# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-26-063589
**Filing Date:** 2026-6
**Character Count:** 767358
**Document Hash:** 378c86b2ff52138c5d7d36838b712740
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063589.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0001410368-26-063589

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 261106556

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

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

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

## Series and Classes Contracts Data

### Opportunistic Credit Fund (Series ID: S000029199)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000089839 | Class Y      | RGCYX           |
| C000089840 | Class A      | RGCAX           |
| C000089841 | Class C      | RGCCX           |
| C000089843 | Class S      | RGCSX           |
| C000178390 | Class M      | RGOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

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

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

- **a. Name of Series:** Opportunistic Credit Fund

- **b. EDGAR series identifier (if any):** S000029199

- **c. LEI of Series:** QMX8CVY41B3G014K7N60

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $985913632.87

**Total Liabilities:** $14075786.62

**Net Assets:** $971837846.25

**Delayed Delivery Securities:** $3024107.07

**Cash Not Reported:** $3767843.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -667.91000000 | **1-Year:** -20998.48000000 | **5-Year:** -45017.23000000 | **10-Year:** -48410.53000000 | **30-Year:** -29776.40000000

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

- **3-Month:** -1787.06000000 | **1-Year:** -42565.80000000 | **5-Year:** -91948.57000000 | **10-Year:** -49350.91000000 | **30-Year:** -15896.16000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089840 | 0.82%                | -1.72%               | 1.50%                |
| Class ID C000089839 | 0.83%                | -1.68%               | 1.51%                |
| Class ID C000089843 | 0.83%                | -1.68%               | 1.51%                |
| Class ID C000089841 | 0.67%                | -1.79%               | 1.46%                |
| Class ID C000178390 | 0.83%                | -1.68%               | 1.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1054219.21              | $594404.34                                 |
| Month 2  | $-496730.91              | $-21545149.91                              |
| Month 3  | $600401.20               | $11611478.32                               |

