000 | PA      | $58202.76     | 0.02%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38564.16     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye                                     | Republic of Turkiye                                                                                                                    | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     314000 | PA      | $287760.41    | 0.10%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                                                                            | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $135068.20    | 0.05%             | 2033-01-13      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     527000 | PA      | $501951.97    | 0.18%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      56000 | PA      | $56035.39     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-8571.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     948000 | PA      | $777502.20    | 0.28%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $19627.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      38000 | PA      | $36073.28     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                | Enel SpA                                                                                                                               | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     120000 | PA      | $134054.98    | 0.05%             | 2032-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANCE PLC                                    | Experian Finance PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113825.08    | 0.04%             | 2033-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                    | Michaels Cos Inc/The                                                                                                                   | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     381000 | PA      | $259724.99    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821458 | PA      | $48537.90     | 0.02%             | 2030-06-25      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C9                                                                                                           | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2219959 | PA      | $151696.71    | 0.05%             | 2054-02-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| RICHEMONT INTERNATIONAL                                 | Richemont International Holding SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300V9893NUQX6X069 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $85701.50     | 0.03%             | 2040-05-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                    | Fiesta Purchaser Inc                                                                                                                   | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     368000 | PA      | $384973.26    | 0.14%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                  | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                              | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     755000 | PA      | $730285.08    | 0.26%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54794.08     | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-61.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      36000 | PA      | $33626.08     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                                                                                  | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $137538.78    | 0.05%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                                                                      | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      86000 | PA      | $74561.93     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105889 | PA      | $103187.46    | 0.04%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149527 | PA      | $145301.05    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72898 | PA      | $70593.73     | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | ROCKIES EXPRESS PIPELINE                                                                                                               | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     304000 | PA      | $313103.89    | 0.11%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $12851.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     290000 | PA      | $273315.31    | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TCW Ltd                                                 | TCW CLO 2020-1 Ltd                                                                                                                     | CUSIP: 87190CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     235000 | PA      | $233716.67    | 0.08%             | 2034-04-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                                                                                   | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     651000 | PA      | $555563.20    | 0.20%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      53000 | PA      | $42340.48     | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1206764.01   | 0.43%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3400000 | PA      | $493509.65    | 0.18%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      94000 | PA      | $74207.69     | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     443000 | PA      | $363264.03    | 0.13%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                                                                        | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      28000 | PA      | $24222.45     | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1235.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      51000 | PA      | $48272.21     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      31000 | PA      | $29774.53     | 0.01%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $10491.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     195666 | PA      | $189985.08    | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     425000 | PA      | $214530.87    | 0.08%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     134000 | PA      | $135208.09    | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                | Viking Baked Goods Acquisition Corp                                                                                                    | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     498000 | PA      | $469514.45    | 0.17%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-8242.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     427000 | PA      | $424254.43    | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $557.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     291000 | PA      | $284951.59    | 0.10%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61868 | PA      | $51082.09     | 0.02%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     669000 | PA      | $678002.38    | 0.24%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $354.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                                                                                    | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     630000 | PA      | $626949.79    | 0.23%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     710000 | PA      | $746545.12    | 0.27%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     273000 | PA      | $301801.57    | 0.11%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                               | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173000 | PA      | $168389.95    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-254.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     694000 | PA      | $677153.08    | 0.24%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                                                                                 | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     483000 | PA      | $468165.68    | 0.17%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $923.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-1450.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     104000 | PA      | $106971.50    | 0.04%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $329.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $811.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1337.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     230000 | PA      | $200524.47    | 0.07%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                                                                                   | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      47000 | PA      | $41355.17     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | GB        |          1 | NC      | $8945.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                                                                       | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     719000 | PA      | $752585.21    | 0.27%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                                         | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925224 | PA      | $127193.97    | 0.05%             | 2054-08-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115437.81    | 0.04%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                                                                                  | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |      42000 | PA      | $42387.92     | 0.02%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-34169.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM1 Trust                                                                                                                    | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |      92488 | PA      | $92844.40     | 0.03%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                                                                                     | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $69468.97     | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38234.51     | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418EP87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23937 | PA      | $24618.50     | 0.01%             | 2043-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15983000 | PA      | $66161.63     | 0.02%             | 2028-04-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                                                                             | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $201372.91    | 0.07%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                                                                             | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      49000 | PA      | $47972.56     | 0.02%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $15092.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-118836.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     293000 | PA      | $303122.81    | 0.11%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1087.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                 | Empire Communities Corp                                                                                                                | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     696000 | PA      | $698610.00    | 0.25%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                    | BANK 2022-BNK41                                                                                                                        | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257000 | PA      | $232305.77    | 0.08%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $10418.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $52767.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $922.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                                                                             | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     151000 | PA      | $102629.61    | 0.04%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                                                                       | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76952.29     | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     284000 | PA      | $263934.15    | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                   | INTELSAT EMERGENCE SA                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       6129 | NS      | $248224.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $-3042.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAB                                                     | CAB SELAS                                                                                                                              | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $109003.21    | 0.04%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     630000 | PA      | $630894.60    | 0.23%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $4333.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                                                                                     | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     223000 | PA      | $224340.23    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     491000 | PA      | $507625.26    | 0.18%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                                                                        | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     519000 | PA      | $376740.44    | 0.14%             | 2029-01-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     784000 | PA      | $674877.39    | 0.24%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |          1 | NC      | $-3777.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                                                                            | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      62000 | PA      | $64783.51     | 0.02%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      26000 | PA      | $24979.94     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     273509 | PA      | $229307.96    | 0.08%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1930.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      42000 | PA      | $41216.54     | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                | Trustees of the University of Pennsylvania/The                                                                                         | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      35000 | PA      | $19612.61     | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $375.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59488.56     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     433000 | PA      | $425639.00    | 0.15%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     581000 | PA      | $522305.06    | 0.19%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                             | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     488000 | PA      | $379056.29    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                                                                                    | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     550000 | PA      | $441721.28    | 0.16%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     326000 | PA      | $294987.62    | 0.11%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      66000 | PA      | $68727.76     | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-6673.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6465.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                                                                           | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     857000 | PA      | $855483.80    | 0.31%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                           | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     663000 | PA      | $650274.25    | 0.23%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9998.95      | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159182 | PA      | $133516.79    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1697.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                                                                             | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |     891000 | PA      | $868221.59    | 0.31%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                       | LTRI HOLDINGS, LP                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $168061.05    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                | Corebridge Financial Inc                                                                                                               | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      76000 | PA      | $62306.69     | 0.02%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                   | Toll Road Investors Partnership II LP                                                                                                  | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     494697 | PA      | $160776.50    | 0.06%             | 2043-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $-984.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                                  | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36809.27     | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                                                                           | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18387.31     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                       | Johnson & Johnson                                                                                                                      | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109745.80    | 0.04%             | 2044-06-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $265.