**Designated Index Information**

- **Index Name:** RIC Opportunistic Credit Composite Index

- **Index Identifier:** CMP000133

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| CLI Funding LLC                                                                                     | CLI Funding VIII LLC                                                            | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    461375 | PA      | $426519.12    | 0.04%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457093.88    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $594171.89    | 0.06%             | 2028-02-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Export-Import Bank of India                                                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    400000 | PA      | $380875.36    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| AB BSL CLO Ltd                                                                                      | AB BSL CLO 3 Ltd                                                                | CUSIP: 00037QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600987.60    | 0.06%             | 2038-04-20      | Floating      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1688700 | PA      | $641841.10    | 0.07%             | 2027-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| J.G. Wentworth XLII LLC                                                                             | JG Wentworth XLII LLC                                                           | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    371473 | PA      | $337499.61    | 0.03%             | 2077-10-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    615000 | PA      | $623288.66    | 0.06%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                                                            | BAY 2025-LIVN Mortgage Trust                                                    | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249998.55    | 0.03%             | 2035-05-15      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442125 | PA      | $448758.54    | 0.05%             | 2054-04-30      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| TALOS PRODUCTION INC                                                                                | Talos Production Inc                                                            | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |    315000 | PA      | $334980.08    | 0.03%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1027606.02   | 0.11%             | 2030-01-31      | Fixed         | 8.88%                 | 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      | $-1747.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GCI LLC                                                                                             | GCI LLC                                                                         | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152610.84    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1088289.38   | 0.11%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                                     | Benefit Street Partners CLO 49 Ltd                                              | CUSIP: 08183TAE8<br>LEI: 254900I5A3AKKEZZO648 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003758.00   | 0.10%             | 2039-04-25      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1456000 | PA      | $1642105.92   | 0.17%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    135369 | PA      | $133299.95    | 0.01%             | 2030-09-09      | Fixed         | 13.75%                | Yes           | 2                  | On Loan: No      |
| BOARDWALK PIPELINES LP                                                                              | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    728000 | PA      | $730279.91    | 0.08%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150217.75    | 0.02%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| GRUPO TELEVISA SAB                                                                                  | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $133425.07    | 0.01%             | 2049-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds                                                          | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $212428.00    | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           | 2                  | On Loan: No      |
| SES SA                                                                                              | SES SA                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    620000 | PA      | $717562.85    | 0.07%             | 2029-01-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                                                               | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251341.25   | 0.13%             | 2037-04-16      | Floating      | 6.18%                 | Yes           | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    526000 | PA      | $531828.52    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds                                                          | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    274000 | PA      | $293996.52    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    891000 | PA      | $908063.10    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Sound Point CLO LTD                                                                                 | Sound Point CLO XXIX Ltd                                                        | CUSIP: 83614VAY1<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $789494.40    | 0.08%             | 2034-04-25      | Floating      | 5.52%                 | 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        |    273000 | PA      | $266478.81    | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1410300 | PA      | $535772.97    | 0.06%             | 2037-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                                                                          | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    680000 | PA      | $828999.48    | 0.09%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $14701.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SAFEWAY INC                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    759000 | PA      | $798655.45    | 0.08%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219272.22    | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    245000 | PA      | $239502.04    | 0.02%             | 2049-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    629000 | PA      | $542014.18    | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                                                                         | PMHC II Inc 2026 3rd Out Term Loan C2                                           | CUSIP: 92559QAG9<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    226366 | PA      | $30559.41     | 0.00%             | 2030-04-30      | Floating      | 9.15%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EBM7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    258486 | PA      | $212668.66    | 0.02%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    692815 | PA      | $799039.12    | 0.08%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAC8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $907963.50    | 0.09%             | 2048-11-16      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $364281.78    | 0.04%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    455000 | PA      | $413084.28    | 0.04%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UZBEKNEFTEGAZ                                                                                       | Uzbekneftegaz JSC                                                               | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    201000 | PA      | $194945.88    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| RISEWELL HOMES INC                                                                                  | Risewell Homes Inc                                                              | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    299000 | PA      | $305539.20    | 0.03%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -86 | NC      | $223452.91    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hungary Government International Bonds                                                              | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    334000 | PA      | $343702.70    | 0.04%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    300000 | PA      | $358235.44    | 0.04%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                           | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2392000 | PA      | $2333147.73   | 0.24%             | 2034-03-17      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    349254 | PA      | $307747.88    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAA0<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    113331 | PA      | $104866.63    | 0.01%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     35000 | PA      | $35085.37     | 0.00%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122755.54    | 0.01%             | 2030-06-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                                                             | BioMarin Pharmaceutical Inc                                                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252248.37    | 0.03%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    374000 | PA      | $290199.40    | 0.03%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2932000 | PA      | $2881356.74   | 0.30%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $706083.74    | 0.07%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    692000 | PA      | $611414.81    | 0.06%             | 2031-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $251163.85    | 0.03%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                                              | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1030000 | PA      | $1053208.89   | 0.11%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                              | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    326000 | PA      | $325271.00    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                                                                         | PMHC II Inc 2026 2nd Out Term Loan B2                                           | CUSIP: 92559QAH7<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |     18354 | PA      | $10461.78     | 0.00%             | 2030-04-30      | Floating      | 9.15%                 | No            | 2                  | On Loan: No      |
| LANXESS AG                                                                                          | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $905231.31    | 0.09%             | 2028-03-22      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $262188.32    | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    443000 | PA      | $454891.81    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| EMBECTA CORP                                                                                        | Embecta Corp                                                                    | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    181000 | PA      | $171073.30    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                                                                 | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    397000 | PA      | $416468.88    | 0.04%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       396 | NC      | $-682040.24   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $444625.45    | 0.05%             | 2031-09-26      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove Clo 15 Ltd                                                          | CUSIP: 09078EAG2<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500467.50    | 0.05%             | 2039-01-23      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| ARETEC GROUP INC                                                                                    | Aretec Group Inc                                                                | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    616000 | PA      | $652924.14    | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $120212.73    | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                              | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    353000 | PA      | $378679.26    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WAJ3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    374821 | PA      | $329421.97    | 0.03%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    450000 | PA      | $514130.74    | 0.05%             | 2030-12-18      | Variable      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2025-12                                | CUSIP: 16160CBR5<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    514989 | PA      | $510645.95    | 0.05%             | 2056-09-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TCW CLO 2017-1, Ltd                                                                                 | TCW CLO 2017-1 Ltd                                                              | CUSIP: 87240NCA2<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800390.40    | 0.08%             | 2038-03-24      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1045000 | PA      | $1089412.50   | 0.11%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                                        | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7402766 | PA      | $266193.92    | 0.03%             | 2057-08-15      | Variable      | 1.52%                 | No            | 2                  | On Loan: No      |
| EUSHI FINANCE INC                                                                                   | EUSHI Finance Inc                                                               | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731000 | PA      | $755997.81    | 0.08%             | 2054-12-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                                                      | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144447.62    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1314651.85   | 0.14%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bonds                                                             | Colombia Government International Bonds                                         | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1334000 | PA      | $1162873.63   | 0.12%             | 2031-04-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       675 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                            | Encore Capital Group Inc                                                        | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $521586.25    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-12846.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    121000 | PA      | $108902.91    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    358000 | PA      | $394135.43    | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | 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        |    347000 | PA      | $350318.16    | 0.04%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $329177.05    | 0.03%             | 2028-03-12      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97154.07     | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    550000 | PA      | $529221.18    | 0.05%             | 2029-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                                                  | ReadyCap Commercial Mortgage Trust 2018-4                                       | CUSIP: 75575KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $267460.85    | 0.03%             | 2051-02-27      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | Adapthealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $340438.17    | 0.04%             | 2029-08-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517491.74    | 0.05%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                                              | Energizer Holdings Inc                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    564000 | PA      | $538955.44    | 0.06%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                                            | Genting New York LLC / GENNY Capital Inc                                        | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $678451.26    | 0.07%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                                                  | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     63635 | PA      | $62606.03     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    860000 | PA      | $763511.57    | 0.08%             | 2028-10-15      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                                                              | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $564378.79    | 0.06%             | 2028-11-02      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $198939.98    | 0.02%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-164017.61   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    142000 | PA      | $133136.95    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | 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        |   1430000 | PA      | $1404192.69   | 0.14%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAR3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    959663 | PA      | $951305.80    | 0.10%             | 2054-02-25      | Variable      | 6.09%                 | Yes           | 2                  | On Loan: No      |
| RUSSIAN RAIL(RZD CAP)                                                                               | Russian Railways Via RZD Capital PLC                                            | CUSIP: 000000000<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        | 115000000 | PA      | $0.00         | 0.00%             | 2024-10-19      | Fixed         | 7.90%                 | Yes           | 3                  | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                                            | Summit Midstream Holdings LLC                                                   | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $117087.05    | 0.01%             | 2029-10-31      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    295000 | PA      | $284273.64    | 0.03%             | 2029-06-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                                     | LoanCore 2025-CRE9 Issuer LLC                                                   | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750308.37    | 0.08%             | 2042-08-18      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1214791.54   | 0.12%             | 2040-01-25      | Floating      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1034793.41   | 0.11%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | Acrec 2025 Fl 3 LLC                                                             | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499375.25    | 0.05%             | 2042-08-18      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2022-PJ1                                    | CUSIP: 36263NAD7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    761316 | PA      | $624435.89    | 0.06%             | 2052-05-28      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP INC                                                                                     | Uniti Group Inc                                                                 | CUSIP: 91325VAB4<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |    571000 | PA      | $694404.18    | 0.07%             | 2027-12-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                 | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    542000 | PA      | $532739.41    | 0.05%             | 2028-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-11826.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    629000 | PA      | $629146.93    | 0.06%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                                                                                  | Rithm Capital Corp                                                              | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    587000 | PA      | $589625.20    | 0.06%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    659000 | PA      | $683341.31    | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2017-6                                                 | CUSIP: 46649HAG7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     53931 | PA      | $49022.20     | 0.01%             | 2048-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | CUSIP: 36262AAD6<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    680272 | PA      | $559232.16    | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $879373.46    | 0.09%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD ZAR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-40723.94    | -0.00%            |  |  |  | No            | 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        |   1055000 | PA      | $884499.40    | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1369000 | PA      | $1396991.07   | 0.14%             | 2030-02-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLAMINGO LUX II SA                                                                                  | Flamingo Lux II SCA                                                             | CUSIP: 000000000<br>LEI: 222100ZLW6GXM3ZPU976 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $31846.98     | 0.00%             | 2029-03-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LQR Trust                                                                                           | LQR Trust 2025-CALI                                                             | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250701.90    | 0.03%             | 2043-01-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    160000 | PA      | $159244.35    | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1194552 | PA      | $1237579.67   | 0.13%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| PACIFICORP                                                                                          | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1038594.66   | 0.11%             | 2055-09-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $361323.31    | 0.04%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABE5<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   4577487 | PA      | $59733.51     | 0.01%             | 2050-11-15      | Variable      | 1.29%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    763000 | PA      | $766828.43    | 0.08%             | 2029-01-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $192974.68    | 0.02%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1001000 | PA      | $1068310.39   | 0.11%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                    | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    224000 | PA      | $225244.89    | 0.02%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $188097.90    | 0.02%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $823682.61    | 0.08%             | 2078-10-03      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Education Management LLC                                                                            | Education Management LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: 5726QOBW64NQET3VRC47 | Long             | LON              | CORP              | US        |    283955 | PA      | $28.40        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| INDONESIA GOVT SUKUK                                                                                | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567WAA3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |   1209000 | PA      | $1204893.39   | 0.12%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                                             | Summer BC Holdco B SARL                                                         | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $613616.92    | 0.06%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $36725.00     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    537000 | PA      | $544683.94    | 0.06%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $142511.55    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Republic of Kenya Government International Bonds                                                    | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $180218.00    | 0.02%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293400 | PA      | $263743.33    | 0.03%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1614866.58   | 0.17%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| DYCOM INDUSTRIES INC                                                                                | Dycom Industries Inc                                                            | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152365.94    | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                          | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2309000 | PA      | $2200653.20   | 0.23%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Affinion Group Inc.                                                                                 | Affinion Group Inc.                                                             | CUSIP: 000000000<br>LEI: T9OUIBIU0EIG4W07U515 | Long             | EC               | CORP              | US        |      8007 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBQ1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2778000 | PA      | $2735818.29   | 0.28%             | 2031-01-12      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1654000 | PA      | $1511304.94   | 0.16%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XAQ5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    270498 | PA      | $247436.76    | 0.03%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                              | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1091458.22   | 0.11%             | 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        |    746000 | PA      | $759212.39    | 0.08%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                         | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1153000 | PA      | $1148079.91   | 0.12%             | 2036-05-22      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-13847.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    766000 | PA      | $820983.48    | 0.08%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67584.38     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                                                                              | Kazakhstan Temir Zholy National Co JSC                                          | CUSIP: 48669DAD4<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |    848000 | PA      | $828767.57    | 0.09%             | 2036-04-29      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    807000 | PA      | $682663.17    | 0.07%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL SUBORD TR 2.0                                                                            | Industrial Subordinated Trust 2 0                                               | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    444000 | PA      | $450719.02    | 0.05%             | 2036-04-15      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                                            | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    568000 | PA      | $519742.02    | 0.05%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |         1 | NC      | $-33731.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68346.35     | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2026-3                                 | CUSIP: 161938BS3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    979618 | PA      | $955240.03    | 0.10%             | 2057-01-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    103000 | PA      | $103047.58    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    996000 | PA      | $675549.08    | 0.07%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SUNCOKE ENERGY INC                                                                                  | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    308000 | PA      | $284498.24    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BOFAS Re-REMIC Trust                                                                                | BOFAS Re-REMIC Trust 2026-FRR8                                                  | CUSIP: 05620FBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $640326.98    | 0.07%             | 2054-04-27      | Variable      | 1.41%                 | Yes           | 2                  | On Loan: No      |
| KILROY REALTY LP                                                                                    | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    645000 | PA      | $624466.37    | 0.06%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    337000 | PA      | $332881.04    | 0.03%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp  | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541228.82    | 0.06%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MERITAGE HOMES CORP                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115882.71    | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                                             | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115619.29    | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191168.98    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EDO SUKUK LTD                                                                                       | EDO Sukuk Ltd                                                                   | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |    554000 | PA      | $574006.88    | 0.06%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                              | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1215437.26   | 0.13%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $605897.82    | 0.06%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    775000 | PA      | $633657.91    | 0.07%             | 2031-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    624000 | PA      | $625313.66    | 0.06%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $3894.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE EUROSHOP                                                                                   | Deutsche EuroShop AG                                                            | CUSIP: 000000000<br>LEI: 529900Y9QTEFHFEKQ736 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $351964.63    | 0.04%             | 2030-10-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAU6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   3675088 | PA      | $717.52       | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202232.12    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    720000 | PA      | $682385.28    | 0.07%             | 2031-01-27      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| AVATION GROUP S PTE LTD                                                                             | Avation Group S Pte Ltd                                                         | CUSIP: 05390AAA2<br>LEI: 2138006F359FM7HRYK39 | Long             | DBT              | CORP              | SG        |    777000 | PA      | $726768.47    | 0.07%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CFAMC III CO LTD                                                                                    | CFAMC III Co Ltd                                                                | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $200107.86    | 0.02%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 27 Ltd                                       | CUSIP: 64131WAS6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550715.00    | 0.06%             | 2038-07-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | Adapthealth LLC                                                                 | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $153689.40    | 0.02%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $651586.83    | 0.07%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    293000 | PA      | $294468.65    | 0.03%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                                           | Arbor Realty Commercial Real Estate Notes 2026-FL1 LLC                          | CUSIP: 03881XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999625.10    | 0.10%             | 2043-09-20      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    638000 | PA      | $625736.84    | 0.06%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                                        | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    104000 | PA      | $95690.83     | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $720183.14    | 0.07%             | 2030-06-10      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    663000 | PA      | $683269.32    | 0.07%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-4                                                 | CUSIP: 46652VBN4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    193390 | PA      | $158980.64    | 0.02%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GOAT HOLDCO LLC                                                                                     | Goat Holdco LLC                                                                 | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1069818.22   | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GENESEE & WYOMING INC                                                                               | Genesee & Wyoming Inc                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    844000 | PA      | $863702.82    | 0.09%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| EDP SA                                                                                              | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    700000 | PA      | $799101.69    | 0.08%             | 2055-12-02      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $119296.25    | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $557906.12    | 0.06%             | 2027-06-30      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| SIRIUSPOINT LTD                                                                                     | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    698000 | PA      | $730779.02    | 0.08%             | 2029-04-05      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                                                                      | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $631538.76    | 0.06%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| GATWICK AIRPORT FINANCE                                                                             | Gatwick Airport Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1072270.78   | 0.11%             | 2030-11-21      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2019-2                                               | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13400 | PA      | $12684.83     | 0.00%             | 2049-08-25      | Variable      | 3.97%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86093.72     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $150741.85    | 0.02%             | 2055-04-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $50230.67     | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                                      | CSTL Commercial Mortgage Trust 2026-GATE3                                       | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492400.55    | 0.05%             | 2043-02-10      | Variable      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2022-1 Ltd                                              | CUSIP: 05684UAS4<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100704.00   | 0.11%             | 2038-10-18      | Floating      | 5.53%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $218722.23    | 0.02%             | 2057-12-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                                               | Banijay Entertainment SAS                                                       | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $423260.92    | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    654000 | PA      | $636341.89    | 0.07%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1559043.57   | 0.16%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    627000 | PA      | $636291.97    | 0.07%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1025700.46   | 0.11%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157570 | PA      | $157521.20    | 0.02%             | 2026-10-15      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                                                                    | Credit Acceptance Corp                                                          | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766000 | PA      | $763258.09    | 0.08%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                                                                | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152400.97    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    717000 | PA      | $732728.81    | 0.08%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| BXMT Ltd                                                                                            | BXMT 2026-FL6 Ltd                                                               | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249788.70   | 0.13%             | 2043-08-19      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                                                               | Central Plaza Development Ltd                                                   | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    866000 | PA      | $873257.08    | 0.09%             | 2028-03-21      | Fixed         | 7.15%                 | Yes           | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                                                                  | CNX Resources Corp                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153096.78    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626270.06    | 0.06%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AB BSL CLO Ltd                                                                                      | AB BSL CLO 5 Ltd                                                                | CUSIP: 00038GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $350894.25    | 0.04%             | 2038-01-20      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| HUMANA INC                                                                                          | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $67038.66     | 0.01%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     74000 | PA      | $79428.79     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| GRUPO ENERGIA BOGOTA                                                                                | Grupo Energia Bogota SA ESP                                                     | CUSIP: 000000000<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |   1380000 | PA      | $1345589.77   | 0.14%             | 2035-10-22      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                                                                   | Barclays Bank PLC                                                               | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $85193.69     | 0.01%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $482019.53    | 0.05%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                                            | Empresa Nacional del Petroleo                                                   | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    338000 | PA      | $280017.94    | 0.03%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| PR RNO PROPERTY OWNER 1                                                                             | PR RNO Property Owner 1 LLC                                                     | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1542000 | PA      | $1528451.82   | 0.16%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BELL CANADA                                                                                         | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    149000 | PA      | $152790.45    | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    592000 | PA      | $567563.25    | 0.06%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                                                                 | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $209236.69    | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| ALCON FINANCE CORP                                                                                  | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    122000 | PA      | $116071.10    | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bonds                                                            | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    398000 | PA      | $374844.36    | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    197000 | PA      | $207465.15    | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Tourmaline Oil Corp.                                                                                | Tourmaline Oil Corp.                                                            | CUSIP: 000000000<br>LEI: 894500I7AXG91VB3PM28 | Long             | EC               | CORP              | CA        |    255236 | NS      | $187901.46    | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                                  | Ahlstrom Holding 3 Oy                                                           | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $294235.93    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                                                | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    796000 | PA      | $760943.04    | 0.08%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                                      | ONNI Commerical Mortgage Trust 2024-APT                                         | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008459.25   | 0.10%             | 2039-07-15      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                             | Meridian Arc Holdco LLC                                                         | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $568062.49    | 0.06%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                               | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    567000 | PA      | $575619.14    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1077000 | PA      | $719694.48    | 0.07%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    900000 | PA      | $1042753.71   | 0.11%             | 2079-11-12      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| BELO CORP                                                                                           | Belo Corp                                                                       | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $150642.85    | 0.02%             | 2027-06-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                                               | Costa Rica Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $214448.79    | 0.02%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ11                                   | CUSIP: 36263VBN6<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    436418 | PA      | $353109.82    | 0.04%             | 2052-04-25      | Variable      | 2.85%                 | Yes           | 2                  | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                                                             | Banco del Estado de Chile                                                       | CUSIP: 000000000<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |   1069000 | PA      | $1134390.46   | 0.12%             | 2029-05-02      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| SEALED AIR CORP                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1056677.50   | 0.11%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAQ1<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    572500 | PA      | $487553.68    | 0.05%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-13881.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                                            | United Airlines Holdings Inc                                                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    614000 | PA      | $606361.51    | 0.06%             | 2029-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    137000 | PA      | $131467.03    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    570000 | PA      | $437932.66    | 0.05%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AME                                                                            | Roller Bearing Co of America Inc                                                | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    169000 | PA      | $165176.46    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                                             | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $322508.37    | 0.03%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    126000 | PA      | $127505.13    | 0.01%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $203941.70    | 0.02%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    830000 | PA      | $810296.98    | 0.08%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                                            | Chobani LLC / Chobani Finance Corp Inc                                          | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    339000 | PA      | $345992.39    | 0.04%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    739000 | PA      | $734446.49    | 0.08%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                                            | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    766000 | PA      | $808723.76    | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAV9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    437051 | PA      | $360173.39    | 0.04%             | 2050-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $261801.34    | 0.03%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                                            | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   1219000 | PA      | $1294512.84   | 0.13%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                                                | Michaels Cos Inc/The                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    772000 | PA      | $762414.88    | 0.08%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| HERBALIFE LTD                                                                                       | Herbalife Ltd                                                                   | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    899000 | PA      | $1136505.10   | 0.12%             | 2028-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    584000 | PA      | $531812.89    | 0.05%             | 2045-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    381000 | PA      | $375906.68    | 0.04%             | 2029-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1094000 | PA      | $842484.97    | 0.09%             | 2053-04-29      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     99000 | PA      | $93684.61     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $631412.18    | 0.06%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    146000 | PA      | $142404.58    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    629000 | PA      | $639619.98    | 0.07%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-1                                                   | CUSIP: 81743EAA9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    127393 | PA      | $128494.25    | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $23670.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1440000 | PA      | $1444341.60   | 0.15%             | 2056-04-14      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    108000 | PA      | $111300.48    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JM SMUCKER CO                                                                                       | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70152.85     | 0.01%             | 2043-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                                             | Promigas SA ESP / Gases del Pacifico SAC                                        | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    675000 | PA      | $630155.10    | 0.06%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $781957.54    | 0.08%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77223 | PA      | $72723.99     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT COMMUNICAT SACA                                                                            | Eutelsat Communications SACA                                                    | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $276914.66    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC LTD                                                                                      | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $3245428.89   | 0.33%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2020-A-GS                                         | CUSIP: 20267WAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     51052 | PA      | $43120.92     | 0.00%             | 2050-08-25      | Fixed         | 3.16%                 | Yes           | 2                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                                                                      | VERITAS SERIES G PREFERRED STO                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1758 | NS      | $33841.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                                                               | Central Plaza Development Ltd                                                   | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    325000 | PA      | $324522.25    | 0.03%             | 2029-04-07      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2026-3                                                   | CUSIP: 816948AW3<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   1939783 | PA      | $1890607.33   | 0.19%             | 2056-03-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1546074 | PA      | $1676771.78   | 0.17%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| BAPCO ENERGIES BSCC                                                                                 | Bapco Energies BSC Closed                                                       | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    340000 | PA      | $342398.27    | 0.04%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                                              | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    225000 | PA      | $195067.47    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    216000 | PA      | $215180.09    | 0.02%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    398000 | PA      | $346214.84    | 0.04%             | 2029-11-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    477000 | PA      | $432345.84    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SDAL Trust                                                                                          | SDAL Trust 2025-DAL                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250007.97    | 0.03%             | 2042-04-15      | Floating      | 6.10%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                           | CUSIP: 949796AA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    178919 | PA      | $157405.22    | 0.02%             | 2050-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195086.64    | 0.02%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| ESSELUNGA SPA                                                                                       | Esselunga SpA                                                                   | CUSIP: 000000000<br>LEI: 8156001A08A847FFCE47 | Long             | DBT              | CORP              | IT        |    670000 | PA      | $767991.99    | 0.08%             | 2027-10-25      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410422.18    | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                    | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151463.65    | 0.02%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $470294.17    | 0.05%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                                                                              | Sable International Finance Ltd                                                 | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    783000 | PA      | $781143.30    | 0.08%             | 2032-10-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-92317.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                                         | CHNGE Mortgage Trust 2022-1                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260689 | PA      | $250652.61    | 0.03%             | 2067-01-25      | Variable      | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-2                                                  | CUSIP: 61946RAB5<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    286112 | PA      | $199029.61    | 0.02%             | 2047-04-22      | Fixed         | 2.09%                 | Yes           | 2                  | On Loan: No      |
| CPUK FINANCE LTD                                                                                    | CPUK Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $670883.63    | 0.07%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                                            | Stonex Escrow Issuer LLC                                                        | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $154199.31    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57295.93     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2025-A                                         | CUSIP: 83207EAA4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1009339 | PA      | $1012249.61   | 0.10%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                                             | Enova International Inc                                                         | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    272000 | PA      | $287350.06    | 0.03%             | 2028-12-15      | Fixed         | 11.25%                | Yes           | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $554625.76    | 0.06%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1368900.88   | 0.14%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    999000 | PA      | $1017728.55   | 0.10%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending                                                               | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $615714.30    | 0.06%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $350414.66    | 0.04%             | 2045-07-17      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $257334.10    | 0.03%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                   | Nexstar Media Inc                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1540996.76   | 0.16%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     91000 | PA      | $98927.99     | 0.01%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    184000 | PA      | $218856.27    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                                                        | VERITAS SERIES G 1 PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1215 | NS      | $23388.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                                                                 | ICNQ 2024-MF Mortgage Trust                                                     | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $615231.72    | 0.06%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                                                                    | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $638325.20    | 0.07%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAB5<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    453242 | PA      | $346245.62    | 0.04%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAC2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $421307.78    | 0.04%             | 2059-12-15      | Variable      | 3.15%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                                                              | JB Poindexter & Co Inc                                                          | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1088243.15   | 0.11%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                                                                 | Turkiye Government International Bond                                           | CUSIP: 900123DV9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1249000 | PA      | $1238436.97   | 0.13%             | 2031-05-22      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    520000 | PA      | $371816.38    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                                            | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    168000 | PA      | $137919.78    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| APLD COMPUTECO LLC                                                                                  | APLD ComputeCo LLC                                                              | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $585434.51    | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69530.78     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    544000 | PA      | $530200.92    | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   2419000 | PA      | $2583461.81   | 0.27%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1148709.63   | 0.12%             | 2032-10-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    487000 | PA      | $415913.50    | 0.04%             | 2031-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $158358.67    | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    165000 | PA      | $158947.25    | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | Yes           | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                                        | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    862000 | PA      | $870550.01    | 0.09%             | 2048-10-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-ATR2                                     | CUSIP: 16159GAC3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     98162 | PA      | $88322.93     | 0.01%             | 2049-07-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                                              | C&W Senior Finance Ltd                                                          | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $870558.69    | 0.09%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1095334.24   | 0.11%             | 2036-04-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    342000 | PA      | $321269.17    | 0.03%             | 2034-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Brean Asset Backed Securities Trust                                                                 | Brean Asset Backed Securities Trust 2026-RM14                                   | CUSIP: 10638QAA9<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1450692.45   | 0.15%             | 2066-01-25      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DK Trust 2025-LXP                                                                                   | DK Trust 2025-LXP                                                               | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749988.00    | 0.08%             | 2037-08-15      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2305.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    431000 | PA      | $429431.92    | 0.04%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                                        | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    319000 | PA      | $304619.81    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3498.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547290.45    | 0.06%             | 2028-02-25      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| DOTDASH MEREDITH INC                                                                                | Dotdash Meredith Inc                                                            | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    821000 | PA      | $770557.79    | 0.08%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $444530.95    | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ANARAFE SLU                                                                                         | Anarafe SL                                                                      | CUSIP: 000000000<br>LEI: 959800AW60HWZ3N4R995 | Long             | DBT              | CORP              | ES        |    332918 | PA      | $246163.35    | 0.03%             | 2026-12-31      | Fixed         | 14.95%                | Yes           | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929103 | PA      | $715757.61    | 0.07%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| SES SA                                                                                              | SES SA                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $507613.47    | 0.05%             | 2028-07-02      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                             | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291926.00    | 0.03%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                                            | Industrias Penoles SAB de CV                                                    | CUSIP: 456472AB5<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    174000 | PA      | $170686.78    | 0.02%             | 2029-09-12      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                                                                 | NCL Corp Ltd                                                                    | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $559360.66    | 0.06%             | 2030-04-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | Citigroup Mortgage Loan Trust 2021-J2                                           | CUSIP: 17329MBH1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    414984 | PA      | $340726.00    | 0.04%             | 2051-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| EW SCRIPPS CO                                                                                       | EW Scripps Co/The                                                               | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531615.11    | 0.05%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    613000 | PA      | $637883.20    | 0.07%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750107.32    | 0.08%             | 2042-11-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                                                                | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1179800.30   | 0.12%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                                                                 | Somnigroup International Inc                                                    | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    154000 | PA      | $142361.61    | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                                            | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    158000 | PA      | $133527.46    | 0.01%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | ENEL Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    673000 | PA      | $639401.47    | 0.07%             | 2028-07-12      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2022-2                                       | CUSIP: 31572YAA6<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    352278 | PA      | $353812.52    | 0.04%             | 2067-04-25      | Variable      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497519.14    | 0.05%             | 2044-12-15      | Floating      | 6.40%                 | Yes           | 2                  | On Loan: No      |
| BELRON UK FINANCE PLC                                                                               | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    151000 | PA      | $152510.25    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    133000 | PA      | $128550.26    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO                                                                                          | Apidos CLO XXXVI                                                                | CUSIP: 03769LAY4<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751542.75    | 0.08%             | 2039-01-20      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1696000 | PA      | $1585569.91   | 0.16%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| CENTRICA PLC                                                                                        | Centrica PLC                                                                    | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1090918.49   | 0.11%             | 2055-05-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-INV1                                                        | CUSIP: 73015LAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973620 | PA      | $953636.36    | 0.10%             | 2057-01-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                             | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $169956.99    | 0.02%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                                             | Superior Plus LP / Superior General Partner Inc                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    158000 | PA      | $153454.78    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470140 | PA      | $471900.67    | 0.05%             | 2043-02-15      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110552.60    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    327000 | PA      | $294064.56    | 0.03%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| GARUDA INDONESIA TBK PT                                                                             | Garuda Indonesia Persero Tbk PT                                                 | CUSIP: 000000000<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |   1251521 | PA      | $1067547.30   | 0.11%             | 2031-12-28      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $813402.21    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | 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      | $51.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $369329.51    | 0.04%             | 2029-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| Republic of Kenya Government International Bonds                                                    | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1252000 | PA      | $1321122.92   | 0.14%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    350000 | PA      | $375543.80    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                               | CUSIP: 36257LAR8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    815205 | PA      | $774293.22    | 0.08%             | 2049-11-25      | Variable      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-KING                                          | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493503 | PA      | $493453.04    | 0.05%             | 2034-05-15      | Floating      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6981.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66233.37     | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    562294 | PA      | $562726.48    | 0.06%             | 2037-02-19      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1349000 | PA      | $684671.46    | 0.07%             | 2035-02-01      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179416.27    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28546 | PA      | $28032.14     | 0.00%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $352094.91    | 0.04%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    288000 | PA      | $243936.00    | 0.03%             | 2049-07-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED TWD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $10.99        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $633126.28    | 0.07%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Barings Issuer LLC                                                                                  | BAR 2026-FL1 Issuer LLC                                                         | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252294.09   | 0.13%             | 2043-08-20      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        73 | NC      | $-522192.93   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| REDE D'OR FINANCE SARL                                                                              | Rede D'or Finance Sarl                                                          | CUSIP: 75735GAD0<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |    804000 | PA      | $794173.46    | 0.08%             | 2036-04-28      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-58754.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BSPDF Issuer Ltd                                                                                    | BSPDF 2026-FL3 Issuer LLC                                                       | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000589.06   | 0.10%             | 2043-09-18      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    737000 | PA      | $757221.09    | 0.08%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                                              | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103029.28    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA FIN SA                                                                               | Telecom Italia Finance SA                                                       | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1285308.37   | 0.13%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE US                                                                             | ION Platform Finance US Inc                                                     | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154909.37    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ11                                   | CUSIP: 36273RAU8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   1032900 | PA      | $1024072.61   | 0.11%             | 2056-05-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                 | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114292.28    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                                                                     | Fair Isaac Corp                                                                 | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152343.62    | 0.02%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    735000 | PA      | $762616.14    | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                                                                 | Prestige Brands Inc                                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176722.09    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     51000 | PA      | $57044.32     | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi AS                                                                    | Turkiye Ihracat Kredi Bankasi AS                                                | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    449000 | PA      | $449008.98    | 0.05%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    789000 | PA      | $749365.52    | 0.08%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |    596000 | PA      | $620026.05    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J3                                                          | CUSIP: 69392XBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389368 | PA      | $386105.97    | 0.04%             | 2056-11-27      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    405000 | PA      | $401780.25    | 0.04%             | 2030-11-05      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    643000 | PA      | $637103.25    | 0.07%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                                                     | Oaktree CLO 2022-3 Ltd                                                          | CUSIP: 67401RAU8<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250297.00    | 0.03%             | 2037-10-15      | Floating      | 5.77%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-J2                                                          | CUSIP: 729921AU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459822 | PA      | $1445959.25   | 0.15%             | 2057-03-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Navesink CLO, Limited                                                                               | Navesink Clo 5 Ltd                                                              | CUSIP: 63943LAG6<br>LEI: 254900V88NPZZJ3OTO41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999096.00    | 0.10%             | 2039-03-31      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                                           | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492688.86    | 0.05%             | 2050-02-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    596000 | PA      | $634503.23    | 0.07%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Market Street CLO Ltd                                                                               | Market Street CLO Ltd II                                                        | CUSIP: 57064FAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1401290.80   | 0.14%             | 2038-03-20      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-HYB1                                              | CUSIP: 46651FAR2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    583394 | PA      | $587253.61    | 0.06%             | 2049-10-25      | Variable      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                                                                    | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    692000 | PA      | $682004.36    | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                                            | Jaguar Land Rover Automotive PLC                                                | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    154000 | PA      | $152121.73    | 0.02%             | 2027-10-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| EDP SA                                                                                              | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    300000 | PA      | $349059.85    | 0.04%             | 2055-05-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Jordan Government International Bonds                                                               | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $199326.00    | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| PENN ENTERTAINMENT INC                                                                              | Penn Entertainment Inc                                                          | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $441878.01    | 0.05%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    116000 | PA      | $104308.23    | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2018-INV1                                                             | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146957 | PA      | $138108.69    | 0.01%             | 2048-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                                                               | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    881000 | PA      | $898734.57    | 0.09%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    675000 | PA      | $640408.59    | 0.07%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    163000 | PA      | $159263.47    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Venture CDO Ltd                                                                                     | Venture 33 CLO Ltd                                                              | CUSIP: 92330YAW3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006087.00   | 0.10%             | 2031-07-15      | Floating      | 6.21%                 | Yes           | 2                  | On Loan: No      |
| KHAZANAH CAPITAL LTD                                                                                | Khazanah Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 213800O6O4S6ZMOA9R34 | Long             | DBT              | CORP              | MY        |   1376000 | PA      | $1388232.64   | 0.14%             | 2033-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2084483.78   | 0.21%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72802.73     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RAKUTEN GROUP INC                                                                                   | Rakuten Group Inc                                                               | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    686000 | PA      | $751824.25    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220166.77    | 0.02%             | 2028-05-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131427.90    | 0.01%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    276000 | PA      | $278522.91    | 0.03%             | 2026-08-01      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2024-NQM1 Trust                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     78288 | PA      | $78570.71     | 0.01%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69112.52     | 0.01%             | 2036-11-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1327000 | PA      | $1356963.66   | 0.14%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2703000 | PA      | $2463666.78   | 0.25%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bonds                                                               | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1397000 | PA      | $1106347.23   | 0.11%             | 2041-08-14      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                            | Encore Capital Group Inc                                                        | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    565000 | PA      | $574384.62    | 0.06%             | 2031-04-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -37 | NC      | $48967.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2026-2                                                 | CUSIP: 46594PAD1<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |   1926429 | PA      | $1885975.36   | 0.19%             | 2056-07-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $118.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DENTSPLY SIRONA INC                                                                                 | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    623000 | PA      | $626018.48    | 0.06%             | 2055-09-12      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $678944.80    | 0.07%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    530000 | PA      | $536978.37    | 0.06%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    782000 | PA      | $835166.24    | 0.09%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| GENWORTH HOLDINGS INC                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166104.29    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    651000 | PA      | $633731.91    | 0.07%             | 2029-03-15      | Fixed         | 4.00%                 | 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      | $-107770.52   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J2                                                               | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330181 | PA      | $269998.26    | 0.03%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    236000 | PA      | $226024.23    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SABIC CAPITAL I BV                                                                                  | SABIC Capital I BV                                                              | CUSIP: 000000000<br>LEI: 213800LBMMAIG1FQP389 | Long             | DBT              | CORP              | NL        |    446000 | PA      | $288107.08    | 0.03%             | 2050-09-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    254000 | PA      | $257041.79    | 0.03%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                                                                | Oman Sovereign Sukuk Co                                                         | CUSIP: 68204LZZ0<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    858000 | PA      | $846184.71    | 0.09%             | 2033-04-17      | Fixed         | 4.53%                 | Yes           | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68364.63     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                               | Williams Scotsman Inc                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    149000 | PA      | $153402.83    | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11875.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    131000 | PA      | $135514.74    | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    991000 | PA      | $939956.57    | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bonds                                                                | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $183394.00    | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291459 | PA      | $253954.61    | 0.03%             | 2055-11-01      | Fixed         | 2.73%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol III Issuer LLC                                                                          | Sunnova Sol III Issuer LLC                                                      | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    661613 | PA      | $532145.69    | 0.05%             | 2056-04-28      | Fixed         | 2.58%                 | Yes           | 2                  | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                                            | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    440000 | PA      | $436948.92    | 0.04%             | 2056-04-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $825365.46    | 0.08%             | 2029-08-08      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123029.59    | 0.01%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| OMAN SOVEREIGN SUKUK                                                                                | Oman Sovereign Sukuk Co                                                         | CUSIP: 000000000<br>LEI: 549300KM6RUZQLK8LU36 | Long             | DBT              | NUSS              | OM        |    473000 | PA      | $466486.79    | 0.05%             | 2033-04-17      | Fixed         | 4.53%                 | Yes           | 2                  | On Loan: No      |
| COREWEAVE INC                                                                                       | CoreWeave Inc                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    156000 | PA      | $157950.54    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    453000 | PA      | $449369.43    | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                             | OAK-Eagle Acquireco Inc                                                         | CUSIP: 000000000<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $133014.53    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| OZTEL HOLDINGS SPC LTD                                                                              | Oztel Holdings SPC Ltd                                                          | CUSIP: 000000000<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |    228000 | PA      | $234963.12    | 0.02%             | 2028-04-24      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                             | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    284000 | PA      | $274913.93    | 0.03%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    635000 | PA      | $639122.49    | 0.07%             | 2032-06-19      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                             | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152851.58    | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    120000 | PA      | $88712.57     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-5584.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |        50 | PA      | $51.48        | 0.00%             | 2029-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                                               | Transnet/South Africa                                                           | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |   1174000 | PA      | $1223507.58   | 0.13%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   1013000 | PA      | $1053326.93   | 0.11%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $3274.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $505557.67    | 0.05%             | 2046-02-15      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                                                | Saudi Electricity Global Sukuk Co. 3                                            | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $49371.21     | 0.01%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 22535WAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $147500.86    | 0.02%             | 2030-01-10      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                                                              | El Puerto de Liverpool SAB de CV                                                | CUSIP: 283837AE2<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    210000 | PA      | $202320.82    | 0.02%             | 2038-02-10      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| NEW FLYER HOLDINGS                                                                                  | New Flyer Holdings Inc                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    572000 | PA      | $617207.48    | 0.06%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| SUNCOR ENERGY INC                                                                                   | Suncor Energy Inc                                                               | CUSIP: 71644EAF9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $203128.22    | 0.02%             | 2028-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    948000 | PA      | $697937.37    | 0.07%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Cascade Funding Mortgage Trust                                                                      | Cascade Funding Mortgage Trust 2021-FRR1                                        | CUSIP: 12529YCA8<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3289966.65   | 0.34%             | 2029-08-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    602000 | PA      | $630907.96    | 0.06%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6602 | PA      | $7650.89      | 0.00%             | 2026-07-30      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ARES Commercial Mortgage Trust                                                                      | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749919.24    | 0.08%             | 2042-04-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   1102000 | PA      | $1038072.91   | 0.11%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $988540.25    | 0.10%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                                        | 10YR MINI JGB FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |        -4 | NC      | $1694.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207942AC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $531004.61    | 0.05%             | 2043-06-25      | Floating      | 8.40%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    762000 | PA      | $686152.78    | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |         1 | NC      | $60.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99258.10     | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VIRIDIEN                                                                                            | Viridien                                                                        | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    572000 | PA      | $614244.73    | 0.06%             | 2030-10-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                                             | Caixa Economica Federal                                                         | CUSIP: 12804DAA2<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |    548000 | PA      | $555986.63    | 0.06%             | 2030-05-13      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $100058.65    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $654.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    255185 | PA      | $191874.38    | 0.02%             | 2030-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| ESAB CORP                                                                                           | Esab Corp                                                                       | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152107.72    | 0.02%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    142000 | PA      | $136045.39    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    940000 | PA      | $874784.27    | 0.09%             | 2054-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBG9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   3403145 | PA      | $16919.08     | 0.00%             | 2049-05-15      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                                             | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $829052.85    | 0.09%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                                             | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    598000 | PA      | $614140.33    | 0.06%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V19 Mortgage Trust                                               | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495330.94    | 0.05%             | 2058-01-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    186000 | PA      | $122813.94    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| VM CONSOLIDATED INC                                                                                 | VM Consolidated Inc                                                             | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    780000 | PA      | $762647.80    | 0.08%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1044382.57   | 0.11%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| TWILIO INC                                                                                          | Twilio Inc                                                                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168292.43    | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                                                            | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1066047.62   | 0.11%             | 2029-02-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    723000 | PA      | $747502.47    | 0.08%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    542000 | PA      | $616085.10    | 0.06%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    623000 | PA      | $614084.65    | 0.06%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 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        |    758000 | PA      | $718637.25    | 0.07%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                                            | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    917000 | PA      | $960794.42    | 0.10%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1083000 | PA      | $1230326.73   | 0.13%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       122 | NC      | $-298449.80   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    594000 | PA      | $627222.14    | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                  | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    955000 | PA      | $999942.30    | 0.10%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-89952.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2177000 | PA      | $2088780.36   | 0.21%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $385233.69    | 0.04%             | 2028-11-30      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93121.44     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $419088.84    | 0.04%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V17 Mortgage Trust                                               | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500947.33    | 0.05%             | 2058-09-15      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114222.90    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151133.04    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA DE TRANSMISION                                                                              | Empresa de Transmision Electrica SA                                             | CUSIP: 000000000<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |   1766000 | PA      | $1390133.02   | 0.14%             | 2049-05-02      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $902446.38    | 0.09%             | 2053-05-18      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AVANGRID INC                                                                                        | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145302.04    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $201275.82    | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                                                                                            | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $697225.37    | 0.07%             | 2030-06-06      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122424.57    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GSJP Trust                                                                                          | GSJP Trust 2025-BEDS                                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503275.36    | 0.05%             | 2042-12-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| GALAXY BIDCO LTD                                                                                    | Galaxy Bidco Ltd                                                                | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    173000 | PA      | $242158.90    | 0.02%             | 2029-12-19      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |         1 | NC      | $13922.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    291000 | PA      | $339923.44    | 0.03%             | 2033-05-14      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    495000 | PA      | $455877.69    | 0.05%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    243000 | PA      | $85756.80     | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1397000 | PA      | $1475232.00   | 0.15%             | 2030-02-04      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                                               | Bread Financial Holdings Inc                                                    | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    751000 | PA      | $786398.56    | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    117000 | PA      | $118191.64    | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sabal Issuer LLC                                                                                    | Sabal Issuer 2026-1 LLC                                                         | CUSIP: 78518CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1430383.65   | 0.15%             | 2061-05-02      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                                           | CBB International Sukuk Programme Co. WLL                                       | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |   1198000 | PA      | $1115302.06   | 0.11%             | 2029-05-18      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    405000 | PA      | $376679.25    | 0.04%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2021-BNK31                                                                 | CUSIP: 06541ABM1<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1508835 | PA      | $69007.55     | 0.01%             | 2054-02-15      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| SKEENA RESOURCES LIMITED                                                                            | Skeena Resources Ltd                                                            | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |    166000 | PA      | $173778.21    | 0.02%             | 2031-04-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    370000 | PA      | $396163.77    | 0.04%             | 2042-06-12      | Fixed         | 6.35%                 | 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      | $-1448.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                                                              | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $291076.66    | 0.03%             | 2029-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $152152.76    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BARINGS BDC INC                                                                                     | Barings BDC Inc                                                                 | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    708000 | PA      | $719505.87    | 0.07%             | 2029-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    396000 | PA      | $390499.06    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                                            | Wyndham Hotels & Resorts Inc                                                    | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152451.87    | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    553000 | PA      | $567862.09    | 0.06%             | 2054-10-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAS8<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    141395 | PA      | $121510.89    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                                                                      | Galaxy 32 CLO Ltd                                                               | CUSIP: 362943AQ5<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000170.00   | 0.10%             | 2039-01-20      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| KOREA EXPRESSWAY CORP                                                                               | Korea Expressway Corp                                                           | CUSIP: 50066HAG3<br>LEI: 988400EZO9DR1OFL5772 | Long             | DBT              | NUSS              | KR        |    637000 | PA      | $633062.89    | 0.07%             | 2031-05-06      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    587000 | PA      | $579065.92    | 0.06%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    504000 | PA      | $504783.07    | 0.05%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-7                                                 | CUSIP: 46651GBC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    325464 | PA      | $286778.78    | 0.03%             | 2050-02-25      | Variable      | 2.97%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1184.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LA POSTE SA                                                                                         | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237664.06    | 0.02%             | 2031-04-16      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                           | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAP2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $139057.77    | 0.01%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SGL CARBON SE                                                                                       | SGL Carbon SE                                                                   | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232607.98    | 0.02%             | 2028-06-28      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $690205.67    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ENERSYS                                                                                             | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151345.93    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $129874.85    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                                | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $152575.06    | 0.02%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    600000 | PA      | $621576.48    | 0.06%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                  | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    435000 | PA      | $455558.10    | 0.05%             | 2028-06-09      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2023-J1 Trust                                                               | CUSIP: 67116MAC5<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    322239 | PA      | $314713.66    | 0.03%             | 2053-01-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    398307 | PA      | $307500.97    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    470000 | PA      | $299767.77    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        98 | NC      | $-182886.02   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $372393.18    | 0.04%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                                            | ION Platform Finance SARL                                                       | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $156286.95    | 0.02%             | 2030-09-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127914.42    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| GUALA CLOSURES SPA                                                                                  | Guala Closures SpA                                                              | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $464892.03    | 0.05%             | 2029-06-29      | Floating      | 6.15%                 | Yes           | 2                  | On Loan: No      |
| NGPL PIPECO LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    103000 | PA      | $119135.48    | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                      | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    733000 | PA      | $735018.93    | 0.08%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    153000 | PA      | $151132.87    | 0.02%             | 2032-03-31      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EIRCOM FINANCE DAC                                                                                  | eircom Finance DAC                                                              | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $354063.12    | 0.04%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BSPRT Issuer, Ltd.                                                                                  | BSPRT 2025-FL12 Issuer LLC                                                      | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1251307.54   | 0.13%             | 2043-01-17      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| VTB BANK (VTB EURASIA)                                                                              | VTB Bank PJSC Via VTB Eurasia DAC                                               | CUSIP: 000000000<br>LEI: 635400IGBYL1WAJLDE17 | Long             | DBT              | CORP              | IE        |    714000 | PA      | $0.00         | 0.00%             | 2026-06-06      | Variable      | 9.50%                 | Yes           | 3                  | On Loan: No      |
| LFT CRE 2021-FL1, LLC                                                                               | LMNT CRE 2025-FL3 LLC                                                           | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500552.20    | 0.05%             | 2043-07-21      | Floating      | 5.21%                 | Yes           | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    832095 | PA      | $780146.45    | 0.08%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $471202.62    | 0.05%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| NAVIENT CORP                                                                                        | Navient Corp                                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    869000 | PA      | $739111.89    | 0.08%             | 2033-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                           | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    749000 | PA      | $721711.68    | 0.07%             | 2048-05-21      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                                                                    | Lamar Media Corp                                                                | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $153975.30    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207932AB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $624606.16    | 0.06%             | 2042-12-25      | Floating      | 7.40%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    488000 | PA      | $122670.20    | 0.01%             | 2026-11-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Petrobras Global Finance BV                                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1417000 | PA      | $1344649.34   | 0.14%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-5                                                 | CUSIP: 46653JBU4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    384890 | PA      | $338193.91    | 0.03%             | 2050-12-25      | Variable      | 3.57%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    158000 | PA      | $153192.86    | 0.02%             | 2030-01-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    662000 | PA      | $636243.66    | 0.07%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    630000 | PA      | $632459.12    | 0.07%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    663000 | PA      | $619662.54    | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                                                               | NESCO Holdings II Inc                                                           | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2313440.21   | 0.24%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                       | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    304000 | PA      | $303619.42    | 0.03%             | 2056-09-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -87 | NC      | $241787.05    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $605.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                                                | Oleoducto Central SA                                                            | CUSIP: 000000000<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |    254000 | PA      | $250730.00    | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA O2 VEND FIN                                                                            | Virgin Media O2 Vendor Financing Notes VII DAC                                  | CUSIP: 000000000<br>LEI: 984500871CCF07442C21 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $213792.03    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding, LLC                                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256188 | PA      | $233118.11    | 0.02%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           | 2                  | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                                                                            | Montego Bay Airport Revenue Finance Ltd                                         | CUSIP: 000000000<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198442.28    | 0.02%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    417000 | PA      | $421170.00    | 0.04%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1654000 | PA      | $1632437.18   | 0.17%             | 2027-09-17      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $391602.30    | 0.04%             | 2030-03-11      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    646000 | PA      | $688730.89    | 0.07%             | 2031-01-17      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                                            | Burford Capital Global Finance LLC                                              | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    782000 | PA      | $725659.36    | 0.07%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150000 | PA      | $175848.52    | 0.02%             | 2032-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                                            | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80620.75     | 0.01%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| Imperial Fund LLC                                                                                   | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311855 | PA      | $310754.13    | 0.03%             | 2067-05-25      | Variable      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| TRINIDAD GEN UNLTD                                                                                  | Trinidad Generation UnLtd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    522000 | PA      | $551636.83    | 0.06%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bonds                                                            | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    467000 | PA      | $360533.34    | 0.04%             | 2035-06-15      | Variable      | 3.60%                 | 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      | $-126.73      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAD2<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    714007 | PA      | $584998.82    | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                                                             | Unibail-Rodamco-Westfield SE                                                    | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    900000 | PA      | $1058925.43   | 0.11%             | 2030-07-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    432000 | PA      | $441727.59    | 0.05%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    157000 | PA      | $98156.42     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                                             | Aroundtown Finance Sarl                                                         | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |   1150000 | PA      | $1293131.33   | 0.13%             | 2029-04-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENVIRI CORP                                                                                         | Enviri Corp                                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    641000 | PA      | $640050.54    | 0.07%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134162.17    | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $221091.90    | 0.02%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    429645 | PA      | $460847.22    | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                                             | Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151365.75    | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| FIVE POINT OPERATING CO                                                                             | Five Point Operating Co LP                                                      | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $756686.23    | 0.08%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $4652.15      | 0.00%             | 2021-02-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    613000 | PA      | $618656.01    | 0.06%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| VF Corp.                                                                                            | VF Corp.                                                                        | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    600000 | PA      | $706041.83    | 0.07%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                | Neptune Bidco US Inc                                                            | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651005.92    | 0.07%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1098154 | PA      | $1154297.05   | 0.12%             | 2028-06-30      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| Costa Rica Government International Bonds                                                           | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   1167000 | PA      | $1209439.50   | 0.12%             | 2031-02-19      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79521.66     | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    638000 | PA      | $635981.32    | 0.07%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SWORD PURCHASER LLC                                                                                 | Sword Purchaser LLC                                                             | CUSIP: 000000000<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    107000 | PA      | $126681.86    | 0.01%             | 2033-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBE5<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250259.50    | 0.03%             | 2037-07-23      | Floating      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1769851.59   | 0.18%             | 2033-11-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $211134.01    | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                                                                               | CNX Midstream Partners LP                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $152921.74    | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                                            | Virgin Media Secured Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $848899.63    | 0.09%             | 2030-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    461000 | PA      | $438020.29    | 0.05%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORP                                                                                  | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171564.15    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $414345.70    | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                                               | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    823000 | PA      | $874704.95    | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $861317.77    | 0.09%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-10                                                  | CUSIP: 81750CBD6<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |    407628 | PA      | $409069.64    | 0.04%             | 2055-11-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SEKISUI HOUSE US                                                                                    | Sekisui House US Inc                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    430000 | PA      | $410224.83    | 0.04%             | 2030-01-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SG Capital Partners                                                                                 | SG Residential Mortgage Trust 2026-1                                            | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2467111 | PA      | $2438603.52   | 0.25%             | 2066-01-25      | Variable      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $34.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BROWN & BROWN INC                                                                                   | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116530.01    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | Cifc Funding 2014-IV-R Ltd                                                      | CUSIP: 12552FBJ1<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499988.50    | 0.05%             | 2035-01-17      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                             | LCPR Senior Secured Financing DAC                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    336000 | PA      | $226370.39    | 0.02%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                                                                 | Dominion Energy Inc                                                             | CUSIP: 2574P1E40<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2998977.51   | 0.31%             | 2026-05-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $187365.07    | 0.02%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155275.05    | 0.02%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $186888.29    | 0.02%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    319982 | PA      | $428281.05    | 0.04%             | 2029-12-18      | Variable      | 9.36%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    662000 | PA      | $706996.95    | 0.07%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1913000 | PA      | $1617459.44   | 0.17%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAB8<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     43449 | PA      | $38420.99     | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| MEDIOBANCA DI CRED FIN                                                                              | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: 000000000<br>LEI: PSNL19R2RXX5U3QWHI44 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $825128.54    | 0.08%             | 2030-07-04      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-8                                                 | CUSIP: 46591KBE2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     42419 | PA      | $37903.78     | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -16 | NC      | $43487.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SM ENERGY CO                                                                                        | SM Energy Co                                                                    | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    542000 | PA      | $604301.86    | 0.06%             | 2033-06-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| FIRSTCASH INC                                                                                       | FirstCash Inc                                                                   | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152516.56    | 0.02%             | 2028-09-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    720000 | PA      | $732547.81    | 0.08%             | 2029-09-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2025-FL17 LLC                                                               | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999980.99    | 0.10%             | 2040-02-18      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| REVVITY INC                                                                                         | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    793000 | PA      | $745633.75    | 0.08%             | 2028-09-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| SES SA                                                                                              | SES SA                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $465469.47    | 0.05%             | 2030-06-24      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    345000 | PA      | $321332.35    | 0.03%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United Wholsale Mortgage LLC                                                                        | UWM Mortgage Trust 2021-1                                                       | CUSIP: 91824NBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681374 | PA      | $559447.38    | 0.06%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Galaxy CLO Ltd                                                                                      | Galaxy 31 Clo Ltd                                                               | CUSIP: 36320HAQ2<br>LEI: 549300XTB6S9P2VMDV60 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $551910.15    | 0.06%             | 2038-07-15      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| VERALLIA SA                                                                                         | Verallia SA                                                                     | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $672275.93    | 0.07%             | 2032-11-04      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                                                            | Digicel International Finance Ltd / Difl US LLC                                 | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    916000 | PA      | $952797.05    | 0.10%             | 2032-08-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Morocco Government International Bonds                                                              | Morocco Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    954000 | PA      | $1019845.08   | 0.10%             | 2033-09-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bonds                                                             | Colombia Government International Bonds                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    661000 | PA      | $697334.20    | 0.07%             | 2036-11-07      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2026-FL21 LLC                                                               | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999222.99    | 0.10%             | 2041-02-18      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |   1784000 | PA      | $1805372.32   | 0.19%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ITHACA ENERGY NORTH                                                                                 | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    589000 | PA      | $614057.01    | 0.06%             | 2029-10-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| VERALLIA SA                                                                                         | Verallia SA                                                                     | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $800251.87    | 0.08%             | 2033-11-14      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $460255.22    | 0.05%             | 2028-01-22      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                            | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $606135.34    | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114533.32    | 0.01%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                             | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1256931.87   | 0.13%             | 2032-10-24      | Fixed         | 4.32%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $923765.58    | 0.10%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659503.10    | 0.07%             | 2032-02-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| SES SA                                                                                              | SES SA                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $225833.67    | 0.02%             | 2027-11-04      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                          | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    859000 | PA      | $859321.09    | 0.09%             | 2031-01-21      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    731000 | PA      | $686160.46    | 0.07%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SCG Hotel Issuer Inc                                                                                | SCG Commercial Mortgage Trust 2025-FLWR                                         | CUSIP: 78438AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $650446.19    | 0.07%             | 2042-08-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     65832 | PA      | $64600.51     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    750612 | PA      | $694256.05    | 0.07%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| UNDER ARMOUR INC                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    337000 | PA      | $336359.70    | 0.03%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Navesink CLO, Limited                                                                               | Navesink Clo 5 Ltd                                                              | CUSIP: 63943LAJ0<br>LEI: 254900V88NPZZJ3OTO41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000995.00   | 0.10%             | 2039-03-31      | Floating      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL FINANCE LU                                                                                | Whirlpool Finance Luxembourg Sarl                                               | CUSIP: 000000000<br>LEI: 549300W5K7SGG3H6B058 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $899391.23    | 0.09%             | 2027-11-09      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    599000 | PA      | $526374.29    | 0.05%             | 2032-05-14      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15549.