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85476 | PA      | $69694.28     | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                 | Gulfport Energy Operating Corp                                                                                                         | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     711000 | PA      | $721277.90    | 0.26%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                     | Amer Sports Co                                                                                                                         | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     677000 | PA      | $703887.33    | 0.25%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                                                                           | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     206000 | PA      | $207756.60    | 0.07%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                                                                             | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1169164.21   | 0.42%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-41314.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-1 LLC                                                                                                     | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      82269 | PA      | $83989.63     | 0.03%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                                                                         | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      76000 | PA      | $67822.93     | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $496377.60    | 0.18%             | 2029-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1917769.50   | 0.69%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     428000 | PA      | $391279.37    | 0.14%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18489.43     | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                                                                                   | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70454.13     | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                                                                          | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $203344.00    | 0.07%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                 | Vier Gas Transport GmbH                                                                                                                | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113464.37    | 0.04%             | 2031-11-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     991000 | PA      | $969103.26    | 0.35%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                 | US Acute Care Solutions LLC                                                                                                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     581000 | PA      | $590522.01    | 0.21%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                                     | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     366000 | PA      | $442218.07    | 0.16%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                                                                            | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      53000 | PA      | $54415.73     | 0.02%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                                                                                 | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     796000 | PA      | $780959.58    | 0.28%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE JUN25                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         95 | NC      | $95769.57     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CN        |          1 | NC      | $-1747.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11689   IRS CNY R F  1.64450 SM11689_FIX CCPVANILLA / Short: SM11689   IRS CNY P V 03MCNRR SM11689_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   15300000 | OU      | $15073.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $695765.46    | 0.25%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140A9BZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     367853 | PA      | $364280.66    | 0.13%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                                                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     629000 | PA      | $640047.66    | 0.23%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                   | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8925.52      | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $5704.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5600000 | PA      | $260811.71    | 0.09%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $-23.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISLANDSBANKI                                            | Islandsbanki HF                                                                                                                        | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $115184.10    | 0.04%             | 2030-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  119600000 | PA      | $490601.45    | 0.18%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                   | Holcim Finance US LLC                                                                                                                  | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26166.91     | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1250000000 | PA      | $853060.25    | 0.31%             | 2030-12-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      71000 | PA      | $69569.48     | 0.03%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                                                                                  | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38293.98     | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | RIO TINTO FIN USA PLC                                                                                                                  | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     102000 | PA      | $102405.66    | 0.04%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B23 Mortgage Trust                                                                                                      | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3576018 | PA      | $181283.71    | 0.07%             | 2054-02-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                | Wyndham Hotels & Resorts Inc                                                                                                           | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     934000 | PA      | $903777.35    | 0.33%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     831000 | PA      | $810337.93    | 0.29%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                                                                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     322000 | PA      | $323251.61    | 0.12%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     525000 | PA      | $518547.80    | 0.19%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4546.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                                                                          | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $173148.94    | 0.06%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                                                                          | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $747717.15    | 0.27%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                                               | Orange SA                                                                                                                              | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114237.01    | 0.04%             | 2035-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                 | Dornoch Debt Merger Sub Inc                                                                                                            | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     755000 | PA      | $580274.88    | 0.21%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                     | Altice Financing SA                                                                                                                    | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $210194.24    | 0.08%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SANDOZ FINANCE B.V.                                     | Sandoz Finance BV                                                                                                                      | CUSIP: 000000000<br>LEI: 213800DFA3WXJ7KC9R74 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114424.99    | 0.04%             | 2035-03-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD HUF                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-227.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                                                                          | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     680000 | PA      | $681519.12    | 0.25%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                                   | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     259000 | PA      | $267127.42    | 0.10%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD SEK                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8150.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                       | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     583000 | PA      | $551429.33    | 0.20%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                           | DISH DBS Corp                                                                                                                          | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     370000 | PA      | $243254.82    | 0.09%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED CHF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |          1 | NC      | $308.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $805.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                                                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $400800.03    | 0.14%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $2015.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25722.77     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719995 | PA      | $51797.88     | 0.02%             | 2030-08-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99559.37     | 0.04%             | 2037-01-20      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     288000 | PA      | $293703.55    | 0.11%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                                                                      | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114728.55    | 0.04%             | 2036-05-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      57000 | PA      | $57472.18     | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                                                                              | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38325.76     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     417000 | PA      | $427443.35    | 0.15%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-127.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-13673.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     452000 | PA      | $381825.93    | 0.14%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                                                                           | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     151000 | PA      | $148342.57    | 0.05%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                                                                          | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      41000 | PA      | $40861.31     | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      80000 | PA      | $90716.56     | 0.03%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-667.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                           | DISH DBS Corp                                                                                                                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $369700.66    | 0.13%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                            | New Gold Inc                                                                                                                           | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     498000 | PA      | $508715.47    | 0.18%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                    | EP Infrastructure AS                                                                                                                   | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |     709000 | PA      | $761749.86    | 0.27%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $2484.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                                                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     605000 | PA      | $579321.86    | 0.21%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-95645.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                    | Veritiv Operating Co                                                                                                                   | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     536000 | PA      | $570092.28    | 0.21%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $941.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $463.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                                                                                     | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184878 | PA      | $184373.33    | 0.07%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-528.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                                                                             | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56281.32     | 0.02%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                         | M&T Bank Auto Receivables Trust 2025-1                                                                                                 | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     188000 | PA      | $187878.31    | 0.07%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $45514.48     | 0.02%             | 2035-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $10698.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                                                                                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     711000 | PA      | $725149.02    | 0.26%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BUMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165997 | PA      | $165826.13    | 0.06%             | 2055-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     244000 | PA      | $138494.61    | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                                                                          | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100062.50    | 0.04%             | 2041-06-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| AMPRION GMBH                                            | Amprion GmbH                                                                                                                           | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113892.69    | 0.04%             | 2036-06-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-7346.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-9                                                                                                        | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |     221655 | PA      | $219959.44    | 0.08%             | 2069-09-25      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                            | Peru LNG Srl                                                                                                                           | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     431701 | PA      | $399878.78    | 0.14%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $2702.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                       | Eversource Energy                                                                                                                      | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54860.08     | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK35                                                                                                                        | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1286672 | PA      | $57965.75     | 0.02%             | 2064-06-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                         | Japan Government Ten Year Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  138000000 | PA      | $950247.89    | 0.34%             | 2035-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                       | Ipoteka-Bank ATIB                                                                                                                      | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |     500000 | PA      | $497500.00    | 0.18%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $13211.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     246000 | PA      | $234561.02    | 0.08%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                                                                                   | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     552150 | PA      | $536267.86    | 0.19%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                                                                                    | CUSIP: 000000000<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114738.37    | 0.04%             | 2032-05-20      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                                                                         | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      85000 | PA      | $85147.53     | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED INR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $84.