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VIRIDIEN                                                                                            | Viridien                                                                        | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    135632 | PA      | $169721.93    | 0.02%             | 2030-10-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AGL CLO 16 LTD                                                                                      | AGL CLO 16 Ltd                                                                  | CUSIP: 00120LAJ7<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497364.00    | 0.05%             | 2035-01-20      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Oman Government International Bonds                                                                 | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $205936.00    | 0.02%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $610762.83    | 0.06%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| TXNM ENERGY INC                                                                                     | TXNM Energy Inc                                                                 | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608755.47    | 0.06%             | 2056-07-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181151.66    | 0.02%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583500 | PA      | $526988.14    | 0.05%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    108000 | PA      | $114610.62    | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                                                                             | Saudi Electricity Global Sukuk Co 3                                             | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $435627.00    | 0.04%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    596000 | PA      | $618560.55    | 0.06%             | 2029-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    202000 | PA      | $193295.30    | 0.02%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| HNI CORP                                                                                            | HNI Corp                                                                        | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1202965.92   | 0.12%             | 2029-01-18      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LANXESS AG                                                                                          | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $624545.94    | 0.06%             | 2029-12-01      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $448562.57    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-392.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $483074.21    | 0.05%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| TRI POINTE HOMES INC                                                                                | Tri Pointe Homes Inc                                                            | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $153036.92    | 0.02%             | 2028-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $286023.91    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $230619.82    | 0.02%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                                            | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    822000 | PA      | $760201.58    | 0.08%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                                                            | Watco Cos LLC / Watco Finance Corp                                              | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |    510000 | PA      | $529569.14    | 0.05%             | 2032-08-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                               | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302106.06    | 0.03%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    376091 | PA      | $322683.36    | 0.03%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $71846.60     | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    613000 | PA      | $614648.97    | 0.06%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAC5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $311193.57    | 0.03%             | 2052-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NZ        |         1 | NC      | $160201.04    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                                                                   | Republic of Kenya Government International Bond                                 | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    389000 | PA      | $366570.21    | 0.04%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    162000 | PA      | $151844.04    | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAL8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508571.08    | 0.05%             | 2041-12-10      | Variable      | 8.19%                 | Yes           | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                                                                | Dynamo Newco II GmbH                                                            | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    413000 | PA      | $430133.30    | 0.04%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    405000 | PA      | $404064.35    | 0.04%             | 2029-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                                             | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    493000 | PA      | $405012.64    | 0.04%             | 2061-08-11      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    694000 | PA      | $721609.94    | 0.07%             | 2033-08-21      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| XTO ENERGY INC                                                                                      | XTO Energy Inc                                                                  | CUSIP: 98385XAM8<br>LEI: 50TT7TKGF8M78VJRP761 | Long             | DBT              | CORP              | US        |    448000 | PA      | $510769.95    | 0.05%             | 2037-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVT SUKUK                                                                                | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RBD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    975000 | PA      | $971688.22    | 0.10%             | 2030-07-23      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Merit                                                                                               | MHP 2022-MHIL                                                                   | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239925.85    | 0.02%             | 2039-01-15      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $456980.89    | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                                            | Pertamina Hulu Energi PT                                                        | CUSIP: 74449AAA9<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |   1120000 | PA      | $1130399.26   | 0.12%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                             | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $758911.39    | 0.08%             | 2028-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $896.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $738321.95    | 0.08%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| ENACT HOLDINGS INC                                                                                  | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    611000 | PA      | $631292.45    | 0.06%             | 2029-05-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    439000 | PA      | $345377.63    | 0.04%             | 2050-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                                                     | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    660000 | PA      | $637022.30    | 0.07%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    807000 | PA      | $768705.29    | 0.08%             | 2030-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                                           | CBB International Sukuk Programme Co. WLL                                       | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |   1290000 | PA      | $1253144.70   | 0.13%             | 2027-09-16      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224186.47    | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53462.26     | 0.01%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41761.36     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bolivia Government International Bonds                                                              | Bolivia Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    133340 | PA      | $128063.57    | 0.01%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -54 | NC      | $124064.60    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-4542.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GLOBAL MARINE INC                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $600181.30    | 0.06%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    647000 | PA      | $638143.13    | 0.07%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-98692.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                                                                       | Schaeffler AG                                                                   | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $346817.00    | 0.04%             | 2032-05-12      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $975435.51    | 0.10%             | 2028-09-17      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| ASURION LLC/ASURION CO                                                                              | Asurion LLC/ Asurion Co-Issuer Inc                                              | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1079072.51   | 0.11%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| POST HOLDINGS INC                                                                                   | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    748000 | PA      | $724365.68    | 0.07%             | 2030-04-15      | Fixed         | 4.63%                 | 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      | $-0.40        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                                                                              | Pakistan Water & Power Development Authority                                    | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |   1418000 | PA      | $1334692.50   | 0.14%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                                            | Techem Verwaltungsgesellschaft 675 mbH                                          | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $822688.53    | 0.08%             | 2032-07-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                                                              | Turkiye Government International Bonds                                          | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1090000 | PA      | $1165607.44   | 0.12%             | 2028-01-15      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    494000 | PA      | $467029.25    | 0.05%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $469459.87    | 0.05%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    634000 | PA      | $486100.48    | 0.05%             | 2032-02-01      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738727 | PA      | $708747.40    | 0.07%             | 2048-07-20      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| SABIC CAPITAL II BV                                                                                 | SABIC Capital II BV                                                             | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    149000 | PA      | $147771.14    | 0.02%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                                                              | Louisiana-Pacific Corp                                                          | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    659000 | PA      | $632510.52    | 0.07%             | 2029-03-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                                                 | DBWF Mortgage Trust                                                             | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $819590.69    | 0.08%             | 2034-06-10      | Variable      | 3.54%                 | Yes           | 2                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                                            | NAK Naftogaz Ukraine via Kondor Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |   1882107 | PA      | $1447547.40   | 0.15%             | 2028-11-08      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| RRD INTERMEDIATE HLDS                                                                               | RRD Intermediate Holdings Inc                                                   | CUSIP: 780934AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238502 | PA      | $243525.53    | 0.03%             | 2030-12-01      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| Merit                                                                                               | MHP Commercial Mortgage Trust 2025-MHIL2                                        | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $350652.12    | 0.04%             | 2040-09-15      | Floating      | 6.30%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3405000 | PA      | $3425139.66   | 0.35%             | 2056-01-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    614000 | PA      | $626428.35    | 0.06%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    701000 | PA      | $553182.98    | 0.06%             | 2081-06-04      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ROCKET COS INC                                                                                      | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $621606.78    | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    589000 | PA      | $589733.63    | 0.06%             | 2056-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EL PASO NATURAL GAS                                                                                 | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $61354.42     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $318362.88    | 0.03%             | 2052-03-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| XPO CNW INC                                                                                         | XPO CNW Inc                                                                     | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $350559.07    | 0.04%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    347000 | PA      | $342634.80    | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1140332.69   | 0.12%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                                                            | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    537000 | PA      | $541986.07    | 0.06%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| GACI FIRST INVESTMENT                                                                               | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |   2380000 | PA      | $2006078.20   | 0.21%             | 2122-10-13      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    444895 | PA      | $449411.02    | 0.05%             | 2054-02-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $379384.97    | 0.04%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   4074670 | PA      | $3038193.63   | 0.31%             | 2035-07-09      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152222.78    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $62946.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1115448.40   | 0.11%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                                                               | ELFI Graduate Loan Program 2020-A LLC                                           | CUSIP: 26857LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63233 | PA      | $58616.86     | 0.01%             | 2045-08-25      | Fixed         | 1.73%                 | Yes           | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                                                                 | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    955000 | PA      | $969363.20    | 0.10%             | 2035-09-10      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2026-2                                 | CUSIP: 16160EBR1<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   1717165 | PA      | $1675701.12   | 0.17%             | 2056-12-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ARBOR REALTY SR INC                                                                                 | Arbor Realty SR Inc                                                             | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    760000 | PA      | $717024.90    | 0.07%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    454000 | PA      | $483464.23    | 0.05%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                                                                             | OQ SAOC                                                                         | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    443000 | PA      | $444001.18    | 0.05%             | 2028-05-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                                            | Tierra Mojada Luxembourg II Sarl                                                | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    215916 | PA      | $213009.05    | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| UKG INC                                                                                             | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    486000 | PA      | $472792.76    | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       109 | NC      | $-236227.58   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| ASURION LLC/ASURION CO                                                                              | Asurion LLC/ Asurion Co-Issuer Inc                                              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1316990.15   | 0.14%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J1                                                               | CUSIP: 12564KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647527 | PA      | $529549.24    | 0.05%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    559000 | PA      | $579468.07    | 0.06%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                                            | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    375000 | PA      | $376096.32    | 0.04%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                                                                 | Somnigroup International Inc                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152793.44    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA2                                         | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502834.35    | 0.05%             | 2044-08-25      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE SECURED LENDING                                                                             | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    646000 | PA      | $625520.48    | 0.06%             | 2031-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAX4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     85343 | PA      | $76362.91     | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                                            | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $471531.59    | 0.05%             | 2055-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637926.96    | 0.07%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    279000 | PA      | $278701.47    | 0.03%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                              | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480085.09    | 0.05%             | 2027-05-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| The BAHA Trust                                                                                      | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $721564.87    | 0.07%             | 2041-12-10      | Variable      | 7.77%                 | 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      | $31885.42     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $86815.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    181125 | PA      | $177151.40    | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| FS Trust                                                                                            | FS Trust 2026-HULA                                                              | CUSIP: 30345AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999653.81    | 0.10%             | 2041-03-15      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                                                                  | Zegona Finance PLC                                                              | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $219470.61    | 0.02%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-68.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    709000 | PA      | $732499.47    | 0.08%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125166.98    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $-7228.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976016 | PA      | $974000.66    | 0.10%             | 2030-03-15      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                                             | Mello Mortgage Capital Acceptance 2018-MTG2                                     | CUSIP: 585499BR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819413 | PA      | $789099.54    | 0.08%             | 2048-10-25      | Variable      | 4.31%                 | Yes           | 2                  | On Loan: No      |
| PRM5 Trust                                                                                          | PRM5 Trust 2025-PRM5                                                            | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495274.75    | 0.05%             | 2033-03-10      | Variable      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                                                                              | Carriage Purchaser Inc                                                          | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $725400.00    | 0.07%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                              | Froneri Lux FinCo SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    680000 | PA      | $778225.51    | 0.08%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $365277.34    | 0.04%             | 2032-01-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                             | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    528000 | PA      | $495052.74    | 0.05%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117757.56    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    513000 | PA      | $516730.70    | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $249063.07    | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                | BWX Technologies Inc                                                            | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152598.38    | 0.02%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    137000 | PA      | $132061.16    | 0.01%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2016-UBS11                                       | CUSIP: 61767FBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905000 | PA      | $898701.66    | 0.09%             | 2049-08-15      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1157371.17   | 0.12%             | 2027-09-03      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    968000 | PA      | $960789.40    | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                                                                        | SM Energy Co                                                                    | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1103394.32   | 0.11%             | 2027-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                                              | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    459000 | PA      | $329434.37    | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    873000 | PA      | $944847.50    | 0.10%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAU2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    449530 | PA      | $458322.13    | 0.05%             | 2054-10-25      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                                            | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    377000 | PA      | $376977.41    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $531836.45    | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                                                                    | AHP Health Partners Inc                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    787000 | PA      | $780904.32    | 0.08%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SES SA                                                                                              | SES SA                                                                          | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $465084.51    | 0.05%             | 2033-06-24      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    912000 | PA      | $819779.18    | 0.08%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1315328.11   | 0.14%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NGG FINANCE PLC                                                                                     | NGG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $921211.72    | 0.09%             | 2082-09-05      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2130888.92   | 0.22%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                              | WESCO Distribution Inc                                                          | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194044.93    | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $379886.81    | 0.04%             | 2036-10-15      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    930000 | PA      | $874412.55    | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove CLO 3 Ltd                                                           | CUSIP: 09076VAW1<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $298440.00    | 0.03%             | 2038-01-19      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $206706.27    | 0.02%             | 2042-09-25      | Floating      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    269000 | PA      | $252163.40    | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1181781 | PA      | $1018542.40   | 0.10%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    100562 | PA      | $377875.22    | 0.04%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97972 | PA      | $87663.41     | 0.01%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                                            | Turk Telekomunikasyon AS                                                        | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    851000 | PA      | $849153.33    | 0.09%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    564000 | PA      | $615763.71    | 0.06%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| VIVION INVESTMENTS                                                                                  | Vivion Investments Sarl                                                         | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $784527.31    | 0.08%             | 2030-06-08      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    427000 | PA      | $429393.99    | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                            | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    559000 | PA      | $554800.55    | 0.06%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                       | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    706000 | PA      | $705853.19    | 0.07%             | 2029-06-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $596299.51    | 0.06%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                                            | ION Platform Finance SARL                                                       | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |    160000 | PA      | $148349.32    | 0.02%             | 2032-09-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    408000 | PA      | $273838.50    | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    675000 | PA      | $637953.75    | 0.07%             | 2032-06-01      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Sri Lanka Government International Bonds                                                            | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    212000 | PA      | $201966.04    | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Brant Point CLO Ltd                                                                                 | Brant Point Clo 2024-3 Ltd                                                      | CUSIP: 10548JAG1<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002641.00   | 0.10%             | 2039-01-20      | Floating      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1223000 | PA      | $1129384.52   | 0.12%             | 2041-02-25      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-73891.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    763000 | PA      | $743167.40    | 0.08%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| VTB BANK (VTB CAPITAL SA                                                                            | VTB Bank OJSC Via VTB Capital SA                                                | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $0.00         | 0.00%             | 2022-10-17      | Fixed         | 6.95%                 | Yes           | 3                  | On Loan: No      |
| KUWAIT INTL BOND                                                                                    | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    942000 | PA      | $919094.31    | 0.09%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| Acres PLC                                                                                           | ACRES Commercial Realty 2026-FL4 Issuer LLC                                     | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000766.02   | 0.10%             | 2044-08-18      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| LANXESS AG                                                                                          | LANXESS AG                                                                      | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $559085.63    | 0.06%             | 2027-09-08      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    517000 | PA      | $515046.54    | 0.05%             | 2028-05-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    597000 | PA      | $457081.91    | 0.05%             | 2026-05-30      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1049081.92   | 0.11%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    736000 | PA      | $659115.38    | 0.07%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-89767.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | CUSIP: 95003AAS3<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    617106 | PA      | $507931.09    | 0.05%             | 2050-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                                   | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $213136.94    | 0.02%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    434000 | PA      | $443265.90    | 0.05%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $708312.50    | 0.07%             | 2041-12-25      | Floating      | 6.80%                 | Yes           | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    738000 | PA      | $719398.21    | 0.07%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    667000 | PA      | $648070.44    | 0.07%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1648204.41   | 0.17%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAG8<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500105.50    | 0.05%             | 2031-04-16      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    275000 | PA      | $271021.68    | 0.03%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-6RR                                                | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    377269 | PA      | $365365.04    | 0.04%             | 2048-10-25      | Variable      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-3                                                  | CUSIP: 33851JAC3<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |     64532 | PA      | $59589.99     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Park Blue CLO Ltd                                                                                   | Park Blue CLO 2023-IV Ltd                                                       | CUSIP: 699917AY6<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $750279.00    | 0.08%             | 2039-01-25      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| CONDUENT BUS SERVICES                                                                               | Conduent Business Services LLC / Conduent State & Local Solutions Inc           | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $783102.19    | 0.08%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                            | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    556000 | PA      | $559238.84    | 0.06%             | 2038-02-23      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     79000 | PA      | $80889.14     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                                     | LoanCore 2025 2025-CRE8 Issuer LLC                                              | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $498752.90    | 0.05%             | 2042-08-17      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| PRM7 Trust                                                                                          | PRM7 Trust 2025-PRM7                                                            | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489671.11    | 0.05%             | 2042-11-10      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                                                  | Serbia International Bond                                                       | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1680000 | PA      | $1637016.91   | 0.17%             | 2036-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                                                                            | Park-Ohio Industries Inc                                                        | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |    296000 | PA      | $308083.75    | 0.03%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $350731.01    | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                                            | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    822000 | PA      | $820838.65    | 0.08%             | 2029-06-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAB4<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    149919 | PA      | $124103.04    | 0.01%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       110 | NC      | $-114069.67   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                                              | Energizer Gamma Acquisition BV                                                  | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $646633.15    | 0.07%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2025-FL20 LLC                                                               | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500938.40    | 0.05%             | 2043-02-18      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| FS Trust                                                                                            | FS 2026-ORL                                                                     | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999221.18    | 0.10%             | 2041-02-15      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| A&K TRAVEL GROUP HOLD                                                                               | A&K Travel Group Holdings Ltd                                                   | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |    408000 | PA      | $409859.97    | 0.04%             | 2033-05-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| WILSONART LLC                                                                                       | Wilsonart LLC                                                                   | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27053.70     | 0.00%             | 2032-08-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| ENERGIA GROUP ROI                                                                                   | Energia Group Roi Financeco DAC                                                 | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1194740.17   | 0.12%             | 2028-07-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                                            | Moss Creek Resources Holdings Inc                                               | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |    789000 | PA      | $798986.52    | 0.08%             | 2031-09-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |    518833 | PA      | $513937.05    | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $630412.89    | 0.06%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| DBR LAND HOLDINGS LLC                                                                               | DBR Land Holdings LLC                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $141395.36    | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1227000 | PA      | $311093.64    | 0.03%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481567 | PA      | $483545.96    | 0.05%             | 2042-10-15      | Floating      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    798000 | PA      | $947859.36    | 0.10%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $613059.93    | 0.06%             | 2034-01-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152164.33    | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-256.