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority           | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                                     | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     115000 | PA      | $106515.99    | 0.04%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     454000 | PA      | $517556.33    | 0.19%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $10630.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      69395 | PA      | $61887.48     | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $58.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     687000 | PA      | $627954.69    | 0.23%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     201000 | PA      | $198220.27    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19091.40     | 0.01%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     677000 | PA      | $669575.21    | 0.24%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                                                                        | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1103000 | PA      | $1108923.11   | 0.40%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-675.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    5400000 | PA      | $803893.80    | 0.29%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B26 Mortgage Trust                                                                                                      | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5513042 | PA      | $193730.50    | 0.07%             | 2054-06-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| MAXEDA DIY HOLDING BV                                   | Maxeda DIY Holding BV                                                                                                                  | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |     345000 | PA      | $346681.31    | 0.12%             | 2026-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                       | NFE Financing LLC                                                                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     406856 | PA      | $174552.93    | 0.06%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4849.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-20845.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     347000 | PA      | $347222.08    | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SEK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $1402.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                                                                                    | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     115000 | PA      | $65100.05     | 0.02%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                                                                          | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      89000 | PA      | $91055.24     | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                                                                        | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $205380.60    | 0.07%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                                     | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115957.84    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND JUN25                                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -3 | NC      | $-16198.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     635400 | PA      | $624168.67    | 0.22%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-12429.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105347 | PA      | $88298.02     | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31376KQF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12842 | PA      | $13127.54     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  295000000 | PA      | $1250995.17   | 0.45%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                           | Volvo Financial Equipment LLC Series 2024-1                                                                                            | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79000 | PA      | $78965.12     | 0.03%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-65.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                 | Dealer Tire LLC / DT Issuer LLC                                                                                                        | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $478858.11    | 0.17%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-760.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      65000 | PA      | $60727.36     | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                          | LoanCore 2021-CRE5 Issuer Ltd                                                                                                          | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99545.90     | 0.04%             | 2036-07-15      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     150000 | PA      | $144851.43    | 0.05%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CNY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $-412.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5179.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                                                                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26861.62     | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $33.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     646000 | PA      | $574972.34    | 0.21%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CRH FIN UK PLC                                          | Crh Finance UK PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130566.24    | 0.05%             | 2029-12-02      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21275 | PA      | $16591.32     | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $7915.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     250000 | PA      | $171563.58    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| CEZ AS                                                  | CEZ AS                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $114832.12    | 0.04%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                    | National Grid North America Inc                                                                                                        | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113886.21    | 0.04%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                 | Algonquin Power & Utilities Corp                                                                                                       | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      28000 | PA      | $28133.06     | 0.01%             | 2026-06-15      | Fixed         | 5.37%                 | 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        |     463000 | PA      | $384290.00    | 0.14%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                                                                                  | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      19000 | PA      | $19216.39     | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CL        |          1 | NC      | $-937.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     529000 | PA      | $456287.63    | 0.16%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                   | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     367000 | PA      | $403458.15    | 0.15%             | 2030-10-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                                                                                | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     564000 | PA      | $574053.86    | 0.21%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust             | Navistar Financial Dealer Note Master Owner Trust II                                                                                   | CUSIP: 63938PBV0<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |      57000 | PA      | $57192.52     | 0.02%             | 2028-08-25      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896340 | PA      | $65035.56     | 0.02%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                                                                                   | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     476000 | PA      | $467035.35    | 0.17%             | 2031-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40945 | PA      | $33385.08     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                | BCPE Ulysses Intermediate Inc                                                                                                          | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230000 | PA      | $218522.77    | 0.08%             | 2027-04-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO                                                                                                                             | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     298000 | PA      | $297734.84    | 0.11%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1173.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                  | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                               | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     246000 | PA      | $238494.56    | 0.09%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3715814 | PA      | $88611.75     | 0.03%             | 2031-03-25      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B28 Mortgage Trust                                                                                                      | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300786 | PA      | $124706.98    | 0.04%             | 2054-08-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                                                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     761000 | PA      | $750878.70    | 0.27%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      69000 | PA      | $68890.50     | 0.02%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $258.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XJXX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442419 | PA      | $406270.16    | 0.15%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62694 | PA      | $61049.47     | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     254000 | PA      | $265074.15    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $219.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                | Allison Transmission Inc                                                                                                               | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $977644.17    | 0.35%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-139.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-570.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                         | 180 Medical Inc                                                                                                                        | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     965000 | PA      | $916582.28    | 0.33%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                            | FORT CRE 2022-FL3 Issuer LLC                                                                                                           | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     114000 | PA      | $113028.49    | 0.04%             | 2039-02-23      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                                                                          | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     774000 | PA      | $599434.59    | 0.22%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avation Capital SA                                      | Avation Capital SA                                                                                                                     | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |     874138 | PA      | $847863.03    | 0.31%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5912.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                                                                                     | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      23000 | PA      | $22957.54     | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 5YR BOND FUT SEP25                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         39 | NC      | $22904.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     932000 | PA      | $882027.46    | 0.32%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                                     | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     221000 | PA      | $220889.77    | 0.08%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                                     | ACREC 2021-FL1 Ltd                                                                                                                     | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     229500 | PA      | $228541.86    | 0.08%             | 2036-10-16      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp                        | IOWA ST STUDENT LOAN LIQUIDITY CORP                                                                                                    | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |      60000 | PA      | $56174.42     | 0.02%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                                                                          | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     712000 | PA      | $668983.45    | 0.24%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                    | MASSACHUSETTS ST HSG FIN AGY HSG REVENUE                                                                                               | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     145000 | PA      | $147705.24    | 0.05%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-174.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                     | Whitbread Group PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131966.13    | 0.05%             | 2032-05-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                                                                         | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $130146.67    | 0.05%             | 2035-10-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      83000 | PA      | $81519.87     | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer Ltd                                                                                                              | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99023.50     | 0.04%             | 2038-12-15      | Floating      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| NESTLE FINANCE INTL LTD                                 | Nestle Finance International Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | DBT              | CORP              | LU        |      40000 | PA      | $43656.15     | 0.02%             | 2045-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED IDR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |          1 | NC      | $3770.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      61000 | PA      | $58883.12     | 0.02%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                                                                                | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115612.89    | 0.04%             | 2034-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-577.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     650000 | PA      | $474604.00    | 0.17%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                 | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     436000 | PA      | $338626.25    | 0.12%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     768494 | PA      | $516043.72    | 0.19%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                             | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     306000 | PA      | $300473.79    | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |          1 | NC      | $-1792.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                                                                                  | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27435.12     | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                                                                                    | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     738000 | PA      | $728775.00    | 0.26%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68294 | PA      | $61212.80     | 0.02%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |          1 | NC      | $14967.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     656000 | PA      | $701359.78    | 0.25%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED SEK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | SE        |          1 | NC      | $1367.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE DISTRICT BONDCO                                  | Empire District Bondco LLC                                                                                                             | CUSIP: 291918AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150429 | PA      | $150927.32    | 0.05%             | 2033-01-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100314.48    | 0.04%             | 2039-06-10      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                                                                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27741.34     | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     476000 | PA      | $485017.82    | 0.17%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     195000 | PA      | $202273.31    | 0.07%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1007.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                                                                                    | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $121243.36    | 0.04%             | 2031-05-17      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                                                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     635000 | PA      | $597050.88    | 0.22%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                   | Foundation Building Materials Inc                                                                                                      | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     886000 | PA      | $754662.37    | 0.27%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                            | Virtusa Corp                                                                                                                           | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     373000 | PA      | $360588.09    | 0.13%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $525.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                                                                                  | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     765000 | PA      | $781369.47    | 0.28%             | 2030-10-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                                                                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     600000 | PA      | $612807.60    | 0.22%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     108000 | PA      | $92462.49     | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                                                                              | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20012.62     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-309.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $4892957.04   | 1.76%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-39979.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     191000 | PA      | $192437.66    | 0.07%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  201250000 | PA      | $1094242.24   | 0.39%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                 | RTE Reseau de Transport d'Electricite SADIR                                                                                            | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112859.12    | 0.04%             | 2036-10-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -227 | NC      | $-54007.39    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $172113.12    | 0.06%             | 2033-01-16      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                                                                                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1015498.23   | 0.37%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      50000 | PA      | $50671.15     | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     445000 | PA      | $438824.91    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     670491 | PA      | $33586.97     | 0.01%             | 2031-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $341.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     361000 | PA      | $349213.89    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                                                                           | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     799000 | PA      | $767169.52    | 0.28%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                                                                                     | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    1025000 | PA      | $1027937.57   | 0.37%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11759   IRS USD R V 12MUSCPI SM11759_FLO CCPINFLATIONZERO / Short: BM11759   IRS USD P F  2.46300 SM11759_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     800000 | OU      | $5454.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crest Ltd                                               | CREST 2004-1 Ltd                                                                                                                       | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |    4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                   | Nabors Industries Inc                                                                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     684000 | PA      | $468092.73    | 0.17%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100871.27    | 0.04%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                | Siemens Financieringsmaatschappij NV                                                                                                   | CUSIP: 000000000<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114112.85    | 0.04%             | 2045-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606688.18    | 0.22%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     901677 | PA      | $46100.22     | 0.02%             | 2030-11-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113947.81    | 0.04%             | 2030-05-13      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     635000 | PA      | $636595.12    | 0.23%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $1091.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                     | Prairie Acquiror LP                                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     530000 | PA      | $538791.11    | 0.19%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                                                                                    | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     174000 | PA      | $175840.60    | 0.06%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                                                                      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     379000 | PA      | $342875.08    | 0.12%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5655000 | PA      | $4955193.75   | 1.79%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     476000 | PA      | $488278.42    | 0.18%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                     | Nomura Holdings Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $113952.64    | 0.04%             | 2030-05-28      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2554.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49616 | PA      | $49299.64     | 0.02%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      26000 | PA      | $28086.40     | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                                                                                 | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     873000 | PA      | $860474.46    | 0.31%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                               | CUSIP: 38384XSB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      82360 | PA      | $81596.28     | 0.03%             | 2054-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-242.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                                  | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1058268.64   | 0.38%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4D82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15572000 | PA      | $126598.80    | 0.05%             | 2028-02-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                       | GreatAmerica Leasing Receivables Funding LLC Series 2023-1                                                                             | CUSIP: 39154TCB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9557 | PA      | $9563.41      | 0.00%             | 2026-02-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                                                                       | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1229000 | PA      | $1204602.63   | 0.43%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                                                                       | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     990000 | PA      | $839148.41    | 0.30%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7435.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-136.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $8544.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                   | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     516000 | PA      | $552835.69    | 0.20%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1415.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust             | Navistar Financial Dealer Note Master Owner Trust II                                                                                   | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |     244000 | PA      | $244779.19    | 0.09%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                      | Ford Motor Co                                                                                                                          | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28325.79     | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-3 LLC                                                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      47592 | PA      | $47744.08     | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $112750.20    | 0.04%             | 2032-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $6622.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $58.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                                                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      78000 | PA      | $71902.22     | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $-2041.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F4XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36576000 | PA      | $144069.21    | 0.05%             | 2028-02-25      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     440000 | PA      | $245322.00    | 0.09%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $1147.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                 | F-Brasile SpA / F-Brasile US LLC                                                                                                       | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     525000 | PA      | $523031.25    | 0.19%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      86000 | PA      | $77135.44     | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $-4913.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                                                                                | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     855000 | PA      | $879268.32    | 0.32%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     590000 | PA      | $583679.45    | 0.21%             | 2030-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                                                  | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     237000 | PA      | $231026.04    | 0.08%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                                                                       | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83417.89     | 0.03%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1150000 | PA      | $964850.00    | 0.35%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                                                                                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50331.55     | 0.02%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5019.98      | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                                                                           | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $116019.61    | 0.04%             | 2028-11-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                | Tengizchevroil Finance Co International Ltd                                                                                            | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     987000 | PA      | $968696.09    | 0.35%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                                                                            | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     755000 | PA      | $752400.54    | 0.27%             | 2036-07-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B18 Mortgage Trust                                                                                                      | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3096723 | PA      | $155267.81    | 0.06%             | 2053-07-15      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   94350000 | PA      | $639989.30    | 0.23%             | 2034-12-20      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $28513.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                                                                                   | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      89000 | PA      | $83479.69     | 0.03%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                                                                      | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     262000 | PA      | $258798.12    | 0.09%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $725246.32    | 0.26%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                                                                              | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      53000 | PA      | $36333.83     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1386290.52   | 0.50%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118694.39    | 0.04%             | 2036-05-31      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                                                                             | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     288000 | PA      | $278318.16    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     370000 | PA      | $343446.53    | 0.12%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   13577000 | PA      | $309645.14    | 0.11%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $1126.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                            | IAMGOLD Corp                                                                                                                           | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     645000 | PA      | $636224.07    | 0.23%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                                                                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54577.24     | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $98403.68     | 0.04%             | 2038-04-18      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                            | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     478000 | PA      | $488520.30    | 0.18%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                       | Store Capital LLC                                                                                                                      | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     113000 | PA      | $98343.92     | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                  | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                 | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $654577.26    | 0.24%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731897 | PA      | $56615.38     | 0.02%             | 2030-04-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                                                                     | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     593000 | PA      | $587151.66    | 0.21%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22919 | PA      | $17965.05     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                                                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      75000 | PA      | $76509.76     | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-291.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2699427 | PA      | $79530.52     | 0.03%             | 2031-09-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75889.62     | 0.03%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                                                                          | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     557000 | PA      | $557295.21    | 0.20%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1852000 | PA      | $1886725.00   | 0.68%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                                                                          | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     472000 | PA      | $483686.30    | 0.17%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                         | 3650R 2021-PF1 Commercial Mortgage Trust                                                                                               | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3713288 | PA      | $145969.36    | 0.05%             | 2054-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $2075.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                                                                                    | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $114688.41    | 0.04%             | 2032-05-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1323000 | PA      | $1240512.01   | 0.45%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $561.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $2854.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED CNH / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $4981.