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1057848.25   | 0.11%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     75664 | PA      | $71487.10     | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL PLC                                                                                        | Carnival PLC                                                                    | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $744425.46    | 0.08%             | 2029-10-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-1                                                  | CUSIP: 33850TAY4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    112042 | PA      | $104997.37    | 0.01%             | 2048-03-25      | Variable      | 3.91%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $64553.65     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-8                                                 | CUSIP: 46652TAC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    137307 | PA      | $118532.06    | 0.01%             | 2051-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                                                                   | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    400000 | PA      | $333704.00    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| VIKING CRUISES LTD                                                                                  | Viking Cruises Ltd                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    673000 | PA      | $674390.66    | 0.07%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122098.49    | 0.01%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                                        | BAMLL Trust 2025-ASHF                                                           | CUSIP: 05494CAE5<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499298.60    | 0.05%             | 2042-02-15      | Floating      | 6.66%                 | Yes           | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                                                                                  | Rithm Capital Corp                                                              | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    623000 | PA      | $623434.52    | 0.06%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $64368.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Navesink CLO, Limited                                                                               | Navesink CLO 6 Ltd                                                              | CUSIP: 63944AAG9<br>LEI: 254900KT4N5U5O7X0820 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249807.75    | 0.03%             | 2037-04-15      | Floating      | 5.56%                 | Yes           | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    650000 | PA      | $627185.44    | 0.06%             | 2029-08-08      | Fixed         | 3.90%                 | 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      | $-1038.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AF2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1029558.77   | 0.11%             | 2044-03-25      | Floating      | 6.45%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TBA3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    652257 | PA      | $605030.54    | 0.06%             | 2048-09-25      | Variable      | 3.70%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $246944.05    | 0.03%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION SOFTWARE                                                                              | Constellation Software Inc/Canada                                               | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $612213.13    | 0.06%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-2                           | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486964 | PA      | $510104.46    | 0.05%             | 2054-03-25      | Variable      | 7.10%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-7818.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BLACKROCK TCP CAP CORP                                                                              | BlackRock TCP Capital Corp                                                      | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297180.80    | 0.03%             | 2029-05-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $866857.65    | 0.09%             | 2028-09-12      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                            | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $901470.45    | 0.09%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $112429.77    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    548000 | PA      | $550818.52    | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                                             | AMC Entertainment Holdings Inc                                                  | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    374000 | PA      | $314414.77    | 0.03%             | 2029-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                             | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    244000 | PA      | $237615.10    | 0.02%             | 2030-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CGI INC                                                                                             | CGI Inc                                                                         | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $268597.22    | 0.03%             | 2030-03-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                                               | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    196000 | PA      | $169526.86    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| XYLEM INC                                                                                           | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    151000 | PA      | $124265.43    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    193000 | PA      | $171130.11    | 0.02%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1307111.27   | 0.13%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                                                                   | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    309000 | PA      | $209616.33    | 0.02%             | 2051-06-07      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| Ivory Coast Government International Bonds                                                          | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $194751.78    | 0.02%             | 2033-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. International PLC                                                              | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-711.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    656000 | PA      | $632725.19    | 0.07%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    910000 | PA      | $921734.35    | 0.09%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE DATA STOR                                                                                   | Seagate Data Storage Technology Pte Ltd                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    192000 | PA      | $195295.84    | 0.02%             | 2034-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Peru Government International Bonds                                                                 | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    554000 | PA      | $539304.28    | 0.06%             | 2054-08-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CPI CG INC                                                                                          | CPI CG Inc                                                                      | CUSIP: 12598FAC3<br>LEI: 254900H3R50WH1B1LB48 | Long             | DBT              | CORP              | US        |    109000 | PA      | $114833.84    | 0.01%             | 2029-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ARCOSA INC                                                                                          | Arcosa Inc                                                                      | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141262.06    | 0.01%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 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        |    148000 | PA      | $153131.53    | 0.02%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $763299.50    | 0.08%             | 2083-09-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    189000 | PA      | $125161.17    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                         | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132357 | PA      | $129624.72    | 0.01%             | 2034-07-25      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1372000 | PA      | $1406940.19   | 0.14%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $762411.60    | 0.08%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    611000 | PA      | $624607.97    | 0.06%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $619821.50    | 0.06%             | 2029-08-06      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| STATION CASINOS LLC                                                                                 | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    229000 | PA      | $215392.58    | 0.02%             | 2031-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    557000 | PA      | $576704.03    | 0.06%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    612000 | PA      | $627672.39    | 0.06%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| GATES CORPORATION/DE                                                                                | Gates Corp/DE                                                                   | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152218.82    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    580000 | PA      | $584926.35    | 0.06%             | 2099-12-31      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                             | OAK-Eagle Acquireco Inc                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89361.78     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| GEE AUTOMOTIVE HOLDINGS                                                                             | Gee Automotive Holdings LLC                                                     | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    856000 | PA      | $867397.19    | 0.09%             | 2031-03-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $84741.27     | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    162000 | PA      | $159911.28    | 0.02%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                      | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $683740.14    | 0.07%             | 2027-10-04      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| OMNIYAT SUKUK 1 LTD                                                                                 | Omniyat Sukuk 1 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFKE3XFTFFLM58 | Long             | DBT              | CORP              | KY        |    630000 | PA      | $616102.20    | 0.06%             | 2028-05-06      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                                             | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    630000 | PA      | $614865.88    | 0.06%             | 2030-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $712111.95    | 0.07%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| EMERIA SASU                                                                                         | Emeria SASU                                                                     | CUSIP: 000000000<br>LEI: 969500SA2FHM81LPJ311 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $480580.21    | 0.05%             | 2028-03-31      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| KHAZANAH GLOBAL SUKUK                                                                               | Khazanah Global Sukuk Bhd                                                       | CUSIP: 000000000<br>LEI: 213800VIN16ILYRCKD86 | Long             | DBT              | CORP              | MY        |    242000 | PA      | $243449.58    | 0.03%             | 2028-06-01      | Fixed         | 4.69%                 | Yes           | 2                  | On Loan: No      |
| GSAT Trust 2025-BMF                                                                                 | GSAT Trust 2025-BMF                                                             | CUSIP: 36271XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398048.54    | 0.04%             | 2040-07-15      | Floating      | 6.15%                 | Yes           | 2                  | On Loan: No      |
| API GROUP DE INC                                                                                    | APi Group DE Inc                                                                | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156909.28    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| BETCLIC EVEREST GROUP SA                                                                            | Betclic Everest Group SAS                                                       | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $470633.52    | 0.05%             | 2031-12-10      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    347000 | PA      | $353145.09    | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                                            | Huntsman International LLC                                                      | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1216383.62   | 0.13%             | 2029-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-13977.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                                                      | Owens-Brockway Glass Container Inc                                              | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141528.44    | 0.01%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bonds                                                          | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1095000 | PA      | $1223647.16   | 0.13%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $196827.08    | 0.02%             | 2036-01-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    637000 | PA      | $633126.99    | 0.07%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| OMGRID FUNDING LTD                                                                                  | OmGrid Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    277000 | PA      | $277819.92    | 0.03%             | 2027-05-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                              | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    261000 | PA      | $267663.32    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    609000 | PA      | $608172.97    | 0.06%             | 2028-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC                                                                                      | Gray Media Inc                                                                  | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92047.34     | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    133000 | PA      | $107663.49    | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SMITHFIELD FOODS INC                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119970.49    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1254066.94   | 0.13%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                                 | Muthoot Finance Ltd                                                             | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    694000 | PA      | $687075.07    | 0.07%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-D Trust                                     | CUSIP: 83401A108<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     43000 | PA      | $204618.94    | 0.02%             | 2048-02-25      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ9                                    | CUSIP: 36263CAD1<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    868294 | PA      | $710586.64    | 0.07%             | 2052-02-26      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bonds                                                               | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    331611 | PA      | $326245.67    | 0.03%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                                            | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    646000 | PA      | $629769.35    | 0.06%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184909.45    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    723000 | PA      | $741434.39    | 0.08%             | 2053-06-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $-10331.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                                                                            | Telenet Finance Luxembourg Notes Sarl                                           | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $791224.00    | 0.08%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HOUSE OF FRASER FUNDING                                                                             | House of Fraser Funding PLC                                                     | CUSIP: 000000000<br>LEI: 213800P7RKFZN1OO5R52 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $315.69       | 0.00%             | 2020-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1098445.19   | 0.11%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |   1709000 | PA      | $1604165.24   | 0.17%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Chile Government International Bonds                                                                | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1090000 | PA      | $939060.77    | 0.10%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    523581 | PA      | $522493.55    | 0.05%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AW0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       950 | PA      | $947.11       | 0.00%             | 2033-09-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAB0<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    157830 | PA      | $120887.21    | 0.01%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113571.73    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97017.11     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1183291.75   | 0.12%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $828480.49    | 0.09%             | 2033-11-15      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                                                                | FS Rialto 2025-FL10 Issuer LLC                                                  | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499687.51    | 0.05%             | 2042-08-19      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    564000 | PA      | $481624.69    | 0.05%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-946.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                                          | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292341 | PA      | $276698.84    | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                                              | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1139048.24   | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    417000 | PA      | $306758.66    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3036179 | PA      | $3189631.92   | 0.33%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    656000 | PA      | $614755.35    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ATI INC                                                                                             | ATI Inc                                                                         | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285250.78    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    437000 | PA      | $510004.44    | 0.05%             | 2035-07-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $783048.51    | 0.08%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL EMEA FIN SARL                                                                             | Whirlpool EMEA Finance Sarl                                                     | CUSIP: 96332XAA2<br>LEI: 549300KCJ74PW78SNI52 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $713224.57    | 0.07%             | 2028-02-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2026-RISE                                                              | CUSIP: 05595AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498819.03    | 0.05%             | 2041-04-15      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| DAILY MAIL & GENL TRUST                                                                             | Daily Mail & General Trust P L C                                                | CUSIP: 000000000<br>LEI: 4OFD47D73QFJ1T1MOF29 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $271635.58    | 0.03%             | 2027-06-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    377000 | PA      | $327341.58    | 0.03%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    609000 | PA      | $623917.81    | 0.06%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                              | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499844.35    | 0.05%             | 2039-01-15      | Floating      | 6.35%                 | Yes           | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                            | Grand City Properties SA                                                        | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $584319.10    | 0.06%             | 2026-05-15      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $11021.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                                                                  | Intrum Investments And Financing AB                                             | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    503092 | PA      | $578839.54    | 0.06%             | 2027-09-11      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                                             | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    502000 | PA      | $551988.39    | 0.06%             | 2033-07-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                            | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197315.04    | 0.02%             | 2056-02-09      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    615000 | PA      | $621254.55    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    294000 | PA      | $303424.12    | 0.03%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                                            | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    116000 | PA      | $105558.84    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                              | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    456000 | PA      | $439516.93    | 0.05%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                                            | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    636000 | PA      | $675398.01    | 0.07%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1179000 | PA      | $565276.41    | 0.06%             | 2024-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                                            | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    391000 | PA      | $393590.19    | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            | 2                  | On Loan: No      |
| HLDNG D'INFRA METIERS                                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                    | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $781802.21    | 0.08%             | 2028-09-16      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                                            | Advanced Drainage Systems Inc                                                   | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210272.41    | 0.02%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-CH3                                                 | CUSIP: 81748GAA9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     38274 | PA      | $36005.12     | 0.00%             | 2049-09-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    221000 | PA      | $223328.25    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | 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      | $-377.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                                            | Atlanticus Holdings Corp                                                        | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $796093.51    | 0.08%             | 2030-09-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                                            | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    626267 | PA      | $640367.40    | 0.07%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-6                                                 | CUSIP: 46650JAS3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    215120 | PA      | $199884.03    | 0.02%             | 2048-12-25      | Variable      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                                            | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    167000 | PA      | $113560.00    | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                                                              | BCP V Modular Services Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $328898.89    | 0.03%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    826000 | PA      | $775961.74    | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER NORTH INC                                                                                  | Frontier North Inc                                                              | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $434598.39    | 0.04%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| PCY Trust                                                                                           | PCY Trust 2026-FCMT                                                             | CUSIP: 704929AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003272.34   | 0.10%             | 2041-04-05      | Variable      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                 | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    634000 | PA      | $629618.53    | 0.06%             | 2033-09-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $514804.80    | 0.05%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     62000 | PA      | $61955.10     | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| HERTZ CORP/THE                                                                                      | Hertz Corp/The                                                                  | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    762000 | PA      | $719876.46    | 0.07%             | 2029-07-15      | Fixed         | 12.63%                | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    563000 | PA      | $542114.66    | 0.06%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407000 | PA      | $354925.79    | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    565000 | PA      | $550804.39    | 0.06%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $507354.07    | 0.05%             | 2053-02-15      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                                | Kioxia Holdings Corp                                                            | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    739000 | PA      | $772083.71    | 0.08%             | 2033-07-24      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-143621.59   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    164000 | PA      | $153150.75    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    171000 | PA      | $176450.99    | 0.02%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    287000 | PA      | $286258.78    | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2026-CART                                                              | CUSIP: 12433MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750026.16    | 0.08%             | 2036-02-15      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                                                                | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    709000 | PA      | $758892.33    | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    109000 | PA      | $112511.12    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SERVICE CORP INTL                                                                                   | Service Corp International/US                                                   | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151782.24    | 0.02%             | 2027-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2017-A-GS                                         | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     55131 | PA      | $50682.20     | 0.01%             | 2041-05-25      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                                             | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    686000 | PA      | $588507.17    | 0.06%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250522.59    | 0.03%             | 2033-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STONEBRIAR ABF LLC                                                                                  | Stonebriar ABF Issuer LLC                                                       | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    629000 | PA      | $659908.66    | 0.07%             | 2030-12-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -251 | NC      | $404488.58    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| LUNA 1.5 SARL                                                                                       | Luna 1.5 Sarl                                                                   | CUSIP: 000000000<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $436064.85    | 0.04%             | 2032-07-01      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    143000 | PA      | $106250.62    | 0.01%             | 2050-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                             | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    338000 | PA      | $339584.15    | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    233000 | PA      | $221386.22    | 0.02%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| FMC CORP                                                                                            | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    555000 | PA      | $551581.59    | 0.06%             | 2026-10-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    151000 | PA      | $142876.74    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                                                                | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    267000 | PA      | $259857.61    | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| SEADRILL FINANCE LTD                                                                                | Seadrill Finance Ltd                                                            | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |    591000 | PA      | $618084.57    | 0.06%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    170278 | PA      | $134281.61    | 0.01%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1550000 | PA      | $1826215.34   | 0.19%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -76 | NC      | $254899.14    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| PARSONS CORP                                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    889000 | PA      | $872974.47    | 0.09%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                                                             | Darling Ingredients Inc                                                         | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115944.17    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT COMMUNICAT SACA                                                                            | Eutelsat Communications SACA                                                    | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $229027.64    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    436000 | PA      | $442897.74    | 0.05%             | 2055-06-30      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TYSON FOODS INC                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    737000 | PA      | $734620.09    | 0.08%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MALAYSIA WAKALA SUKUK                                                                               | Malaysia Wakala Sukuk Bhd                                                       | CUSIP: 000000000<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |    500000 | PA      | $350483.93    | 0.04%             | 2051-04-28      | Fixed         | 3.08%                 | Yes           | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    118000 | PA      | $112548.83    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138677.49    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                              | WESCO Distribution Inc                                                          | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    292000 | PA      | $291270.00    | 0.03%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                                            | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc       | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151756.88    | 0.02%             | 2032-01-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ENTAIN PLC                                                                                          | Entain PLC                                                                      | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $586355.38    | 0.06%             | 2031-11-30      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| THOR INDUSTRIES                                                                                     | Thor Industries Inc                                                             | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151422.82    | 0.02%             | 2029-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    720000 | PA      | $703825.78    | 0.07%             | 2053-01-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORP                                                                                        | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    886000 | PA      | $850154.01    | 0.09%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1893000 | PA      | $1899814.80   | 0.20%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TELEFLEX INC                                                                                        | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153706.03    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |    640000 | PA      | $621854.82    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2018-BNK11                                                                 | CUSIP: 06540TAH3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1233748.34   | 0.13%             | 2061-03-15      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103896.63    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    340000 | PA      | $301480.92    | 0.03%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP EUROPE HOLDING                                                                            | PRA Group Europe Holding II Sarl                                                | CUSIP: 000000000<br>LEI: 635400CWOMLGBIP4GA24 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $286540.70    | 0.03%             | 2032-09-30      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    863000 | PA      | $742612.67    | 0.08%             | 2046-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1126780.06   | 0.12%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-681.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2020-PJ1                                    | CUSIP: 36258FAS8<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    830811 | PA      | $735821.57    | 0.08%             | 2050-05-25      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FINANCING LLC                                                                               | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    707000 | PA      | $719232.89    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CALI Mortgage Trust                                                                                 | Cali 2024-Sun                                                                   | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300374.43    | 0.03%             | 2041-07-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $713774.97    | 0.07%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                            | iHeartCommunications Inc                                                        | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359393.92    | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                                                                               | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42016 | PA      | $40900.86     | 0.00%             | 2049-04-25      | Variable      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |         1 | NC      | $-35149.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UENO BANK SA                                                                                        | Ueno Bank SA                                                                    | CUSIP: 903934AB3<br>LEI: 98450099V56Z7DB78D05 | Long             | DBT              | CORP              | PY        |    400000 | PA      | $394000.00    | 0.04%             | 2031-03-06      | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED TWD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $7976.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GRIFOLS SA                                                                                          | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1109000 | PA      | $1093433.30   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Paraguay Government International Bonds                                                             | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $401698.01    | 0.04%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                                             | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160580.72    | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| NEXSTAR MEDIA INC                                                                                   | Nexstar Media Inc                                                               | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1300384.97   | 0.13%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| JSCB AGROBANK                                                                                       | Jscb Agrobank                                                                   | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |    463000 | PA      | $504151.44    | 0.05%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| SAINSBURYS BANK PLC                                                                                 | Sainsbury's Bank PLC                                                            | CUSIP: 000000000<br>LEI: 213800VDIFGJM2DF1R46 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $261012.48    | 0.03%             | 2033-03-12      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| ESKOM HOLDINGS                                                                                      | Eskom Holdings                                                                  | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1393000 | PA      | $1467232.97   | 0.15%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    465000 | PA      | $479163.58    | 0.05%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152109.43    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2026-INV1                                                | CUSIP: 816942AB2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    961594 | PA      | $913286.08    | 0.09%             | 2056-01-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TDC NET AS                                                                                          | TDC Net A/S                                                                     | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    700000 | PA      | $817578.46    | 0.08%             | 2033-10-22      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $148056.54    | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                              | Cidron Aida Finco Sarl                                                          | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $653561.29    | 0.07%             | 2031-10-27      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| Elevation CLO Ltd                                                                                   | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RBN7<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300065.10    | 0.03%             | 2038-01-20      | Floating      | 5.83%                 | Yes           | 2                  | On Loan: No      |
| TDC NET AS                                                                                          | TDC Net A/S                                                                     | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $600087.08    | 0.06%             | 2032-08-09      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $222113.20    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-93756.68    | -0.01%            |  |  |  | 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      | $-1257.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                               | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    752000 | PA      | $739446.85    | 0.08%             | 2030-09-09      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| PRECISION DRILLING CORP                                                                             | Precision Drilling Corp                                                         | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    761000 | PA      | $767780.94    | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $106.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INEOS FINANCE PLC                                                                                   | INEOS Finance PLC                                                               | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $330081.93    | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    223000 | PA      | $216710.78    | 0.02%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Philippines Government International Bonds                                                          | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    480000 | PA      | $303037.18    | 0.03%             | 2045-12-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151845.02    | 0.02%             | 2055-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TRIMAS CORP                                                                                         | TriMas Corp                                                                     | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    796000 | PA      | $764302.13    | 0.08%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85927.95     | 0.01%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L5                                          | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1309895 | PA      | $57185.73     | 0.01%             | 2054-05-15      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    206000 | PA      | $219208.72    | 0.02%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| CROWN EURO HOLDINGS SA                                                                              | Crown European Holdings SACA                                                    | CUSIP: 000000000<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $301363.90    | 0.03%             | 2028-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $510230.21    | 0.05%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63660.34     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    619000 | PA      | $545893.33    | 0.06%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                    | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    763000 | PA      | $735235.20    | 0.08%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1788000 | PA      | $1911979.92   | 0.20%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           | 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        |    148000 | PA      | $149873.41    | 0.02%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ELIA GROUP SA/NV                                                                                    | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $725484.51    | 0.07%             | 2028-03-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $703428.68    | 0.07%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |         1 | NC      | $63534.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                                            | Nidda Healthcare Holding GmbH                                                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $942900.77    | 0.10%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1799000 | PA      | $1714590.92   | 0.18%             | 2037-12-11      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2583.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DANAOS CORP                                                                                         | Danaos Corp                                                                     | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    443000 | PA      | $455431.88    | 0.05%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| PRM Trust                                                                                           | PRM Trust 2025-PRM6                                                             | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249532.44    | 0.03%             | 2033-07-05      | Variable      | 6.80%                 | Yes           | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    636000 | PA      | $629397.67    | 0.06%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    479000 | PA      | $476810.34    | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    148460 | PA      | $170792.31    | 0.02%             | 2032-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                                                                   | Clean Harbors Inc                                                               | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152718.24    | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                                            | Mexico Generadora de Energia S de rl                                            | CUSIP: 592838AA4<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    633417 | PA      | $636583.83    | 0.07%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2022-24 Ltd                                                             | CUSIP: 67118YAU7<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500621.50    | 0.05%             | 2037-10-20      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| INTOWN Mortgage Trust                                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499992.14    | 0.05%             | 2042-03-15      | Floating      | 5.91%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    172000 | PA      | $178345.59    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11057 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UNITED UTILITIES PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $94420.20     | 0.01%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Jordan Government International Bonds                                                               | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    830000 | PA      | $860618.70    | 0.09%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CERVED INFORMATION SOLUT                                                                            | Cerved Group SpA                                                                | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    350000 | PA      | $345102.30    | 0.04%             | 2029-02-15      | Floating      | 7.40%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL POWER US HOLDING                                                                            | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    697000 | PA      | $719161.45    | 0.07%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    506000 | PA      | $506869.12    | 0.05%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                                                                  | Sunrise FinCo I BV                                                              | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232676.05    | 0.02%             | 2032-05-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   1044000 | PA      | $1053351.06   | 0.11%             | 2028-10-12      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| LSTR Trust                                                                                          | LSTR Trust 2026-HTL6                                                            | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998041.45    | 0.10%             | 2040-12-15      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                                                                | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181527.52    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                                            | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    643000 | PA      | $628616.06    | 0.06%             | 2028-03-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-INV1                                              | CUSIP: 46658PAH5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988208.58    | 0.10%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    282000 | PA      | $268293.72    | 0.03%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    901000 | PA      | $844143.57    | 0.09%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                                             | Enova International Inc                                                         | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    737000 | PA      | $771527.56    | 0.08%             | 2029-08-01      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251092.88    | 0.03%             | 2039-12-15      | Floating      | 6.80%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-B LLC                                       | CUSIP: 83404WAC1<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $558271.17    | 0.06%             | 2048-08-17      | Fixed         | 3.73%                 | Yes           | 2                  | On Loan: No      |
| TRANSALTA CORP                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    286000 | PA      | $286230.86    | 0.03%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| High Ridge Brands Co                                                                                | High Ridge Brands Co                                                            | CUSIP: 42979BAA2<br>LEI: 549300ZIF8QP562GOD97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    605000 | PA      | $440057.97    | 0.05%             | 2044-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $865349.79    | 0.09%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $199922.50    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                                             | Railworks Holdings LP / Railworks Rally Inc                                     | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $639367.85    | 0.07%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $548315.19    | 0.06%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    635000 | PA      | $635227.90    | 0.07%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     68000 | PA      | $73013.19     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           | 2                  | On Loan: No      |
| CHOICE HOTELS INTL INC                                                                              | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    632000 | PA      | $606044.32    | 0.06%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    302511 | PA      | $284910.91    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    616000 | PA      | $637419.67    | 0.07%             | 2029-06-12      | Fixed         | 6.57%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    435000 | PA      | $484522.33    | 0.05%             | 2096-12-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    337000 | PA      | $332298.85    | 0.03%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    203000 | PA      | $214355.82    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    253000 | PA      | $231559.77    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                          | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $205986.33    | 0.02%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    646000 | PA      | $689533.28    | 0.07%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203225.50    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1578286.67   | 0.16%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171559.04    | 0.02%             | 2031-03-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                    | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151689.15    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                                            | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    153000 | PA      | $151891.50    | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Real Alloy Holding Inc                                                                              | Real Alloy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $2893159.26   | 0.30%             |  |  |  | No            | 3                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                                | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    719000 | PA      | $713955.39    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1838000 | PA      | $1792778.23   | 0.18%             | 2034-03-17      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    449000 | PA      | $492270.25    | 0.05%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF TURKIYE                                                                                 | Turkiye Government International Bond                                           | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3050000 | PA      | $2944209.90   | 0.30%             | 2033-03-14      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| PTCM Re-REMIC Trust                                                                                 | PTCM Re-REMIC Trust 2026-FRR1                                                   | CUSIP: 69384CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $589238.63    | 0.06%             | 2062-03-25      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| EMBECTA CORP                                                                                        | Embecta Corp                                                                    | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159797.47    | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1073000 | PA      | $873438.78    | 0.09%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                            | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1479000 | PA      | $1516498.73   | 0.16%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-J1                                                          | CUSIP: 73015MAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954090 | PA      | $945974.64    | 0.10%             | 2057-01-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $699929.71    | 0.07%             | 2045-02-25      | Floating      | 5.30%                 | 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      | $-337.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $75695.94     | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) JUN26                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -19 | NC      | $293539.01    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                                              | NYC Commercial Mortgage Trust 2025-28L                                          | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499370.06    | 0.05%             | 2038-11-05      | Variable      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1322823.19   | 0.14%             | 2032-07-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    267000 | PA      | $284993.13    | 0.03%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL                                                                             | BAHIA DE LAS ISLETAS SL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |  15907620 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $205986.33    | 0.02%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2026-V21 Mortgage Trust                                               | CUSIP: 08164HBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $736338.26    | 0.08%             | 2059-03-15      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| ICG US CLO Ltd                                                                                      | ICG US CLO 2014-1 Ltd                                                           | CUSIP: 44928XBQ6<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $343098.35    | 0.04%             | 2034-10-20      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $336905.53    | 0.03%             | 2034-10-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED INR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | IN        |         1 | NC      | $-197.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MUMTALAKAT SUKUK HOLDING                                                                            | Mumtalakat Sukuk Holding Co                                                     | CUSIP: 000000000<br>LEI: 549300EN7U0YPUUKDX15 | Long             | DBT              | CORP              | KY        |   1210000 | PA      | $1197137.70   | 0.12%             | 2027-01-21      | Fixed         | 4.10%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $2792.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $1122358.63   | 0.12%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |         1 | NC      | $45.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AXIA ENERGIA SA                                                                                     | Axia Energia SA                                                                 | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |   1221000 | PA      | $1236136.05   | 0.13%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                               | Element Solutions Inc                                                           | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153064.93    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146174.21    | 0.02%             | 2028-12-05      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| FLOWERS FOODS INC                                                                                   | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    595000 | PA      | $510295.94    | 0.05%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2026-CSMO                                          | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002897.17   | 0.10%             | 2043-02-15      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    140000 | PA      | $166373.06    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    896000 | PA      | $510965.26    | 0.05%             | 2060-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                                                                  | Forestar Group Inc                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    526000 | PA      | $528330.80    | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                                             | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    743000 | PA      | $741617.53    | 0.08%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| INTRUM INV AND FIN                                                                                  | Intrum Investments And Financing AB                                             | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $472652.20    | 0.05%             | 2027-09-11      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| WOORI BANK                                                                                          | Woori Bank                                                                      | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    606000 | PA      | $627919.40    | 0.06%             | 2029-07-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $631668.40    | 0.06%             | 2028-09-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    508000 | PA      | $403240.24    | 0.04%             | 2048-06-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    767000 | PA      | $786803.76    | 0.08%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| METRO AG                                                                                            | METRO AG                                                                        | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $420418.34    | 0.04%             | 2029-03-07      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $566643.94    | 0.06%             | 2055-09-12      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    757000 | PA      | $191869.22    | 0.02%             | 2028-03-20      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd                                                                         | GS REFT 2026-FL1 Issuer Ltd                                                     | CUSIP: 36274DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999517.09    | 0.10%             | 2043-04-19      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1038.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Money Management Corporation                                                               | AMMC CLO 30 Ltd                                                                 | CUSIP: 03165UAS7<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000261.00   | 0.10%             | 2039-04-15      | Floating      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $774822.24    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| BAPCO ENERGIES SUKUK LTD                                                                            | Bapco Energies Sukuk Ltd                                                        | CUSIP: 000000000<br>LEI: 54930062R6OFRHBRAI29 | Long             | DBT              | CORP              | KY        |    247000 | PA      | $239464.03    | 0.02%             | 2029-04-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| UNITI SERVICES LLC                                                                                  | Uniti Services LLC                                                              | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1106286.17   | 0.11%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1265000 | PA      | $1260352.42   | 0.13%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    317000 | PA      | $338535.59    | 0.03%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| AMEREN CORP                                                                                         | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125673.78    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| ORL TRUST                                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502339.26    | 0.05%             | 2039-12-15      | Floating      | 6.84%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    711443 | PA      | $700044.73    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $214912.00    | 0.02%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152292.56    | 0.02%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70652.44     | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PROGROUP AG                                                                                         | Progroup AG                                                                     | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $590081.72    | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-99406.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    175000 | PA      | $182454.18    | 0.02%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                            | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    638000 | PA      | $631451.20    | 0.06%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    114000 | PA      | $67263.14     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORP                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    341000 | PA      | $346350.06    | 0.04%             | 2029-06-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                                             | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71715.38     | 0.01%             | 2033-07-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492914.71    | 0.05%             | 2042-02-15      | Floating      | 6.99%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2024-4 Ltd                                              | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450324.00    | 0.05%             | 2037-10-23      | Floating      | 5.57%                 | 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        |    233000 | PA      | $250828.03    | 0.03%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Phillips 66                                                                                         | Phillips 66                                                                     | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.21%             | 2026-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980776.00    | 0.10%             | 2049-11-08      | Variable      | 2.31%                 | Yes           | 2                  | On Loan: No      |
| WBI OPERATING LLC                                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    537000 | PA      | $542733.26    | 0.06%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    662000 | PA      | $639796.39    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FEDRIGONI SPA                                                                                       | Fedrigoni SpA                                                                   | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $791083.31    | 0.08%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    925000 | PA      | $933484.26    | 0.10%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $831526.11    | 0.09%             | 2029-11-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    238000 | PA      | $234680.59    | 0.02%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-SLCT                                          | CUSIP: 12433JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1246007.54   | 0.13%             | 2042-01-15      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                             | CUSIP: 60367QAF0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    643000 | PA      | $642457.53    | 0.07%             | 2030-11-13      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5020000 | PA      | $4227656.25   | 0.44%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                                                | Georgian Railway JSC                                                            | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |   1153000 | PA      | $1107006.83   | 0.11%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $652210.75    | 0.07%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BUCKEYE PARTNERS                                                                                    | Buckeye Partners LP                                                             | CUSIP: 118230AC5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94456.40     | 0.01%             | 2033-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                                                | Kioxia Holdings Corp                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    261000 | PA      | $268915.85    | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    155000 | PA      | $150995.99    | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $114070.53    | 0.01%             | 2032-09-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                                                            | Brookfield Infrastructure Finance ULC                                           | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    626000 | PA      | $632059.05    | 0.07%             | 2055-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    500000 | PA      | $464265.00    | 0.05%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Brant Point CLO Ltd                                                                                 | Brant Point CLO 2025-7 Ltd                                                      | CUSIP: 105488AG5<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $652886.00    | 0.07%             | 2038-07-25      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Ace Securities Corp.                                                                                | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                          | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    656092 | PA      | $490303.08    | 0.05%             | 2038-02-25      | Variable      | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-21M                                           | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $175004.85    | 0.02%             | 2036-10-15      | Floating      | 5.94%                 | Yes           | 2                  | On Loan: No      |
| RAIN CARBON INC                                                                                     | Rain Carbon Inc                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |    736000 | PA      | $775836.04    | 0.08%             | 2029-09-01      | Fixed         | 12.25%                | Yes           | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                             | CUSIP: 60367QAE3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1108000 | PA      | $1106461.28   | 0.11%             | 2028-11-13      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    847000 | PA      | $928625.39    | 0.10%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SABRE FINANCIAL BORROWER                                                                            | Sabre Financial Borrower LLC                                                    | CUSIP: 78573XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $551118.65    | 0.06%             | 2029-06-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-LUNR                                                              | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389130 | PA      | $389452.39    | 0.04%             | 2040-06-15      | Floating      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                            | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $90016.90     | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    230000 | PA      | $267971.57    | 0.03%             | 2086-04-29      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| COM 144A                                                                                            | COM 144A                                                                        | CUSIP: 28140M871<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4460190 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                            | iHeartCommunications Inc                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    550326 | PA      | $549874.16    | 0.06%             | 2029-05-01      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    356000 | PA      | $359956.07    | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    675000 | PA      | $609796.47    | 0.06%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                                                  | Kennedy-Wilson Inc                                                              | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    184000 | PA      | $182338.96    | 0.02%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                                            | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    480000 | PA      | $450349.34    | 0.05%             | 2029-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250272.25    | 0.03%             | 2037-10-22      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    136000 | PA      | $119421.92    | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                                               | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    311000 | PA      | $315313.94    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89533.17     | 0.01%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    600000 | PA      | $740138.70    | 0.08%             | 2029-01-19      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                                            | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581898.20    | 0.06%             | 2028-12-31      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1307754.76   | 0.13%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                                                            | Pakistan Global Sukuk Programme Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |    906000 | PA      | $924935.40    | 0.10%             | 2029-01-31      | Fixed         | 7.95%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    656229 | PA      | $656371.69    | 0.07%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $411605.99    | 0.04%             | 2033-05-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-73.18       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |         1 | NC      | $254.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2771000 | PA      | $2885758.55   | 0.30%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| UPBOUND GROUP INC                                                                                   | Upbound Group Inc                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1963847.66   | 0.20%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1514389 | PA      | $1379849.82   | 0.14%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $337992.63    | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    243762 | PA      | $95636.10     | 0.01%             | 2024-05-16      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152605.45    | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MARKS & SPENCER PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    588000 | PA      | $637357.90    | 0.07%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                                                                               | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    387000 | PA      | $379567.80    | 0.04%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    707000 | PA      | $741785.60    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2026-PJ1                                    | CUSIP: 36275TAB4<br>LEI: 254900W4Z6DJOVCWAH28 | Long             | ABS-MBS          | CORP              | US        |    936905 | PA      | $916467.37    | 0.09%             | 2056-06-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BELLRING BRANDS INC                                                                                 | BellRing Brands Inc                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |    746000 | PA      | $757462.10    | 0.08%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                                               | Keybank National Association                                                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    598000 | PA      | $620350.06    | 0.06%             | 2028-02-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| METRO AG                                                                                            | METRO AG                                                                        | CUSIP: 000000000<br>LEI: 5299006EQ03K3SSUYS12 | Long             | DBT              | CORP              | DE        |    985000 | PA      | $1193916.97   | 0.12%             | 2030-03-05      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HBA7<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    347220 | PA      | $287493.08    | 0.03%             | 2051-10-25      | Variable      | 2.58%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $245872.57    | 0.03%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                | Heathrow Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $254160.83    | 0.03%             | 2029-09-01      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $402195.43    | 0.04%             | 2029-10-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $833778.34    | 0.09%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     74000 | PA      | $54571.12     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    540000 | PA      | $559583.12    | 0.06%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    684000 | PA      | $455655.04    | 0.05%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    800000 | PA      | $906151.45    | 0.09%             | 3019-12-09      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    387000 | PA      | $398887.70    | 0.04%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1107494.25   | 0.11%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    403000 | PA      | $402889.57    | 0.04%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        70 | NC      | $-338284.03   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2025-CCM1                                              | CUSIP: 46593MAB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    680756 | PA      | $678709.72    | 0.07%             | 2055-06-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DEL PERU SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1732000 | PA      | $1217320.43   | 0.13%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-INV2                                                        | CUSIP: 69383NBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969861 | PA      | $1943171.90   | 0.20%             | 2057-01-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2024-6                                 | CUSIP: 161931AK6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |    195402 | PA      | $196448.17    | 0.02%             | 2055-05-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    218000 | PA      | $231546.87    | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           | 2                  | On Loan: No      |
| Optima Specialty Steel Inc.                                                                         | Optima Specialty Steel Inc.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $2376953.60   | 0.24%             |  |  |  | No            | 3                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                             | OAK-Eagle Acquireco Inc                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105997.17    | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bonds                                                               | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2712000 | PA      | $2559210.58   | 0.26%             | 2053-05-04      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1868000 | PA      | $1801555.24   | 0.19%             | 2035-10-02      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1244000 | PA      | $1269103.92   | 0.13%             | 2034-01-29      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    114000 | PA      | $112603.30    | 0.01%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                           | CUSIP: 17329EAX5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    489318 | PA      | $400581.72    | 0.04%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    428000 | PA      | $287962.91    | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                                                          | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AN2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    159949 | PA      | $137155.11    | 0.01%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272779.76    | 0.03%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $111524.42    | 0.01%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $28544.80     | 0.00%             | 2018-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $161992.47    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                                                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $592481.42    | 0.06%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    318000 | PA      | $306436.55    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2021-1                                                      | CUSIP: 749350AN4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    126398 | PA      | $103865.35    | 0.01%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| LCM Ltd Partnership                                                                                 | LCM 28 Ltd                                                                      | CUSIP: 50200WAD4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |    484880 | PA      | $486336.69    | 0.05%             | 2030-10-20      | Floating      | 6.09%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  98091183 | NS      | $98071564.92  | 10.09%            |  |  |  | No            | N/A                | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ1                                    | CUSIP: 36271DAU1<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    357247 | PA      | $358782.31    | 0.04%             | 2055-06-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BAPCO ENERGIES BSCC                                                                                 | Bapco Energies BSC Closed                                                       | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    953000 | PA      | $976662.99    | 0.10%             | 2028-11-07      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                                              | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    158000 | PA      | $122636.73    | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    390000 | PA      | $463980.46    | 0.05%             | 2031-05-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        91 | NC      | $-414534.02   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    122000 | PA      | $119054.74    | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1413700 | PA      | $644868.19    | 0.07%             | 2019-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COS INC                                                                                    | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    343000 | PA      | $388667.62    | 0.04%             | 2031-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TRAVELEX ISSUERCO 2 PLC                                                                             | Travelex Issuerco 2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800X5CA5ZLTI55177 | Long             | DBT              | CORP              | GB        |   2699210 | PA      | $2071690.30   | 0.21%             | 2029-03-31      | Fixed         | 3.01%                 | Yes           | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    654000 | PA      | $661019.52    | 0.07%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151304.01    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| VERALLIA SA                                                                                         | Verallia SA                                                                     | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $459272.60    | 0.05%             | 2029-11-14      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $668141.72    | 0.07%             | 2029-01-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                                            | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $329607.47    | 0.03%             | 2032-01-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    599000 | PA      | $623942.36    | 0.06%             | 2034-08-02      | Fixed         | 8.99%                 | Yes           | 2                  | On Loan: No      |
| PROG HOLDINGS INC                                                                                   | PROG Holdings Inc                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1076576.22   | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112847.40    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-5                                                   | CUSIP: 81743AAG4<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    667667 | PA      | $599296.52    | 0.06%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    615000 | PA      | $390219.94    | 0.04%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD COP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $4.93         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Q-PARK HOLDING I BV                                                                                 | Q-Park Holding I BV                                                             | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $343915.74    | 0.04%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-1 Trust                             | CUSIP: 95002KAS2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     16266 | PA      | $13991.35     | 0.00%             | 2049-12-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ESSENT GROUP LTD                                                                                    | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    597000 | PA      | $617353.52    | 0.06%             | 2029-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    625000 | PA      | $649768.16    | 0.07%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bonds                                                          | Republic of Azerbaijan International Bonds                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    350000 | PA      | $328980.49    | 0.03%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| INSTITUTO COSTARRICENSE                                                                             | Instituto Costarricense de Electricidad                                         | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |   1236000 | PA      | $1213298.85   | 0.12%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SUNRUN CALLISTO ISSUER LLC                                                                          | Sunrun Bacchus Issuer 2025-1 LLC                                                | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344054 | PA      | $343057.34    | 0.04%             | 2060-04-30      | Fixed         | 6.41%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500435 | PA      | $470119.26    | 0.05%             | 2048-07-20      | Fixed         | 7.71%                 | Yes           | 2                  | On Loan: No      |
| PINEWOOD FINCO PLC                                                                                  | Pinewood Finco PLC                                                              | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1212550.47   | 0.12%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    695000 | PA      | $680862.51    | 0.07%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                                              | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1094326.16   | 0.11%             | 2029-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ILIAD SA                                                                                            | iliad SA                                                                        | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $349070.41    | 0.04%             | 2032-01-09      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499557.00    | 0.05%             | 2028-11-15      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                                | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $913765.03    | 0.09%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO                                                                                          | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2316006 | PA      | $2561434.97   | 0.26%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    901000 | PA      | $920512.25    | 0.09%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $475046.45    | 0.05%             | 2029-03-08      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                                            | California Resources Corp                                                       | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    454000 | PA      | $462588.19    | 0.05%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAP5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $589099.51    | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2186000 | PA      | $2059215.24   | 0.21%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                                | BWX Technologies Inc                                                            | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    156000 | PA      | $153528.95    | 0.02%             | 2028-06-30      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| QatarEnergy                                                                                         | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    690000 | PA      | $616156.20    | 0.06%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $697272.10    | 0.07%             | 2059-02-15      | Variable      | 5.81%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228766 | PA      | $206323.60    | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                                                              | Verisure Midholding AB                                                          | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $352172.37    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62872.55     | 0.01%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130542.93    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    667000 | PA      | $628147.07    | 0.06%             | 2029-06-15      | Fixed         | 3.63%                 | 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      | $-1478.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SATURN OIL & GAS INC                                                                                | Saturn Oil & Gas Inc                                                            | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |    547000 | PA      | $573320.38    | 0.06%             | 2029-06-15      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    282000 | PA      | $287594.05    | 0.03%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           | 2                  | On Loan: No      |
| BGC GROUP INC                                                                                       | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    708000 | PA      | $725221.19    | 0.07%             | 2030-04-02      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                                     | AREIT 2025-CRE10 Ltd                                                            | CUSIP: 00193DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743157.38    | 0.08%             | 2030-01-17      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| AGUA Y SANEAMIENTOS ARG                                                                             | Agua y Saneamientos Argentinos SA                                               | CUSIP: 000000000<br>LEI: 5299003HUR94018IBF62 | Long             | DBT              | CORP              | AR        |     94292 | PA      | $92834.99     | 0.01%             | 2026-05-01      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    220707 | PA      | $221497.50    | 0.02%             | 2034-01-25      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                                                                      | SNF Group SACA                                                                  | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118888.37    | 0.01%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1633000 | PA      | $1657960.89   | 0.17%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                               | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    519000 | PA      | $442199.54    | 0.05%             | 2118-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500825.33    | 0.05%             | 2042-12-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    909000 | PA      | $970121.16    | 0.10%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    111000 | PA      | $115813.73    | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $220252.61    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAG6<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $820640.71    | 0.08%             | 2066-01-25      | Variable      | 1.97%                 | Yes           | 2                  | On Loan: No      |
| WILTON RE LTD                                                                                       | Wilton RE Ltd                                                                   | CUSIP: 97263CAA9<br>LEI: 5493004VQ9VSL29MT373 | Long             | DBT              | CORP              | CA        |    688000 | PA      | $670421.61    | 0.07%             | 2030-10-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                                                                    | HealthEquity Inc                                                                | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    157000 | PA      | $152520.89    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $700612.53    | 0.07%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    668000 | PA      | $635035.74    | 0.07%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AB1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $706339.98    | 0.07%             | 2044-03-25      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| TURNING POINT BRANDS INC                                                                            | Turning Point Brands Inc                                                        | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257605.84    | 0.03%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| TFP REALISATIONS PLC                                                                                | TFP Realisations PLC                                                            | CUSIP: 000000000<br>LEI: 6354009XFWVZER7G5X35 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $0.00         | 0.00%             | 2022-05-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                                            | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 000000000<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |   1332000 | PA      | $1332852.48   | 0.14%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $441981.47    | 0.05%             | 2057-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TRAD & DEV BANK MONGOLIA                                                                            | Trade & Development Bank of Mongolia LLC                                        | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    467000 | PA      | $467084.06    | 0.05%             | 2027-12-23      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                  | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $429750.62    | 0.04%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| KSL Resorts                                                                                         | KSL Commercial Mortgage Trust 2024-HT2                                          | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534726 | PA      | $535390.42    | 0.06%             | 2039-12-15      | Floating      | 6.94%                 | Yes           | 2                  | On Loan: No      |
| WAYFAIR LLC                                                                                         | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    313000 | PA      | $320577.95    | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bonds                                                                | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1001875 | PA      | $979893.86    | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SUNOCO LP                                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    734000 | PA      | $750055.54    | 0.08%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PLT VII FINANCE SARL                                                                                | PLT VII Finance Sarl                                                            | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    196000 | PA      | $235211.13    | 0.02%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                                              | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249876.22    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $558980.21    | 0.06%             | 2028-10-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $972202.36    | 0.10%             | 2040-06-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                                            | Pebblebrook Hotel LP / PEB Finance Corp                                         | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    151000 | PA      | $153385.30    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    382000 | PA      | $380735.85    | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    627000 | PA      | $629031.46    | 0.06%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    638000 | PA      | $643087.88    | 0.07%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166145.00    | 0.02%             | 2028-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| LEBANESE REPUBLIC                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    213000 | PA      | $53499.21     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    202000 | PA      | $206144.43    | 0.02%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20265 | PA      | $19260.36     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-1                                                 | CUSIP: 46650HAC2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     20177 | PA      | $18975.00     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC                                                                                        | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    715000 | PA      | $738779.98    | 0.08%             | 2054-11-30      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    626000 | PA      | $628773.47    | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| PTCM Re-REMIC Trust                                                                                 | PTCM Re-REMIC Trust 2026-FRR1                                                   | CUSIP: 69384CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $499968.60    | 0.05%             | 2061-02-25      | Variable      | 2.00%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1113154.52   | 0.11%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    467000 | PA      | $452941.77    | 0.05%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495747.12    | 0.05%             | 2042-03-15      | Floating      | 6.85%                 | Yes           | 2                  | On Loan: No      |
| Invesco CLO LTD                                                                                     | Invesco US CLO 2026-1 Ltd                                                       | CUSIP: 46091DAG9<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1958775.00   | 0.20%             | 2039-04-15      | Floating      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194785.75    | 0.02%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| PENTAIR FINANCE SARL                                                                                | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    626000 | PA      | $624047.29    | 0.06%             | 2029-07-01      | Fixed         | 4.50%                 | 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      | $-1311.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                                            | Banco Nacional de Panama                                                        | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    704000 | PA      | $632561.35    | 0.07%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK BELARUS                                                                            | Development Bank of the Republic of Belarus JSC                                 | CUSIP: 000000000<br>LEI: 253400D4JRB0M70A0687 | Long             | DBT              | NUSS              | BY        |    942000 | PA      | $498402.78    | 0.05%             | 2024-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    770000 | PA      | $662723.60    | 0.07%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAE5<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499845.31    | 0.05%             | 2028-03-15      | Floating      | 7.04%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    470000 | PA      | $493536.17    | 0.05%             | 3021-02-18      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    246000 | PA      | $234800.68    | 0.02%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    144000 | PA      | $144618.72    | 0.01%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| ARBOR REALTY SR INC                                                                                 | Arbor Realty SR Inc                                                             | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |    479000 | PA      | $474577.22    | 0.05%             | 2028-12-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    731000 | PA      | $728066.71    | 0.07%             | 2030-09-19      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAF2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2365044 | PA      | $25070.23     | 0.00%             | 2050-12-15      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     60000 | PA      | $56994.23     | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62992.48     | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-14447.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $589870.46    | 0.06%             | 2032-06-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2436000 | PA      | $2115588.27   | 0.22%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                               | Williams Scotsman Inc                                                           | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185834.80    | 0.02%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    794000 | PA      | $760901.21    | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    201000 | PA      | $187209.32    | 0.02%             | 2043-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                                              | Odido Group Holding BV                                                          | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $700858.99    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WBH6<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |     58566 | PA      | $52421.14     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    380000 | PA      | $359179.80    | 0.04%             | 2028-06-02      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2026-INV1 Trust                                                             | CUSIP: 67123WAX8<br>LEI: 549300T9OLE6UGS5GU41 | Long             | ABS-MBS          | CORP              | US        |   1717151 | PA      | $1705922.79   | 0.18%             | 2056-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 000000000<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |   1071000 | PA      | $1074052.35   | 0.11%             | 2027-11-08      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CCL INDUSTRIES INC                                                                                  | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $177925.84    | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                                                              | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    383000 | PA      | $356461.93    | 0.04%             | 2042-04-03      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XBH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    120466 | PA      | $107716.74    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $392114.09    | 0.04%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust                  | CUSIP: 93363QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153596 | PA      | $155742.23    | 0.02%             | 2046-11-25      | Floating      | 4.35%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-4                                                   | CUSIP: 81748JAU9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     42227 | PA      | $37796.97     | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| OMNIYAT SUKUK 1 LTD                                                                                 | Omniyat Sukuk 1 Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFKE3XFTFFLM58 | Long             | DBT              | CORP              | KY        |    261000 | PA      | $241077.87    | 0.02%             | 2029-03-16      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                        | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    576000 | PA      | $581858.38    | 0.06%             | 2032-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SHERWOOD FINANCING PLC                                                                              | Sherwood Financing PLC                                                          | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $465248.82    | 0.05%             | 2029-12-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| TRIMBLE INC                                                                                         | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    633000 | PA      | $634563.88    | 0.07%             | 2028-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753UAB6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502925.27    | 0.05%             | 2044-01-25      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                                            | Transocean International Ltd                                                    | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    565000 | PA      | $581504.47    | 0.06%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBF5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5098915 | PA      | $91111.49     | 0.01%             | 2052-11-15      | Variable      | 0.72%                 | No            | 2                  | On Loan: No      |
| Elevation CLO Ltd                                                                                   | Elevation CLO 2026-19 Ltd                                                       | CUSIP: 28624QAJ8<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501401.50    | 0.05%             | 2038-03-31      | Floating      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451503.99    | 0.05%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    425000 | PA      | $448659.77    | 0.05%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1832300 | PA      | $1404862.43   | 0.14%             | 2032-02-01      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                                                  | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $603971.87    | 0.06%             | 2055-03-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AH3<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    778000 | PA      | $793676.26    | 0.08%             | 2028-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148007.32    | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Triton Container Finance LLC                                                                        | Triton Container Finance VIII LLC                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283958 | PA      | $262059.49    | 0.03%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $191574.65    | 0.02%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    866000 | PA      | $857364.66    | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                                                              | Full House Resorts Inc                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    546000 | PA      | $517933.73    | 0.05%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $202390.00    | 0.02%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CITYCON TREASURY BV                                                                                 | Citycon Treasury BV                                                             | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $715673.39    | 0.07%             | 2031-07-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    339000 | PA      | $330118.22    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HX HOLD CO LTD                                                                                      | HX Hold Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138004WV2GA7GI77I96 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $306299.10    | 0.03%             | 2030-02-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    611000 | PA      | $622239.74    | 0.06%             | 2029-02-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                        | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498965.49    | 0.05%             | 2041-11-05      | Variable      | 6.93%                 | Yes           | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $301334.62    | 0.03%             | 2028-11-20      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                 | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $457720.03    | 0.05%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| PHINIA INC                                                                                          | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1074830.20   | 0.11%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PTC INC                                                                                             | PTC Inc                                                                         | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    157000 | PA      | $153270.52    | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    714375 | PA      | $679637.74    | 0.07%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $598561.34    | 0.06%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT INC                                                                                       | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $175661.15    | 0.02%             | 2030-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $960351.50    | 0.10%             | 2031-05-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBR6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |   2721991 | PA      | $76174.14     | 0.01%             | 2052-07-10      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| CANARY WHARF GROUP                                                                                  | Canary Wharf Group Investment Holdings PLC                                      | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $450287.05    | 0.05%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |   1545000 | PA      | $1394995.95   | 0.14%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| NAKILAT INC                                                                                         | Nakilat Inc                                                                     | CUSIP: 000000000<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     70332 | PA      | $71196.33     | 0.01%             | 2033-12-31      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                                                               | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998865 | PA      | $890376.32    | 0.09%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    368000 | PA      | $381263.58    | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bluemountain CLO Ltd                                                                                | BlueMountain CLO XXXIV Ltd                                                      | CUSIP: 09631JAQ9<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $836842.85    | 0.09%             | 2035-04-20      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| CONNECT HOLDING II LLC                                                                              | Connect Holding II LLC                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108989.18    | 0.01%             | 2031-04-03      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| VELOCITY COM CAP LLC                                                                                | Velocity Commercial Capital LLC                                                 | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154074.79    | 0.02%             | 2031-02-15      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAD9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1225868.80   | 0.13%             | 2051-05-10      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                                              | CD&R Firefly Bidco PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $280575.71    | 0.03%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAB5<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    141000 | PA      | $144064.17    | 0.01%             | 2028-09-25      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| UZAUTO MOTORS AJ                                                                                    | Uzauto Motors AJ                                                                | CUSIP: 46653NAB8<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |    497000 | PA      | $507692.23    | 0.05%             | 2030-11-19      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| INDUSTRIAL F&B INV                                                                                  | Industrial F&B Investments III Inc                                              | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    149000 | PA      | $150651.53    | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    853000 | PA      | $530376.80    | 0.05%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAS1<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   9392275 | PA      | $862.02       | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    126000 | PA      | $125214.68    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| FORVIA SE                                                                                           | Forvia SE                                                                       | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $418039.93    | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1459000 | PA      | $1518804.41   | 0.16%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Navesink CLO, Limited                                                                               | Navesink CLO 2 Ltd                                                              | CUSIP: 63942YAW4<br>LEI: 254900HNRWNLGN0X1N35 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $347163.60    | 0.04%             | 2036-01-15      | Floating      | 5.72%                 | Yes           | 2                  | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                              | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    751000 | PA      | $734351.85    | 0.08%             | 2029-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912000 | PA      | $873980.81    | 0.09%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| UZAUTO MOTORS AJ                                                                                    | Uzauto Motors AJ                                                                | CUSIP: 000000000<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |    822000 | PA      | $839681.22    | 0.09%             | 2030-11-19      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    592000 | PA      | $620748.82    | 0.06%             | 2029-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NEXI SPA                                                                                            | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $220059.32    | 0.02%             | 2028-02-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J4                                                          | CUSIP: 69383LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320744 | PA      | $1293375.36   | 0.13%             | 2056-12-01      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                                                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $715960.00    | 0.07%             | 2037-08-16      | Fixed         | 7.29%                 | Yes           | 2                  | On Loan: No      |
| MUNDYS SPA                                                                                          | Mundys SpA                                                                      | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    750000 | PA      | $864058.50    | 0.09%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    294000 | PA      | $253519.47    | 0.03%             | 2030-03-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| NEW IMMO HOLDING SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $843325.98    | 0.09%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    522000 | PA      | $536529.60    | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $134064.72    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    635000 | PA      | $636320.46    | 0.07%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 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        |    807000 | PA      | $754675.96    | 0.08%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1082237.29   | 0.11%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Verde CLO Ltd                                                                                       | VERDE CLO Ltd                                                                   | CUSIP: 92338BBA2<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300252.90    | 0.03%             | 2032-04-15      | Floating      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                                          | Sixth Street CLO 32 Ltd                                                         | CUSIP: 83012YAG2<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050223.65   | 0.11%             | 2039-04-21      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    139000 | PA      | $144828.27    | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2015-C27                             | CUSIP: 46644ABH4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    341509 | PA      | $1368.15      | 0.00%             | 2048-02-15      | Variable      | 0.84%                 | No            | 2                  | On Loan: No      |
| Senegal Government International Bonds                                                              | Senegal Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    562000 | PA      | $314052.68    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                                            | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    630000 | PA      | $639809.10    | 0.07%             | 2030-09-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SM ENERGY CO                                                                                        | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1099241.09   | 0.11%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    753000 | PA      | $720897.03    | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    416697 | PA      | $423029.03    | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    554000 | PA      | $499204.21    | 0.05%             | 2033-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TVL FINANCE PLC                                                                                     | TVL Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    550000 | PA      | $719126.97    | 0.07%             | 2028-04-28      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| WHIRLPOOL CORP                                                                                      | Whirlpool Corp                                                                  | CUSIP: 96332HCG2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $188408.37    | 0.02%             | 2043-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |         1 | NC      | $64093.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2054000 | PA      | $2073636.53   | 0.21%             | 2036-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | ACREC 2026-FL4 LLC                                                              | CUSIP: 004970AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749981.70    | 0.08%             | 2043-01-18      | Floating      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $79978.68     | 0.01%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                | Heathrow Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $677081.85    | 0.07%             | 2031-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-15

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

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