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     598000 | PA      | $636870.00    | 0.23%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                | MFS Institutional Money Market Portfolio                                                                                               | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |    6582962 | NS      | $6582961.64   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                                                                              | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     643000 | PA      | $645154.69    | 0.23%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $21398.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     461000 | PA      | $470141.17    | 0.17%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                                                                              | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |      58101 | PA      | $58355.17     | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                                                                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     989000 | PA      | $809016.04    | 0.29%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $-460.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     327000 | PA      | $323202.21    | 0.12%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                                     | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     781000 | PA      | $793429.62    | 0.29%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89945 | PA      | $89277.90     | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| BRUCE POWER LP                                          | Bruce Power LP                                                                                                                         | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |      93000 | PA      | $67089.98     | 0.02%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                 | Consolidated Energy Finance SA                                                                                                         | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     635000 | PA      | $512662.61    | 0.18%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                                                                                | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43064.38     | 0.02%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                                  | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     651000 | PA      | $625815.35    | 0.23%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140AD6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47824 | PA      | $48320.22     | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                                                                      | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     349917 | PA      | $350679.47    | 0.13%             | 2039-03-19      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     659000 | PA      | $773493.01    | 0.28%             | 2039-10-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $2108.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                                                                              | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     800000 | PA      | $830181.22    | 0.30%             | 2029-05-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                                                                                    | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114138.34    | 0.04%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                                 | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     509000 | PA      | $533720.09    | 0.19%             | 2029-07-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT JUN25                                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -123 | NC      | $-79171.70    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-161.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                        | Oryx Funding Ltd                                                                                                                       | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200752.40    | 0.07%             | 2031-02-03      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      75119 | PA      | $60359.86     | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-21924.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                      | BSPRT 2021-FL7 Issuer Ltd                                                                                                              | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99368.50     | 0.04%             | 2038-12-15      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                            | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $413369.33    | 0.15%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     833000 | PA      | $814052.92    | 0.29%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     413000 | PA      | $486391.13    | 0.18%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                 | Severn Trent Utilities Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $113956.62    | 0.04%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23183 | PA      | $20209.98     | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                                                                                    | CUSIP: 29439DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101045.15    | 0.04%             | 2041-07-05      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-959.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140N5MY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97847 | PA      | $97235.33     | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                                                                               | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     506000 | PA      | $486325.91    | 0.18%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                                                                        | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     362000 | PA      | $367638.87    | 0.13%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                   | Bausch Health Cos Inc                                                                                                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     444000 | PA      | $362415.00    | 0.13%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     272000 | PA      | $274769.93    | 0.10%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bonds                      | Japan Government Twenty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   73450000 | PA      | $419052.17    | 0.15%             | 2043-06-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $-3297.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XQPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     353712 | PA      | $302978.07    | 0.11%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-871.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                        | CSC Holdings LLC                                                                                                                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     800000 | PA      | $729613.68    | 0.26%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | CA        |          1 | NC      | $762.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-167.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3022250000 | PA      | $2136532.18   | 0.77%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                                                                         | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      22000 | PA      | $16883.85     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: BM11734   IRS USD R V 12MUSCPI SM11734_FLO CCPINFLATIONZERO / Short: BM11734   IRS USD P F  2.52300 SM11734_FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3400000 | OU      | $12869.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                                                                                | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     933000 | PA      | $867966.54    | 0.31%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| P3 GROUP SARL                                           | P3 Group Sarl                                                                                                                          | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114080.26    | 0.04%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                                  | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     428000 | PA      | $479646.10    | 0.17%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $10474.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                                                                                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     588000 | PA      | $599430.72    | 0.22%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal              | CAN 10YR BOND FUT SEP25                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          9 | NC      | $6925.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                | AmeriTex HoldCo Intermediate LLC                                                                                                       | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     715000 | PA      | $758639.31    | 0.27%             | 2028-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                                                                            | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     909000 | PA      | $919021.73    | 0.33%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-66712.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6029.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     305000 | PA      | $305753.18    | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                                                                                | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     611000 | PA      | $528515.00    | 0.19%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $1882.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                         | Xcel Energy Inc                                                                                                                        | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      43000 | PA      | $41266.06     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Exchange traded                                         | CS100176 MFS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    3100000 | NC      | $12424.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                                                                                      | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      67000 | PA      | $67825.13     | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31401WV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17915 | PA      | $18045.20     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $97707.75     | 0.04%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5158.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                                                                                 | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      77000 | PA      | $75991.13     | 0.03%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                                                                       | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55027.98     | 0.02%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                                      | CUSIP: 3136BN6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     189702 | PA      | $183552.45    | 0.07%             | 2052-10-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                     | Deutsche Telekom AG                                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |      30000 | PA      | $31954.36     | 0.01%             | 2045-02-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     261000 | PA      | $271675.60    | 0.10%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                                                                                   | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64915.04     | 0.02%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                                                                               | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     661000 | PA      | $655475.69    | 0.24%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                                                                        | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     102218 | PA      | $102386.04    | 0.04%             | 2069-02-25      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     338000 | PA      | $261108.01    | 0.09%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     955000 | PA      | $875149.87    | 0.32%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                 | CF Hippolyta Issuer LLC                                                                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      89945 | PA      | $89106.37     | 0.03%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                                                                                  | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     253000 | PA      | $249221.09    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $-154.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                                                                             | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      95000 | PA      | $63310.49     | 0.02%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                                                                                     | CUSIP: 25159XAE3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |     400000 | PA      | $396117.13    | 0.14%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                | State Oil Co of the Azerbaijan Republic                                                                                                | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |     500000 | PA      | $520413.50    | 0.19%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                                                                       | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     547000 | PA      | $443686.63    | 0.16%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $4094.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                  | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1178000 | PA      | $1195878.51   | 0.43%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-100870.83   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                                                                               | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     532000 | PA      | $581038.16    | 0.21%             | 2031-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $353.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $86676.54     | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                | Tesco Corporate Treasury Services PLC                                                                                                  | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $127882.32    | 0.05%             | 2034-05-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |          1 | NC      | $580.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TDC NET AS                                              | TDC Net A/S                                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |     100000 | PA      | $114764.83    | 0.04%             | 2032-08-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L6                                                                                                 | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2982062 | PA      | $131233.11    | 0.05%             | 2054-06-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                                                                         | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    1083000 | PA      | $1044009.40   | 0.38%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                                                                                  | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     409000 | PA      | $409594.28    | 0.15%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                                                                                  | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     459000 | PA      | $379272.16    | 0.14%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $-9948.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-PURE                                                                                                 | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     154000 | PA      | $112777.35    | 0.04%             | 2041-11-15      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $-2266.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                            | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     725000 | PA      | $751250.08    | 0.27%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     114000 | PA      | $117534.34    | 0.04%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                                                                                  | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     235000 | PA      | $239768.39    | 0.09%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     498000 | PA      | $504447.11    | 0.18%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |          1 | NC      | $-83.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-1057.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     165617 | PA      | $138814.56    | 0.05%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                                                                           | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     292000 | PA      | $281916.45    | 0.10%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-L5                                                                                                 | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1022121 | PA      | $51138.85     | 0.02%             | 2054-05-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     919000 | PA      | $955534.85    | 0.34%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SACA                                          | SNF Group SACA                                                                                                                         | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     805000 | PA      | $735214.95    | 0.26%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $60882.07     | 0.02%             | 2026-06-26      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      96000 | PA      | $95655.96     | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-900.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance                                                        | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1131956.75   | 0.41%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-342787.67   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CNY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $-244.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $107300.04    | 0.04%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-7409.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                       | Motion Bondco DAC                                                                                                                      | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     464000 | PA      | $438501.90    | 0.16%             | 2027-11-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                | Raven Acquisition Holdings LLC                                                                                                         | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     597000 | PA      | $594290.69    | 0.21%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                        | DT Midstream Inc                                                                                                                       | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $663057.29    | 0.24%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-5823.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                         | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $496079.34    | 0.18%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-19229.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120641.57    | 0.04%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-11971.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CA        |          1 | NC      | $8902.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $-4087.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                                                                                  | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     446000 | PA      | $445211.35    | 0.16%             | 2026-05-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     115000 | PA      | $118709.27    | 0.04%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                              | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     646000 | PA      | $652533.38    | 0.24%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                    | E.ON International Finance BV                                                                                                          | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      50000 | PA      | $66616.59     | 0.02%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                            | Alliander NV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $113802.30    | 0.04%             | 2037-05-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                                                                       | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     412000 | PA      | $394712.77    | 0.14%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                                 | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     535000 | PA      | $535000.00    | 0.19%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                                                                                 | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $296281.44    | 0.11%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                     | Toledo Hospital/The                                                                                                                    | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     142000 | PA      | $136639.93    | 0.05%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31402KJ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2671 | PA      | $2710.16      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD INR                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-360.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD CAD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-916.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     186000 | PA      | $195113.07    | 0.07%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| PERNOD RICARD SA                                        | Pernod Ricard SA                                                                                                                       | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112622.52    | 0.04%             | 2032-03-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-977.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                                                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15219000 | PA      | $9146856.72   | 3.30%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                              | MICHIGAN ST FIN AUTH REVENUE                                                                                                           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      70000 | PA      | $56162.19     | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $4072.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                 | TransMontaigne Partners LLC                                                                                                            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     348000 | PA      | $355254.41    | 0.13%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                               | Aviva PLC                                                                                                                              | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $114315.30    | 0.04%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     635000 | PA      | $840906.09    | 0.30%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     718000 | PA      | $677196.46    | 0.24%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $365.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                      | Cerdia Finanz GmbH                                                                                                                     | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     674000 | PA      | $692551.17    | 0.25%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     585000 | PA      | $598789.04    | 0.22%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 Multifamily Housing Mortgage Loan Trust                                                                                            | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     213000 | PA      | $212352.91    | 0.08%             | 2036-07-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                                                                                    | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      32000 | PA      | $30761.23     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3235.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18000 | PA      | $18527.53     | 0.01%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |          1 | NC      | $2607.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     606633 | PA      | $516973.99    | 0.19%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $9964.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     593000 | PA      | $601113.43    | 0.22%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     205000 | PA      | $214111.84    | 0.08%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                                                                                     | CUSIP: 26860XBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100728.80    | 0.04%             | 2039-06-10      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                     | Shurgard Luxembourg Sarl                                                                                                               | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114100.36    | 0.04%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     606000 | PA      | $628663.82    | 0.23%             | 2052-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK34                                                                                                                        | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987905 | PA      | $40405.30     | 0.01%             | 2063-06-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     175000 | PA      | $147730.17    | 0.05%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                             | Avation PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |       6125 | NS      | $2682.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     278000 | PA      | $262047.08    | 0.09%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     845640 | PA      | $63968.95     | 0.02%             | 2030-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2034877 | PA      | $158251.98    | 0.06%             | 2030-05-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $17709.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                                                                              | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     329000 | PA      | $326134.81    | 0.12%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                                   | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     255000 | PA      | $266750.15    | 0.10%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                       | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     654000 | PA      | $614318.75    | 0.22%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     505000 | PA      | $520773.17    | 0.19%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     294000 | PA      | $298119.23    | 0.11%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20445 | PA      | $18808.15     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD KRW                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-10904.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-259.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $20982.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                                                                             | CUSIP: 62878U2F8<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $208010.45    | 0.07%             | 2028-10-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -108 | NC      | $-33314.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     181000 | PA      | $185706.00    | 0.07%             | 2030-07-15      | Fixed         | 11.13%                | Yes           |                  2 | On Loan: No      |
| HAMMERSON PLC                                           | Hammerson PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $129053.97    | 0.05%             | 2036-10-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                                                                      | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |     112507 | PA      | $112626.91    | 0.04%             | 2069-01-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     650000 | PA      | $660593.05    | 0.24%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                                                                          | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $210371.58    | 0.08%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2011.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $180564.84    | 0.07%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      61000 | PA      | $59176.10     | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CA        |          1 | NC      | $1868.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     650000 | PA      | $600731.04    | 0.22%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Pembina Pipeline Corp                                   | Pembina Pipeline Corp                                                                                                                  | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |      97000 | PA      | $66418.16     | 0.02%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                       | American Builders & Contractors Supply Co Inc                                                                                          | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     501000 | PA      | $466626.69    | 0.17%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3999.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     289000 | PA      | $287721.12    | 0.10%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        782 | PA      | $804.08       | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2020-C7                                                                                                           | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1910334 | PA      | $93942.59     | 0.03%             | 2053-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                  | Spain Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1003000 | PA      | $1188282.84   | 0.43%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                                                                                     | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36335.77     | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $5416.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                      | Japan Government Thirty Year Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   35200000 | PA      | $209502.32    | 0.08%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                                                                                  | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    7214000 | PA      | $176768.61    | 0.06%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     150000 | PA      | $151696.92    | 0.05%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |          1 | NC      | $-1632.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     659754 | PA      | $20154.69     | 0.01%             | 2031-12-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-23465.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                                                                                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     652000 | PA      | $665094.77    | 0.24%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-3770.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                              | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     290000 | PA      | $302845.55    | 0.11%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $101.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                                                                                    | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $115801.83    | 0.04%             | 2034-03-21      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CAD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $8389.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-472.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                                                                                    | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      58000 | PA      | $58150.39     | 0.02%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED AUD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | AU        |          1 | NC      | $4024.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                  | Indian Railway Finance Corp Ltd                                                                                                        | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $713588.26    | 0.26%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44518.52     | 0.02%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $70.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42174 | PA      | $38751.80     | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                | New Enterprise Stone & Lime Co Inc                                                                                                     | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     429000 | PA      | $421001.25    | 0.15%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED NOK / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $177098.62    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                                                                                | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      34000 | PA      | $33011.65     | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                                                                                  | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     560000 | PA      | $544880.00    | 0.20%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455646 | PA      | $24458.62     | 0.01%             | 2030-09-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                 | Penske Automotive Group Inc                                                                                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     769000 | PA      | $720841.45    | 0.26%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-3366.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-594.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                                                                          | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     116000 | PA      | $116257.40    | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                                                                                   | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     420000 | PA      | $386260.35    | 0.14%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226126.66    | 0.08%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                                                                          | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $401427.60    | 0.14%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                | Windstream Services LLC / Windstream Escrow Finance Corp                                                                               | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     232000 | PA      | $241453.07    | 0.09%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                | Anheuser-Busch InBev SA/NV                                                                                                             | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $114865.09    | 0.04%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     866000 | PA      | $585455.92    | 0.21%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                             | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     199385 | PA      | $204864.30    | 0.07%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $7039921.84   | 2.54%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     729000 | PA      | $731616.72    | 0.26%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-5655.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED BRL / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $2827.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                  | Brundage-Bone Concrete Pumping Holdings Inc                                                                                            | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     352000 | PA      | $351384.18    | 0.13%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  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        |    1075000 | PA      | $1083605.38   | 0.39%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1159201.43   | 0.42%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      62000 | PA      | $46419.93     | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                              | Australia Government Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   15620000 | PA      | $8767176.20   | 3.16%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     311000 | PA      | $320719.06    | 0.12%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                    | WMG Acquisition Corp                                                                                                                   | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |      85000 | PA      | $78588.04     | 0.03%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                                          | CCM Merger Inc                                                                                                                         | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     617000 | PA      | $617229.09    | 0.22%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                                | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     350000 | PA      | $258253.00    | 0.09%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2022-CRE6 Trust                                                                                                                  | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99103.86     | 0.04%             | 2037-01-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-134030.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                                                                          | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     552000 | PA      | $569123.04    | 0.21%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-10297.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                                                                        | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      79000 | PA      | $76481.45     | 0.03%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                   | Guatemala Government Bond                                                                                                              | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     382000 | PA      | $337115.00    | 0.12%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                                 | TRTX 2021-FL4 Issuer Ltd                                                                                                               | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $149507.55    | 0.05%             | 2038-03-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                     | Korea Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 1954670000 | PA      | $1334631.12   | 0.48%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     316000 | PA      | $313402.48    | 0.11%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NZD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2154.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                  | FMG Resources August 2006 Pty Ltd                                                                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1916000 | PA      | $1758953.91   | 0.63%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                                                                           | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $171635.37    | 0.06%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SGD / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $22095.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23335 | PA      | $18750.44     | 0.01%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $234201.74    | 0.08%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-2079.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                                                                                  | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     650000 | PA      | $629072.60    | 0.23%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                                                                             | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      84000 | PA      | $65936.12     | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4900000 | PA      | $4919140.63   | 1.77%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                                 | Petra Diamonds US Treasury PLC                                                                                                         | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |     305656 | PA      | $162765.50    | 0.06%             | 2026-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $2334.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                             | PURCHASED USD / SOLD CNH                                                                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-994.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60361.09     | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                    | Glencore Capital Finance DAC                                                                                                           | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $113949.91    | 0.04%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                  | Star Energy Geothermal Wayang Windu Ltd                                                                                                | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     618788 | PA      | $617758.38    | 0.22%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                   | Cellnex Finance Co SA                                                                                                                  | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $113745.53    | 0.04%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-9860.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     296000 | PA      | $263153.83    | 0.09%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                                                                                  | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     840000 | PA      | $874794.48    | 0.32%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     373000 | PA      | $368579.73    | 0.13%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6621.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     861000 | PA      | $860326.46    | 0.31%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                                                                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24311.17     | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                 | Marathon Petroleum Corp                                                                                                                | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75166.54     | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                  | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     681000 | PA      | $694822.05    | 0.25%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INSULET CORPORATION                                     | Insulet Corp                                                                                                                           | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     528000 | PA      | $542919.17    | 0.20%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     448000 | PA      | $9910.57      | 0.00%             | 2027-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $6605.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                                                                                | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56260.96     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1910.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                                                                                     | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     421000 | PA      | $396321.06    | 0.14%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                             | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     660000 | PA      | $657262.45    | 0.24%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                                  | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16774 | PA      | $17329.45     | 0.01%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                                   | WASH Multifamily Acquisition Inc                                                                                                       | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     544000 | PA      | $542705.99    | 0.20%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                                        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     313000 | PA      | $308820.57    | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                | Bacardi Ltd / Bacardi-Martini BV                                                                                                       | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     129000 | PA      | $125713.65    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $4049.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1214.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $462.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $1035893.03   | 0.37%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20346 | PA      | $17357.10     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                                                                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36193.45     | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                                                                                    | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     523000 | PA      | $506277.08    | 0.18%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                           | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     990000 | PA      | $983844.08    | 0.35%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     729000 | PA      | $682657.69    | 0.25%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1035424.80   | 0.37%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD SGD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-17145.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43811 | PA      | $43587.62     | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     424650 | PA      | $420525.94    | 0.15%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                                                                       | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1360724.79   | 0.49%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                                                                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     617000 | PA      | $571527.90    | 0.21%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                                                                                 | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     493000 | PA      | $497382.77    | 0.18%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     732000 | PA      | $695149.07    | 0.25%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ARKEMA                                                  | Arkema SA                                                                                                                              | CUSIP: 000000000<br>LEI: 9695000EHMS84KKP2785 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114060.51    | 0.04%             | 2030-05-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     753000 | PA      | $707401.93    | 0.25%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                 | Canada Government Bonds                                                                                                                | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1245000 | PA      | $910822.71    | 0.33%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                     | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     634000 | PA      | $575785.87    | 0.21%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp                                   | Encompass Health Corp                                                                                                                  | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70004.20     | 0.03%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                                                                             | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     973085 | PA      | $1128696.66   | 0.41%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                    | BWX Technologies Inc                                                                                                                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     212000 | PA      | $206312.74    | 0.07%             | 2028-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                                                                                    | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      59000 | PA      | $59294.92     | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                                 | Lindblad Expeditions Holdings Inc                                                                                                      | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     592000 | PA      | $609874.26    | 0.22%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     387000 | PA      | $389904.44    | 0.14%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                  | Verisure Midholding AB                                                                                                                 | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $114396.60    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    8800000 | PA      | $1216583.13   | 0.44%             | 2030-01-25      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     812000 | PA      | $951558.18    | 0.34%             | 2035-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD                                           | Videotron Ltd                                                                                                                          | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |      71000 | PA      | $67072.32     | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $342.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                                                                        | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     110000 | PA      | $125059.38    | 0.05%             | 2033-05-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                                                                                   | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     384000 | PA      | $372048.00    | 0.13%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                                                                                | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      53000 | PA      | $55645.94     | 0.02%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     386000 | PA      | $386071.85    | 0.14%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                                       | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71929 | PA      | $70946.87     | 0.03%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                                                                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     406000 | PA      | $409813.15    | 0.15%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $111665.86    | 0.04%             | 2055-01-23      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                                                                              | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     949000 | PA      | $841103.45    | 0.30%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17967 | PA      | $15427.13     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     652000 | PA      | $628216.67    | 0.23%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                     | NuStar Logistics LP                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     692000 | PA      | $705009.58    | 0.25%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                | Turning Point Brands Inc                                                                                                               | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     476000 | PA      | $500521.62    | 0.18%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $1573.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                      | STWD 2021-FL2 Ltd                                                                                                                      | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190000 | PA      | $188937.22    | 0.07%             | 2038-04-18      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $168762.66    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                                                                               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46192.31     | 0.02%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED CLP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |          1 | NC      | $2394.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                                                                                 | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $199710.00    | 0.07%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $553.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                  | Engie Energia Chile SA                                                                                                                 | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $203425.00    | 0.07%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                   | India Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   69000000 | PA      | $851837.76    | 0.31%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD NOK                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-12552.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                                                                       | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     296000 | PA      | $295729.49    | 0.11%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      75000 | PA      | $85733.24     | 0.03%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $5154.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2021-BNK32                                                                                                                        | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564515 | PA      | $49562.26     | 0.02%             | 2054-04-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                                 | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     208000 | PA      | $207793.22    | 0.07%             | 2037-01-15      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-175.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      98000 | PA      | $94840.70     | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | Fortress Transportation and Infrastructure Investors LLC                                                                               | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     435000 | PA      | $457130.19    | 0.16%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                                                                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      46000 | PA      | $28187.70     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                   | Manitowoc Co Inc/The                                                                                                                   | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     405000 | PA      | $422002.56    | 0.15%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital                                                        | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $20878.04     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                      | Santos Finance Ltd                                                                                                                     | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      35000 | PA      | $36770.55     | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                                                                                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     528000 | PA      | $554984.50    | 0.20%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $22076.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                    | Heathrow Funding Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $112145.12    | 0.04%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     776000 | PA      | $777146.15    | 0.28%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30657 | PA      | $28202.83     | 0.01%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -47 | NC      | $-14194.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                                                                          | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     815000 | PA      | $809896.96    | 0.29%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $-454.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1045596.26   | 0.38%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-38991.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-16832.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                   | GYP Holdings III Corp                                                                                                                  | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     927000 | PA      | $890445.52    | 0.32%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD JPY                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $16855.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                                                                           | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     761000 | PA      | $723432.93    | 0.26%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                                                                                 | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112988.64    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                                                                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      54000 | PA      | $52070.43     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                     | White Cap Buyer LLC                                                                                                                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     794000 | PA      | $778364.39    | 0.28%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED EUR / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |          1 | NC      | $-205.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220668 | PA      | $179817.14    | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $3202.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                   | Unilever Capital Corp                                                                                                                  | CUSIP: 000000000<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113745.99    | 0.04%             | 2035-05-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                   | China Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    9820000 | PA      | $1482734.90   | 0.53%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                                                                                    | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      79000 | PA      | $76468.45     | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     430000 | PA      | $445077.21    | 0.16%             | 2029-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                  | Fairfax Financial Holdings Ltd                                                                                                         | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      77000 | PA      | $75357.65     | 0.03%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     358188 | PA      | $406334.07    | 0.15%             | 2029-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                                                                          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      33000 | PA      | $28986.39     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                                                                                  | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     445687 | PA      | $375491.30    | 0.14%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     355214 | PA      | $8641.32      | 0.00%             | 2030-01-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                        | Taseko Mines Ltd                                                                                                                       | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     587000 | PA      | $603101.03    | 0.22%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     581000 | PA      | $582348.50    | 0.21%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                                                                                | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      91000 | PA      | $96646.17     | 0.03%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -64 | NC      | $-20235.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                             | PURCHASED KRW / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $2932.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                                                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6349000 | PA      | $6203419.40   | 2.23%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     494000 | PA      | $339451.20    | 0.12%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1438.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B27 Mortgage Trust                                                                                                      | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6759644 | PA      | $359591.41    | 0.13%             | 2054-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD CHF                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $260.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                                                                       | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83000 | PA      | $80320.15     | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                                                                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31198.88     | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                        | Coeur Mining Inc                                                                                                                       | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     229000 | PA      | $220392.55    | 0.08%             | 2029-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32521 | PA      | $29541.48     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     929000 | PA      | $997397.49    | 0.36%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                           | Aroundtown SA                                                                                                                          | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $111081.70    | 0.04%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     162000 | PA      | $169914.83    | 0.06%             | 2031-02-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                       | Hellenic Republic Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    1239000 | PA      | $1434309.19   | 0.52%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     600000 | PA      | $612750.00    | 0.22%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED USD / SOLD CZK                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2112.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                                                                                    | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     359000 | PA      | $370564.47    | 0.13%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                                                                                     | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77000.74     | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                | Terraform Global Operating LP                                                                                                          | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217209.41    | 0.08%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| LINDE PLC                                               | Linde PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $110562.49    | 0.04%             | 2037-02-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                                                                           | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1842704 | PA      | $69571.31     | 0.03%             | 2029-07-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                                                                         | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     337000 | PA      | $346528.70    | 0.12%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                                                                        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     826000 | PA      | $854681.20    | 0.31%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                                         | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     287000 | PA      | $308039.40    | 0.11%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                                        | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85361 | PA      | $69662.95     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-23932.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                                                                             | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      41000 | PA      | $39230.45     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                                                                          | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |      38000 | PA      | $39866.61     | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                                                                                  | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     845000 | PA      | $823781.63    | 0.30%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                                | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     720000 | PA      | $695375.12    | 0.25%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                                          | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     857000 | PA      | $799965.28    | 0.29%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM2 Trust                                                                                                                    | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-MBS          | CORP              | US        |     216157 | PA      | $216642.43    | 0.08%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                                     | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     123297 | PA      | $119701.76    | 0.04%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | Long: SM11716   IRS CNY R F  1.49000 SM11716_FIX CCPVANILLA / Short: SM11716   IRS CNY P V 03MCNRR SM11716_FLO CCPVANILLA              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    4800000 | OU      | $272.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                                                                                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     344000 | PA      | $336330.81    | 0.12%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                | MajorDrive Holdings IV LLC                                                                                                             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |     234000 | PA      | $176273.44    | 0.06%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                                                                            | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     569000 | PA      | $567901.94    | 0.20%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                                                                          | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     816000 | PA      | $839522.83    | 0.30%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1803.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                      | Belfius Bank SA                                                                                                                        | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $113955.14    | 0.04%             | 2030-05-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED MXN / SOLD USD                                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $13382.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                     | AUST 10Y BOND FUT JUN25                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -120 | NC      | $-63787.60    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-16

**Name of Applicant:** MFS CHARTER INCOME TRUST

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer