# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-23-070025
**Filing Date:** 2023-3
**Character Count:** 669615
**Document Hash:** 2ee1bb04e42af0a2e0f70a8387d48f33
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070025.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070025

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601
- **IRS NUMBER:** 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:** 23768938

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**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           |

## Nport-Ex

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## 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:** 1301 SECOND AVENUE

  - **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:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $587116264.18

**Total Liabilities:** $18112596.88

**Net Assets:** $569003667.30

**Delayed Delivery Securities:** $2028509.48

**Cash Not Reported:** $2939313.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -148.09000000 | **1-Year:** -7538.06000000 | **5-Year:** -24385.28000000 | **10-Year:** -29828.31000000 | **30-Year:** -13311.11000000

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

- **3-Month:** -554.43000000 | **1-Year:** -23955.11000000 | **5-Year:** -64068.40000000 | **10-Year:** -39353.07000000 | **30-Year:** -15850.62000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089840 | -0.75%               | -3.85%               | -0.50%               |
| Class ID C000089839 | 3.26%                | -0.15%               | 3.33%                |
| Class ID C000089843 | 3.25%                | -0.16%               | 3.33%                |
| Class ID C000089841 | 3.22%                | -0.21%               | 3.24%                |
| Class ID C000178390 | 3.26%                | -0.15%               | 3.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6563280.07             | $25496997.24                               |
| Month 2  | $-2270199.84             | $875423.65                                 |
| Month 3  | $-1559439.22             | $18818314.09                               |

**Designated Index Information**

- **Index Name:** Opportunistic Credit Blended Benchmark

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    187000 | PA      | $177525.63    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    580000 | PA      | $509095.00    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AZZURRA AEROPORTI SPA                                                                               | Azzurra Aeroporti SpA                                                            | CUSIP: 000000000<br>LEI: 8156004064432D3D0F19 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $206131.53    | 0.04%             | 2024-05-30      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    240000 | PA      | $216000.00    | 0.04%             | 2027-01-31      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6787.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tele Columbus AG                                                                                    | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $521519.05    | 0.09%             | 2025-05-02      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $95245.24     | 0.02%             | 2028-02-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                                             | Office Properties Income Trust                                                   | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |     85000 | PA      | $68281.47     | 0.01%             | 2026-06-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $125400.86    | 0.02%             | 2030-03-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                                              | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    354000 | PA      | $328335.00    | 0.06%             | 2027-01-15      | Fixed         | 6.00%                 | 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        |    490153 | PA      | $439303.18    | 0.08%             | 2077-10-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                 | Nomura Holdings Inc                                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    246000 | PA      | $218745.71    | 0.04%             | 2026-07-14      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                              | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    294000 | PA      | $293805.96    | 0.05%             | 2025-03-20      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $545569.68    | 0.10%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190994.00    | 0.03%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |         1 | NC      | $161453.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Boardwalk Pipelines LP                                                                              | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    178000 | PA      | $175310.61    | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                        | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    351000 | PA      | $275554.97    | 0.05%             | 2031-12-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| DELEK LOG PART/FINANCE                                                                              | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $268125.00    | 0.05%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                                                                 | Boxer Parent Co Inc                                                              | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1083857.34   | 0.19%             | 2025-10-02      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| LINDE INC/CT                                                                                        | Linde Inc/CT                                                                     | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    228000 | PA      | $219870.18    | 0.04%             | 2025-02-05      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                                            | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    344000 | PA      | $341292.72    | 0.06%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CGG SA                                                                                              | CGG SA                                                                           | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $290269.13    | 0.05%             | 2027-04-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                                     | Benefit Street Partners CLO IV Ltd                                               | CUSIP: 08180FBL4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476445.00    | 0.08%             | 2032-01-20      | Floating      | 6.96%                 | Yes           | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                                            | Acuris Finance US Inc / Acuris Finance SARL                                      | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556000 | PA      | $454201.00    | 0.08%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $49.41        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $27.54        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | CIFC Funding 2019-II Ltd                                                         | CUSIP: 12554AAW2<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961263.00    | 0.17%             | 2034-04-17      | Floating      | 6.89%                 | Yes           | 2                  | On Loan: No      |
| WACHOVIA CORP                                                                                       | Wachovia Corp                                                                    | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $262080.54    | 0.05%             | 2035-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    509000 | PA      | $515207.26    | 0.09%             | 2025-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                 | Carrier Global Corp                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    224000 | PA      | $212650.50    | 0.04%             | 2025-02-15      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $169349.57    | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Safeway Inc                                                                                         | Safeway Inc                                                                      | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    452000 | PA      | $459711.12    | 0.08%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                                                | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $224082.39    | 0.04%             | 2028-04-24      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP V                                                                               | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $214066.15    | 0.04%             | 2026-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $-134060.11   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                                            | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    447000 | PA      | $382743.75    | 0.07%             | 2028-05-15      | Fixed         | 5.75%                 | 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      | $237474.36    | 0.04%             | 2049-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| GALAXY BIDCO LTD                                                                                    | Galaxy Bidco Ltd                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $325287.35    | 0.06%             | 2026-07-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-1                                                  | CUSIP: 46592EBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325255 | PA      | $262254.72    | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| PETROFAC LTD                                                                                        | Petrofac Ltd                                                                     | CUSIP: 000000000<br>LEI: 2138004624W8CKCSJ177 | Long             | DBT              | CORP              | JE        |    690000 | PA      | $441961.19    | 0.08%             | 2026-11-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-139080.83   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    289000 | PA      | $292439.10    | 0.05%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                                                                             | NMG Holding Co Inc / Neiman Marcus Group LLC                                     | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982000 | PA      | $937676.63    | 0.16%             | 2026-04-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-C LLC                                        | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $842293.10    | 0.15%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $330486.30    | 0.06%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| Allied Universal                                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $266681.75    | 0.05%             | 2026-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572606 | PA      | $487518.92    | 0.09%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |    188775 | PA      | $174538.29    | 0.03%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Education Management Corporation                                                                    | EDUCATION MGMT CORP NEW                                                          | CUSIP: 28140M301<br>LEI: 549300HJZRTNO4K6DO92 | Long             | EP               | CORP              | US        |      2128 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    147000 | PA      | $120260.66    | 0.02%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BANCO DE SABADELL SA                                                                                | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $404461.66    | 0.07%             | 2025-03-27      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| MOTION BONDCO DAC                                                                                   | Motion Bondco DAC                                                                | CUSIP: 000000000<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $852804.20    | 0.15%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup COmmercial Mortgage Trust 2018-C6                                      | CUSIP: 17327GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $313604.70    | 0.06%             | 2051-11-10      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $699580.94    | 0.12%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc                                                                              | Brookfield Finance Inc                                                           | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    236000 | PA      | $206194.95    | 0.04%             | 2047-09-20      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| SINGAPORE TELECOMMUNICAT                                                                            | Singapore Telecommunications Ltd                                                 | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | DBT              | CORP              | SG        |    366000 | PA      | $436292.62    | 0.08%             | 2031-12-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                                                                             | Standard Industries Inc/NJ                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    314000 | PA      | $268429.46    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENERGIAS DE PORTUGAL SA                                                                             | EDP - Energias de Portugal SA                                                    | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    300000 | PA      | $295805.77    | 0.05%             | 2080-07-20      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $148480.51    | 0.03%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    159000 | PA      | $145130.43    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | 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      | $2013.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC USA Inc                                                                                        | HSBC USA Inc                                                                     | CUSIP: 760719BH6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    173000 | PA      | $196051.88    | 0.03%             | 2097-07-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         6 | NC      | $-21354.14    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| TECHEM VERWALTUNGSGES                                                                               | Techem Verwaltungsgesellschaft 674 mbH                                           | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |    791278 | PA      | $819204.87    | 0.14%             | 2026-07-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PIKE CORP                                                                                           | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    991000 | PA      | $874712.54    | 0.15%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                               | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    271000 | PA      | $274021.35    | 0.05%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505478 | PA      | $455590.00    | 0.08%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| WORLD ACCEPTANCE CORP                                                                               | World Acceptance Corp                                                            | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $230205.00    | 0.04%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                                                               | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $696856.26    | 0.12%             | 2025-07-14      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1226000 | PA      | $1323929.55   | 0.23%             | 2029-02-20      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599CW3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1374576.79   | 0.24%             | 2024-08-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                                        | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7748999 | PA      | $514246.83    | 0.09%             | 2057-08-15      | Variable      | 1.40%                 | 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      | $-192.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                            | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982740.73    | 0.17%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $291846.18    | 0.05%             | 2051-09-27      | Variable      | 2.42%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       675 | NS      | $37447.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL                                                                             | BAHIA DE LAS ISLETAS SL                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      1299 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| IBM CORP                                                                                            | International Business Machines Corp                                             | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213096.97    | 0.04%             | 2025-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    207000 | PA      | $221642.15    | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397WW9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    625000 | PA      | $601588.50    | 0.11%             | 2024-09-08      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| Apidos CLO                                                                                          | Apidos CLO XXXIII                                                                | CUSIP: 03768MAQ0<br>LEI: 549300DDYHDQJDDDWB27 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1516849.60   | 0.27%             | 2034-10-24      | Floating      | 7.82%                 | Yes           | 2                  | On Loan: No      |
| Berkshire Hathaway Inc                                                                              | Berkshire Hathaway Inc                                                           | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213687.60    | 0.04%             | 2026-03-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    243000 | PA      | $222035.20    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NAC2<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $262657.55    | 0.05%             | 2051-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    694000 | PA      | $530904.87    | 0.09%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                                            | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    288000 | PA      | $262200.24    | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                               | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    222000 | PA      | $213576.04    | 0.04%             | 2026-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $75075.00     | 0.01%             | 2031-11-15      | Fixed         | 7.38%                 | 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      | $225931.44    | 0.04%             | 2051-02-27      | Variable      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $320178.40    | 0.06%             | 2029-08-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    327000 | PA      | $301585.56    | 0.05%             | 2027-08-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SANI/IKOS FINANCIAL HLDG                                                                            | Sani/Ikos Financial Holdings 1 Sarl                                              | CUSIP: 000000000<br>LEI: 213800TZMBQZ462Y8A24 | Long             | DBT              | CORP              | LU        |    362000 | PA      | $363882.74    | 0.06%             | 2026-12-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                             | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    362000 | PA      | $251590.00    | 0.04%             | 2029-02-15      | Fixed         | 6.50%                 | 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      |
| Ford Holdings LLC                                                                                   | Ford Holdings LLC                                                                | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $275400.00    | 0.05%             | 2030-03-01      | Fixed         | 9.30%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank                                                                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $5433.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15588.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CASINO GUICHARD PERRACHO                                                                            | Casino Guichard Perrachon SA                                                     | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $446938.37    | 0.08%             | 2026-08-05      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| KITE REALTY GROUP TRUST                                                                             | Kite Realty Group Trust                                                          | CUSIP: 76131VAA1<br>LEI: N/A                  | Long             | DBT              |  | US        |    176000 | PA      | $168609.12    | 0.03%             | 2025-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANCO DE SABADELL SA                                                                                | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $527639.71    | 0.09%             | 2024-05-10      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                                                                            | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $620219.26    | 0.11%             | 2027-07-04      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1122000.00   | 0.20%             | 2040-01-25      | Floating      | 7.51%                 | Yes           | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    205000 | PA      | $199314.41    | 0.04%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2022-PJ1                                     | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932216 | PA      | $756078.20    | 0.13%             | 2052-05-28      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Intesa Sanpaolo Vita SpA                                                                            | Intesa Sanpaolo Vita SpA                                                         | CUSIP: 000000000<br>LEI: 549300UM31PJ24TTSR94 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $851943.17    | 0.15%             | 2024-12-17      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Summit Properties Ltd                                                                               | Summit Properties Ltd                                                            | CUSIP: 000000000<br>LEI: 213800KLWIACHRBYR158 | Long             | DBT              | CORP              | GG        |    250000 | PA      | $238085.92    | 0.04%             | 2025-01-31      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| Aegon NV                                                                                            | Aegon NV                                                                         | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    232000 | PA      | $221112.00    | 0.04%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bayer US Finance LLC                                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAG8<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    218000 | PA      | $212150.58    | 0.04%             | 2024-10-08      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84131 | PA      | $77779.41     | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837289 | PA      | $673854.00    | 0.12%             | 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        |    400000 | PA      | $357150.62    | 0.06%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $237939.96    | 0.04%             | 2025-03-06      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| RITHM CAPITAL CORP                                                                                  | Rithm Capital Corp                                                               | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    296000 | PA      | $275650.00    | 0.05%             | 2025-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                                                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $169275.00    | 0.03%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    830000 | PA      | $842450.00    | 0.15%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1459317.60   | 0.26%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-22155.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Merit                                                                                               | MHP 2021-STOR                                                                    | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476216.10    | 0.08%             | 2038-07-15      | Floating      | 6.66%                 | Yes           | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $372839.60    | 0.07%             | 2049-11-08      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Marlette Funding Trust                                                                              | Marlette Funding Trust 2018-4                                                    | CUSIP: 57109GAC8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |     56681 | PA      | $56639.32     | 0.01%             | 2028-12-15      | Fixed         | 4.91%                 | Yes           | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                                                                            | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd             | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    559000 | PA      | $533839.41    | 0.09%             | 2026-01-20      | Fixed         | 5.75%                 | Yes           | 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        |    288000 | PA      | $272160.00    | 0.05%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         5 | NC      | $-244.75      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                                                             | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     31000 | PA      | $30594.54     | 0.01%             | 2025-02-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   2150000 | PA      | $96750.00     | 0.02%             | 2037-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1077000 | PA      | $1102947.70   | 0.19%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Team Health Holdings Inc                                                                            | Team Health Holdings Inc                                                         | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    284000 | PA      | $187141.29    | 0.03%             | 2025-02-01      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4940506 | PA      | $209634.57    | 0.04%             | 2050-11-15      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                                                            | Novelis Sheet Ingot GmbH                                                         | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $94455.97     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    380000 | PA      | $355359.83    | 0.06%             | 2050-04-21      | Fixed         | 4.55%                 | 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      | $144161.43    | 0.03%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| IMMOBILIARE GRANDE DIST                                                                             | Immobiliare Grande Distribuzione SIIQ SpA                                        | CUSIP: 000000000<br>LEI: 815600CF8C0389D0E272 | Long             | DBT              |  | IT        |    439000 | PA      | $440701.91    | 0.08%             | 2024-11-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Trust 2012-GCJ7                                           | CUSIP: 36192KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604563 | PA      | $120610.41    | 0.02%             | 2045-05-10      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $875073.38    | 0.15%             | 2078-10-03      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| CASINO GUICHARD PERRACHO                                                                            | Casino Guichard Perrachon SA                                                     | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $308750.69    | 0.05%             | 2025-02-07      | Fixed         | 3.58%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-987.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Education Management LLC                                                                            | Education Management LLC Term Loan B                                             | CUSIP: 000000000<br>LEI: 5726QOBW64NQET3VRC47 | Long             | LON              | CORP              | US        |    284567 | PA      | $28.46        | 0.00%             | 2023-07-02      | Floating      | 16.25%                | No            | 3                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    229000 | PA      | $221860.41    | 0.04%             | 2025-04-14      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Unilever Capital Corp                                                                               | Unilever Capital Corp                                                            | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    221000 | PA      | $215398.99    | 0.04%             | 2024-05-05      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Helios Issuer, LLC                                                                                  | Sunnova Helios IV Issuer LLC                                                     | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375078 | PA      | $326765.76    | 0.06%             | 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        |    321000 | PA      | $299733.75    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Affinion Group Inc                                                                                  | AFFINION GROUP INC EQUITY                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8007 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Commerzbank AG                                                                                      | Commerzbank AG                                                                   | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    155000 | PA      | $156420.50    | 0.03%             | 2023-09-19      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $628785.00    | 0.11%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FRR Re-Remic Trust                                                                                  | FRR Re-REMIC Trust 2018-C1                                                       | CUSIP: 30307WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $161046.56    | 0.03%             | 2048-02-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2013-CCRE10 Mortgage Trust                                                  | CUSIP: 12626BBA1<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $138622.40    | 0.02%             | 2046-08-10      | Variable      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371153 | PA      | $335289.13    | 0.06%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                                                 | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    358000 | PA      | $337447.22    | 0.06%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    922000 | PA      | $1087405.05   | 0.19%             | 2078-10-03      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TSMC GLOBAL LTD                                                                                     | TSMC Global Ltd                                                                  | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    244000 | PA      | $220261.75    | 0.04%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    272000 | PA      | $158440.00    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| D.R. HORTON INC                                                                                     | DR Horton Inc                                                                    | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    231000 | PA      | $222172.47    | 0.04%             | 2024-10-15      | Fixed         | 2.50%                 | No            | 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      | $516596.00    | 0.09%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE LONDON                                                                              | Credit Agricole SA/London                                                        | CUSIP: 22535WAD9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    219000 | PA      | $212641.07    | 0.04%             | 2024-10-04      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                  | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    237000 | PA      | $254724.01    | 0.04%             | 2039-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | CUSIP: 94989AAX3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |   3851635 | PA      | $59689.17     | 0.01%             | 2047-12-15      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                                                                 | Greenland Global Investment Ltd                                                  | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |    457000 | PA      | $217943.30    | 0.04%             | 2026-07-03      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    299000 | PA      | $287063.03    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    290000 | PA      | $209888.00    | 0.04%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DDE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $205450.10    | 0.04%             | 2050-08-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| RWE AG                                                                                              | RWE AG                                                                           | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    130000 | PA      | $136529.99    | 0.02%             | 2075-04-21      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063240 | PA      | $145929.27    | 0.03%             | 2052-08-15      | Variable      | 1.60%                 | No            | 2                  | On Loan: No      |
| Republic of Turkey                                                                                  | Turkey Government International Bond                                             | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    263000 | PA      | $165293.40    | 0.03%             | 2043-04-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313000 | PA      | $180378.27    | 0.03%             | 2049-07-10      | Variable      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207492.50    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    344000 | PA      | $327029.62    | 0.06%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $435.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    968000 | PA      | $952270.00    | 0.17%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    445000 | PA      | $391630.13    | 0.07%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                    | CUSIP: 30295DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3675088 | PA      | $10818.72     | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1536000 | PA      | $1094400.00   | 0.19%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUARONG FINANCE 2017 CO                                                                             | Huarong Finance 2017 Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180500.00    | 0.03%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212000 | PA      | $141505.89    | 0.02%             | 2050-11-27      | Variable      | 1.41%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    851000 | PA      | $757417.66    | 0.13%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                          | CUSIP: 759470AQ0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    216000 | PA      | $211830.90    | 0.04%             | 2025-01-28      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                          | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    318000 | PA      | $317866.68    | 0.06%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80725.08     | 0.01%             | 2025-05-06      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                              | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $416086.71    | 0.07%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-4                                                  | CUSIP: 46652VBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239199 | PA      | $192508.27    | 0.03%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        32 | NC      | $56091.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WIZZ AIR FINANCE COMPANY                                                                            | Wizz Air Finance Co BV                                                           | CUSIP: 000000000<br>LEI: 724500H9M16IQI3B4W90 | Long             | DBT              | CORP              | NL        |   1670000 | PA      | $1559404.50   | 0.27%             | 2026-01-19      | Fixed         | 1.00%                 | 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      | $126152.07    | 0.02%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| Oak Hill Credit Partners                                                                            | OHA Credit Partners XIV Ltd                                                      | CUSIP: 67706XAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $480696.50    | 0.08%             | 2030-01-21      | Floating      | 6.62%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    504000 | PA      | $508325.31    | 0.09%             | 2025-11-28      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1014.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                                             | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    975000 | PA      | $913377.49    | 0.16%             | 2029-09-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    574000 | PA      | $605570.00    | 0.11%             | 2033-01-17      | Fixed         | 7.13%                 | 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      | $-4328.34     | -0.00%            |  |  |  | No            | 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        |     27321 | PA      | $26105.52     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SITIOS LATINOAMERICA                                                                                | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    193000 | PA      | $179972.50    | 0.03%             | 2032-04-04      | Fixed         | 5.38%                 | 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        |    200000 | PA      | $53116.66     | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                                                            | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $229450.86    | 0.04%             | 2027-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Nyack Park CLO, Ltd.                                                                                | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1366104.00   | 0.24%             | 2034-10-20      | Floating      | 7.61%                 | Yes           | 2                  | On Loan: No      |
| Brown & Brown Inc                                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210966.62    | 0.04%             | 2024-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CBL & Associates LP                                                                                 | CBL & Associates LP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $0.00         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125203.40    | 0.02%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    850000 | PA      | $916322.91    | 0.16%             | 2026-09-15      | Fixed         | 3.93%                 | Yes           | 2                  | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                                            | Coronado Finance Pty Ltd                                                         | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    369000 | PA      | $380371.08    | 0.07%             | 2026-05-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| ENERGIA GRP/ENERGIA ROI                                                                             | Energia Group NI FinanceCo PLC/Energia Group ROI Holdings DAC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    600000 | PA      | $711896.63    | 0.13%             | 2024-09-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $173000.00    | 0.03%             | 2027-07-07      | Fixed         | 3.50%                 | Yes           | 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        |   1138000 | PA      | $1036279.87   | 0.18%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    237000 | PA      | $251299.17    | 0.04%             | 2036-08-25      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $38535.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                                            | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    875000 | PA      | $854058.60    | 0.15%             | 2024-08-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    238000 | PA      | $217165.42    | 0.04%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-93728.80    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co                                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    236000 | PA      | $221221.68    | 0.04%             | 2029-04-16      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SUGAR HSP GMNG PROP/FIN                                                                             | Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp          | CUSIP: 865033AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    533000 | PA      | $499699.95    | 0.09%             | 2025-05-15      | Fixed         | 5.88%                 | 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        |      1019 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                                            | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    322000 | PA      | $286332.06    | 0.05%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                          | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     46000 | PA      | $51268.83     | 0.01%             | 2095-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                                                | Entegris Escrow Corp                                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1178324.91   | 0.21%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                                            | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    291000 | PA      | $290709.00    | 0.05%             | 2024-06-18      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| APACHE CORP                                                                                         | Apache Corp                                                                      | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    583000 | PA      | $482315.78    | 0.08%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-41.21       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                       | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    188000 | PA      | $230883.58    | 0.04%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| ATRIUM FINANCE LTD                                                                                  | Atrium Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900S97VONWYW91C97 | Long             | DBT              | CORP              | CY        |    500000 | PA      | $385738.33    | 0.07%             | 2027-09-05      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Barclays Bank PLC                                                                | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $223322.84    | 0.04%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                                            | Empresa Nacional del Petroleo                                                    | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    538000 | PA      | $422604.38    | 0.07%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    750000 | PA      | $48375.00     | 0.01%             | 2022-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    653000 | PA      | $545516.20    | 0.10%             | 2032-01-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $329310.92    | 0.06%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    248000 | PA      | $221167.98    | 0.04%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON                                                                                       | UBS AG/London                                                                    | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    228000 | PA      | $213895.57    | 0.04%             | 2024-08-09      | Fixed         | 0.70%                 | Yes           | 2                  | On Loan: No      |
| TOURMALINE OIL CORP                                                                                 | TOURMALINE OIL CORP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    255236 | NS      | $191827.40    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $981949.30    | 0.17%             | 2042-02-25      | Floating      | 6.71%                 | Yes           | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                                                               | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    766000 | PA      | $766995.80    | 0.13%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905000 | PA      | $558578.22    | 0.10%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AstraZeneca PLC                                                                                     | AstraZeneca PLC                                                                  | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $210839.26    | 0.04%             | 2025-11-16      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                           | CUSIP: 156686AM9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    190000 | PA      | $153900.00    | 0.03%             | 2028-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    477000 | PA      | $359686.62    | 0.06%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $573180.43    | 0.10%             | 2079-11-12      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    366000 | PA      | $327267.27    | 0.06%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                                                                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    668000 | PA      | $649129.00    | 0.11%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ11                                    | CUSIP: 36263VBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483734 | PA      | $353478.29    | 0.06%             | 2052-04-25      | Variable      | 2.86%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    314000 | PA      | $308599.20    | 0.05%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Lockheed Martin Corp                                                                                | Lockheed Martin Corp                                                             | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    217000 | PA      | $246829.26    | 0.04%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207874.00    | 0.04%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                                | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $460082.27    | 0.08%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    236000 | PA      | $221740.36    | 0.04%             | 2024-07-31      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    101000 | PA      | $72252.22     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Charming Charlie                                                                                    | Charming Charlie                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   3957093 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Mattel Inc                                                                                          | Mattel Inc                                                                       | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    114000 | PA      | $105849.00    | 0.02%             | 2040-10-01      | Fixed         | 6.20%                 | 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        |    311000 | PA      | $280232.77    | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    126000 | PA      | $122062.50    | 0.02%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Enstar Group Ltd                                                                                    | Enstar Group Ltd                                                                 | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    231000 | PA      | $217397.75    | 0.04%             | 2029-06-01      | Fixed         | 4.95%                 | 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        |   1223000 | PA      | $1033749.64   | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                              | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    305000 | PA      | $274603.70    | 0.05%             | 2027-07-23      | Fixed         | 4.31%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2020-4                                                    | CUSIP: 81748RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526273 | PA      | $426178.56    | 0.07%             | 2050-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                                                                 | SVB Financial Group                                                              | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    376000 | PA      | $286940.12    | 0.05%             | 2031-02-02      | Fixed         | 1.80%                 | No            | 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      | $542928.75    | 0.10%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Intrado Corp                                                                                        | Intrado Corp                                                                     | CUSIP: 68163PAA2<br>LEI: 5493005Z5DB0O5S30R71 | Long             | DBT              | CORP              | US        |    264000 | PA      | $236280.00    | 0.04%             | 2025-10-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93900 | PA      | $82005.12     | 0.01%             | 2050-08-25      | Fixed         | 3.16%                 | Yes           | 2                  | On Loan: No      |
| PG&E CORP                                                                                           | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460000.00    | 0.08%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-SCHATZ FUT MAR23                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         6 | NC      | $-3508.23     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OIL & GAS HOLDING                                                                                   | Oil and Gas Holding Co BSCC/The                                                  | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    832000 | PA      | $863759.10    | 0.15%             | 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      | $182295.00    | 0.03%             | 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        |    622000 | PA      | $554547.25    | 0.10%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| VERISURE HOLDING AB                                                                                 | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    275000 | PA      | $299352.00    | 0.05%             | 2028-02-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                                                                             | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    214000 | PA      | $208521.48    | 0.04%             | 2024-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Hexcel Corp                                                                                         | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74763.74     | 0.01%             | 2027-02-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                 | Sirius XM Radio Inc                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    627000 | PA      | $516886.26    | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| NEUBERGER BERMAN CLO LTD                                                                            | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAG2<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $749031.20    | 0.13%             | 2034-10-16      | Floating      | 7.64%                 | Yes           | 2                  | On Loan: No      |
| Republic of Zambia                                                                                  | Zambia Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    269000 | PA      | $124412.50    | 0.02%             | 2022-09-20      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| AIR METHODS CORP                                                                                    | Air Methods Corp                                                                 | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |    282000 | PA      | $12690.00     | 0.00%             | 2025-05-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2A4<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    223000 | PA      | $213111.67    | 0.04%             | 2025-01-11      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| TEOLLISUUDEN VOIMA OYJ                                                                              | Teollisuuden Voima Oyj                                                           | CUSIP: 000000000<br>LEI: 743700LQ48IZBTZN4S52 | Long             | DBT              | CORP              | FI        |    740000 | PA      | $770412.99    | 0.14%             | 2025-02-04      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                                              | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAA3<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1299000 | PA      | $1233283.59   | 0.22%             | 2026-08-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ARMENIA                                                                                 | Republic of Armenia International Bond                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $156650.00    | 0.03%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| Bread Financial Holdings Inc                                                                        | Bread Financial Holdings Inc                                                     | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317625.00    | 0.06%             | 2024-12-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL CORPORATION                                                                              | Murphy Oil Corp                                                                  | CUSIP: 626717AA0<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109548.74    | 0.02%             | 2029-05-01      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -77 | NC      | $-221836.90   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                            | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248828 | PA      | $215790.70    | 0.04%             | 2050-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| HADRIAN MERGER SUB                                                                                  | Hadrian Merger Sub Inc                                                           | CUSIP: 42239PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $224265.48    | 0.04%             | 2026-05-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ESSELUNGA SPA                                                                                       | Esselunga SpA                                                                    | CUSIP: 000000000<br>LEI: 8156001A08A847FFCE47 | Long             | DBT              | CORP              | IT        |    360000 | PA      | $363075.42    | 0.06%             | 2027-10-25      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    669000 | PA      | $656964.69    | 0.12%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RAILWAY                                                                               | Canadian National Railway Co                                                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $214293.96    | 0.04%             | 2028-07-15      | Fixed         | 6.90%                 | 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        |    399255 | PA      | $364312.89    | 0.06%             | 2067-01-25      | Variable      | 3.01%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-138871.01   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                                             | Procter & Gamble Co/The                                                          | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    238000 | PA      | $268723.02    | 0.05%             | 2034-08-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419839 | PA      | $320770.79    | 0.06%             | 2047-04-22      | Fixed         | 2.09%                 | Yes           | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199641.76    | 0.04%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MED CARE II                                                                               | Fresenius Medical Care US Finance II Inc                                         | CUSIP: 35802XAJ2<br>LEI: 5493008GJ5TVVTY4UM62 | Long             | DBT              | CORP              | US        |    263000 | PA      | $258788.44    | 0.05%             | 2024-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                       | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    228000 | PA      | $222670.76    | 0.04%             | 2024-06-07      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $7593.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $251362.74    | 0.04%             | 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        |    633000 | PA      | $559434.32    | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    269000 | PA      | $284512.29    | 0.05%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $180420.00    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           | 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      | $495933.74    | 0.09%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305130.26    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    929000 | PA      | $1147315.00   | 0.20%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $241587.50    | 0.04%             | 2025-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $164010.71    | 0.03%             | 2031-07-07      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                                             | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                       | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |    270000 | PA      | $220782.43    | 0.04%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711096 | PA      | $552922.24    | 0.10%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| EnLink Midstream LLC                                                                                | EnLink Midstream LLC                                                             | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8674.25      | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    336000 | PA      | $285403.31    | 0.05%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    358000 | PA      | $330255.00    | 0.06%             | 2028-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    213000 | PA      | $205224.97    | 0.04%             | 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        |    650000 | PA      | $578500.00    | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Unum Group                                                                                          | Unum Group                                                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236929.60    | 0.04%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2017-BNK4                                                                   | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $791606.42    | 0.14%             | 2050-05-15      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| Republic Services Inc                                                                               | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    226000 | PA      | $215549.97    | 0.04%             | 2027-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     88000 | PA      | $54931.31     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137229 | PA      | $125007.88    | 0.02%             | 2049-07-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $108800.66    | 0.02%             | 2047-10-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        62 | NC      | $442755.47    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| FAURECIA                                                                                            | Faurecia SE                                                                      | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $333891.04    | 0.06%             | 2026-06-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    227000 | PA      | $217902.33    | 0.04%             | 2027-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    307000 | PA      | $318076.56    | 0.06%             | 2027-11-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ACCOR SA                                                                                            | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209011.17    | 0.04%             | 2024-01-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    104000 | PA      | $92653.60     | 0.02%             | 2036-04-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications Inc                                                                            | iHeartCommunications Inc                                                         | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    384000 | PA      | $344160.00    | 0.06%             | 2027-05-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    402000 | PA      | $367830.00    | 0.06%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    216000 | PA      | $171653.90    | 0.03%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    234000 | PA      | $241936.34    | 0.04%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $46636.42     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Regions Financial Corp                                                                              | Regions Financial Corp                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    183000 | PA      | $214530.25    | 0.04%             | 2037-12-10      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ANARAFE SLU                                                                                         | Anarafe SL                                                                       | CUSIP: 000000000<br>LEI: 959800AW60HWZ3N4R995 | Long             | DBT              | CORP              | ES        |    496252 | PA      | $359307.39    | 0.06%             | 2026-03-31      | Fixed         | 17.15%                | Yes           | 2                  | On Loan: No      |
| CASCADES INC/USA INC                                                                                | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    282000 | PA      | $262835.51    | 0.05%             | 2026-01-15      | Fixed         | 5.13%                 | 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        |   1256910 | PA      | $1002537.49   | 0.18%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $98.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $211746.81    | 0.04%             | 2024-04-02      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514790 | PA      | $414305.67    | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Credit Agricole SA                                                                                  | Credit Agricole SA                                                               | CUSIP: 225313AF2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    222000 | PA      | $216838.06    | 0.04%             | 2025-03-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    563000 | PA      | $568888.80    | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                               | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    276000 | PA      | $267573.72    | 0.05%             | 2027-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    314000 | PA      | $268474.71    | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | 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      | $-14474.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                                    | WFRBS Commercial Mortgage Trust 2013-C12                                         | CUSIP: 92937FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $321363.87    | 0.06%             | 2048-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $-360.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473177 | PA      | $462215.63    | 0.08%             | 2067-04-25      | Variable      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $230183.72    | 0.04%             | 2047-01-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MODIVCARE INC                                                                                       | ModivCare Inc                                                                    | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    274000 | PA      | $264853.88    | 0.05%             | 2025-11-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    523000 | PA      | $413170.00    | 0.07%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    313000 | PA      | $312608.75    | 0.05%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                                                | Alta Equipment Group Inc                                                         | CUSIP: 02128LAA4<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    490000 | PA      | $459183.90    | 0.08%             | 2026-04-15      | Fixed         | 5.63%                 | Yes           | 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        |   1717000 | PA      | $1517398.75   | 0.27%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                                              | Allied World Assurance Co Holdings Ltd                                           | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    221000 | PA      | $213707.19    | 0.04%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    118000 | PA      | $97947.72     | 0.02%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                               | Nabors Industries Ltd                                                            | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    606000 | PA      | $589335.00    | 0.10%             | 2026-01-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    627000 | PA      | $554437.29    | 0.10%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $1160.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $96170.17     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CBRE Services Inc                                                                                   | CBRE Services Inc                                                                | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211104.35    | 0.04%             | 2026-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                                                                 | Delta Air Lines Inc                                                              | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    231000 | PA      | $214665.99    | 0.04%             | 2028-04-19      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920003 | PA      | $829898.10    | 0.15%             | 2049-11-25      | Variable      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                                                                            | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924983.34    | 0.16%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                                                                                 | Otis Worldwide Corp                                                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    226000 | PA      | $213181.19    | 0.04%             | 2025-04-05      | Fixed         | 2.06%                 | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                           | CUSIP: 984245AU4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     30897 | PA      | $30294.82     | 0.01%             | 2026-02-12      | Variable      | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $196895.39    | 0.03%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| UKREXIMBANK(BIZ FIN PLC)                                                                            | Ukreximbank Via Biz Finance PLC                                                  | CUSIP: 000000000<br>LEI: 254900R5STMV7BZYC307 | Long             | DBT              | CORP              | GB        |    505583 | PA      | $166842.50    | 0.03%             | 2023-02-09      | Floating      | 10.43%                | Yes           | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |    348000 | PA      | $308850.00    | 0.05%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| HECLA MINING CO                                                                                     | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747910.09    | 0.13%             | 2028-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| IQVIA Inc                                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252306.55    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ARCONIC CORP                                                                                        | Arconic Corp                                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960793.54    | 0.17%             | 2028-02-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA FIN SA                                                                               | Telecom Italia Finance SA                                                        | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |    689000 | PA      | $778924.54    | 0.14%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CENTRICA PLC                                                                                        | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $232552.41    | 0.04%             | 2075-04-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-138181.60   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    388000 | PA      | $355113.12    | 0.06%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Saka Energi Indonesia PT                                                                            | Saka Energi Indonesia PT                                                         | CUSIP: 000000000<br>LEI: 25490049636XFM5KBR83 | Long             | DBT              | CORP              | ID        |    445000 | PA      | $431093.75    | 0.08%             | 2024-05-05      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE RAIL (RAIL CAPL)                                                                            | Ukraine Railways Via Rail Capital Markets PLC                                    | CUSIP: 000000000<br>LEI: 213800IW9C7PR3HKI783 | Long             | DBT              | CORP              | GB        |    652000 | PA      | $130400.00    | 0.02%             | 2026-07-09      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                                                                            | Liberty Mutual Group Inc                                                         | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     51000 | PA      | $56785.31     | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| TURK IHRACAT KR                                                                                     | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    449000 | PA      | $404683.70    | 0.07%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -55 | NC      | $-90392.35    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| VECTOR GROUP LTD                                                                                    | Vector Group Ltd                                                                 | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    341000 | PA      | $297348.59    | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    158000 | PA      | $135090.00    | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     58000 | PA      | $47635.98     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                    | CUSIP: 30295DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450103 | PA      | $1036278.48   | 0.18%             | 2049-08-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AIR LIQUIDE FINANCE                                                                                 | Air Liquide Finance SA                                                           | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    237000 | PA      | $221613.96    | 0.04%             | 2026-09-27      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    783000 | PA      | $755595.00    | 0.13%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    315000 | PA      | $237580.53    | 0.04%             | 2036-08-15      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $56.17        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-HYB1                                               | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665770 | PA      | $617102.35    | 0.11%             | 2049-10-25      | Variable      | 4.26%                 | Yes           | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                                                                    | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    950000 | PA      | $825312.50    | 0.15%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1314449.53   | 0.23%             | 2079-11-12      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                            | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    309602 | PA      | $306443.98    | 0.05%             | 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        |    230233 | PA      | $219249.12    | 0.04%             | 2048-08-25      | Variable      | 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      | $924293.00    | 0.16%             | 2031-07-15      | Floating      | 7.07%                 | Yes           | 2                  | On Loan: No      |
| Radian Group Inc                                                                                    | Radian Group Inc                                                                 | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    237000 | PA      | $229137.18    | 0.04%             | 2024-10-01      | Fixed         | 4.50%                 | No            | 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        |   1948000 | PA      | $1764508.14   | 0.31%             | 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        |    271000 | PA      | $253557.63    | 0.04%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| JDE PEET'S NV                                                                                       | JDE Peet's NV                                                                    | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    231000 | PA      | $213384.48    | 0.04%             | 2024-09-24      | Fixed         | 0.80%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $402888.60    | 0.07%             | 2048-04-15      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                                                                  | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    250000 | PA      | $171615.50    | 0.03%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $290425.68    | 0.05%             | 2029-11-12      | Fixed         | 1.00%                 | Yes           | 2                  | On Loan: No      |
| Transocean Poseidon Ltd                                                                             | Transocean Poseidon Ltd                                                          | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     41125 | PA      | $41028.36     | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                                              | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1004000 | PA      | $911130.00    | 0.16%             | 2044-10-14      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $-46471.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                                                                            | Crown Cork & Seal Co Inc                                                         | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    452000 | PA      | $472152.43    | 0.08%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ZF FINANCE GMBH                                                                                     | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $287007.68    | 0.05%             | 2028-09-21      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    626000 | PA      | $560245.90    | 0.10%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    589000 | PA      | $474424.68    | 0.08%             | 2033-01-29      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-128777.12   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    390000 | PA      | $290595.10    | 0.05%             | 2063-01-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Genworth Holdings Inc                                                                               | Genworth Holdings Inc                                                            | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    416000 | PA      | $373268.94    | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BANCOLOMBIA SA                                                                                      | Bancolombia SA                                                                   | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    229000 | PA      | $217245.43    | 0.04%             | 2025-01-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Betony CLO 2, Ltd.                                                                                  | Betony CLO 2 Ltd                                                                 | CUSIP: 08763QAE2<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $954176.00    | 0.17%             | 2031-04-30      | Floating      | 6.65%                 | Yes           | 2                  | On Loan: No      |
| SIRIUSPOINT LTD                                                                                     | SiriusPoint Ltd                                                                  | CUSIP: 82968FAA2<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    318000 | PA      | $272303.40    | 0.05%             | 2026-11-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| AVIENT CORP                                                                                         | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    373000 | PA      | $375778.33    | 0.07%             | 2030-08-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ALBION FINANCING 2SARL                                                                              | Albion Financing 2SARL                                                           | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $678000.00    | 0.12%             | 2027-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J2                                                                | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392139 | PA      | $315595.11    | 0.06%             | 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      | $210040.00    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                              | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    276000 | PA      | $265601.49    | 0.05%             | 2025-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| MINERALS TECHNOLOGIES IN                                                                            | Minerals Technologies Inc                                                        | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    296000 | PA      | $270692.00    | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207678.83    | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Avnet Inc                                                                                           | Avnet Inc                                                                        | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489503.23    | 0.09%             | 2026-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EWB1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    232000 | PA      | $221145.03    | 0.04%             | 2025-03-07      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    800000 | PA      | $686670.54    | 0.12%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    158000 | PA      | $116127.08    | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                            | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $545263.91    | 0.10%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Connecticut Avenue Securities Trust 2018-R07                                     | CUSIP: 20753QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103093 | PA      | $103220.81    | 0.02%             | 2031-04-25      | Floating      | 6.91%                 | 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        |    329032 | PA      | $256636.99    | 0.05%             | 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        |    810369 | PA      | $636934.95    | 0.11%             | 2056-04-28      | Fixed         | 2.58%                 | Yes           | 2                  | On Loan: No      |
| INTL AIRPORT FINANCE SA                                                                             | International Airport Finance SA                                                 | CUSIP: 000000000<br>LEI: 959800M9M5LP0KXUP789 | Long             | DBT              | CORP              | ES        |     16626 | PA      | $16674.52     | 0.00%             | 2033-03-15      | Fixed         | 12.00%                | Yes           | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                    | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    243000 | PA      | $220451.55    | 0.04%             | 2026-09-22      | Fixed         | 2.57%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    361000 | PA      | $295617.49    | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -262 | NC      | $-278028.76   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $178026.22    | 0.03%             | 2026-03-24      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $216359.92    | 0.04%             | 2029-05-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |         1 | NC      | $54220.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                           | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |        50 | PA      | $43.11        | 0.00%             | 2029-06-30      | Variable      | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |         1 | NC      | $-10.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-67.36       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                           | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1068000 | PA      | $903989.30    | 0.16%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $485633.70    | 0.09%             | 2046-02-15      | Fixed         | 3.36%                 | 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      | $-216.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                                                                             | Saudi Electricity Global Sukuk Co 3                                              | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $53676.28     | 0.01%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                             | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    458000 | PA      | $455710.00    | 0.08%             | 2024-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Cascade Funding Mortgage Trust                                                                      | Cascade Funding Mortgage Trust 2021-FRR1                                         | CUSIP: 12529YCA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $2359336.50   | 0.41%             | 2029-08-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    375000 | PA      | $368733.75    | 0.06%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    463000 | PA      | $393656.49    | 0.07%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    343000 | PA      | $333562.01    | 0.06%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Glencore Funding LLC                                                                                | Glencore Funding LLC                                                             | CUSIP: 378272AH1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217415.16    | 0.04%             | 2024-04-29      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                                            | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    517000 | PA      | $387851.86    | 0.07%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2014-C19                              | CUSIP: 46641WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $504905.67    | 0.09%             | 2047-04-15      | Variable      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                                                      | Transocean Inc                                                                   | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    112000 | PA      | $102760.00    | 0.02%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS ESCROW ISSUER                                                                               | Grifols Escrow Issuer SA                                                         | CUSIP: 000000000<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    285000 | PA      | $262454.96    | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Avaya Holdings Corp                                                                                 | Avaya Holdings Corp                                                              | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |         4 | NS      | $1.43         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PENTAIR FINANCE SARL                                                                                | Pentair Finance Sarl                                                             | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $516874.37    | 0.09%             | 2032-07-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                              | Cidron Aida Finco Sarl                                                           | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $537451.78    | 0.09%             | 2028-04-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PECF USS INTERMEDIATE HO                                                                            | PECF USS Intermediate Holding III Corp                                           | CUSIP: 69291HAA3<br>LEI: 254900DIL842DEXPYJ91 | Long             | DBT              | CORP              | US        |    106000 | PA      | $80825.00     | 0.01%             | 2029-11-15      | Fixed         | 8.00%                 | Yes           | 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        |    101000 | PA      | $78066.15     | 0.01%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. Term Loan                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15697 | PA      | $6856.45      | 0.00%             | 2023-05-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Whetstone Park CLO Ltd                                                                              | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228874.25    | 0.04%             | 2035-01-20      | Floating      | 7.71%                 | Yes           | 2                  | On Loan: No      |
| Apple Inc                                                                                           | Apple Inc                                                                        | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    219000 | PA      | $211330.44    | 0.04%             | 2025-02-09      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    225000 | PA      | $163510.88    | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                                            | Uzbek Industrial and Construction Bank ATB                                       | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |    700000 | PA      | $675500.00    | 0.12%             | 2024-12-02      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                                             | Gates Global LLC / Gates Corp                                                    | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    771000 | PA      | $759309.71    | 0.13%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258000 | PA      | $793627.92    | 0.14%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| XEROX CORPORATION                                                                                   | Xerox Corp                                                                       | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    118000 | PA      | $92051.60     | 0.02%             | 2039-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                 | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    278000 | PA      | $266970.20    | 0.05%             | 2027-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $133.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                                              | Export-Import Bank of India                                                      | CUSIP: 000000000<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $196921.46    | 0.03%             | 2024-03-12      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    415000 | PA      | $431117.28    | 0.08%             | 2028-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                                             | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    347000 | PA      | $269792.50    | 0.05%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1146595.96   | 0.20%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| ING Groep NV                                                                                        | ING Groep NV                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $221845.75    | 0.04%             | 2027-03-29      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                                | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    284000 | PA      | $269811.36    | 0.05%             | 2026-04-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    254000 | PA      | $219709.88    | 0.04%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | CUSIP: 61766EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7710000 | PA      | $204559.41    | 0.04%             | 2049-05-15      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1184.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ST SAVINGS BK (SSB #1)                                                                              | State Savings Bank of Ukraine Via SSB #1 PLC                                     | CUSIP: 000000000<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $118176.03    | 0.02%             | 2024-01-19      | Floating      | 12.00%                | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    268000 | PA      | $187504.06    | 0.03%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Nokia OYJ                                                                                           | Nokia Oyj                                                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    361000 | PA      | $367840.95    | 0.06%             | 2039-05-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                                                                          | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $288918.91    | 0.05%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1418322.57   | 0.25%             | 2025-11-25      | Fixed         | 2.33%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                 | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    242000 | PA      | $229900.00    | 0.04%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    243000 | PA      | $237315.94    | 0.04%             | 2027-03-13      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                                | Abu Dhabi Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1262000 | PA      | $1053537.79   | 0.19%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    642000 | PA      | $560973.18    | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $206540.00    | 0.04%             | 2028-01-15      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    451000 | PA      | $388933.38    | 0.07%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                            | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    251000 | PA      | $218513.64    | 0.04%             | 2026-11-15      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1467816.24   | 0.26%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CAESARS RESORT / FINCO                                                                              | Caesars Resort Collection LLC / CRC Finco Inc                                    | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $281047.77    | 0.05%             | 2025-07-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2020-DNA5                                          | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268465 | PA      | $270952.00    | 0.05%             | 2050-10-25      | Floating      | 7.11%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $399241.50    | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    382000 | PA      | $349451.44    | 0.06%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-96215.91    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169126.23    | 0.03%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| APCOA PARKING HOLDINGS G                                                                            | APCOA Parking Holdings GmbH                                                      | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $206558.56    | 0.04%             | 2027-01-15      | Floating      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                                            | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    850000 | PA      | $812812.50    | 0.14%             | 2026-10-01      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    498000 | PA      | $485046.72    | 0.09%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    987000 | PA      | $893489.14    | 0.16%             | 2025-10-21      | Fixed         | 0.55%                 | Yes           | 2                  | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    321000 | PA      | $274449.52    | 0.05%             | 2029-10-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93874.20     | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $566781.90    | 0.10%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| FRST STU BID/FRST TRANS                                                                             | First Student Bidco Inc / First Transit Parent Inc                               | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $845092.64    | 0.15%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| HUB International Ltd                                                                               | HUB International Ltd                                                            | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435613.20    | 0.08%             | 2026-05-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Commerzbank AG                                                                                      | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    687000 | PA      | $739427.44    | 0.13%             | 2026-03-23      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $856797.33    | 0.15%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212657.50    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                                                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    313000 | PA      | $282573.27    | 0.05%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     89000 | PA      | $69967.11     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    500000 | PA      | $183750.00    | 0.03%             | 2032-03-26      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    374000 | PA      | $265693.34    | 0.05%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CBB INTL SUKUK PROG WLL                                                                             | CBB International Sukuk Programme Co WLL                                         | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |   1581000 | PA      | $1429255.62   | 0.25%             | 2029-05-18      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2021-BNK31                                                                  | CUSIP: 06541ABM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1569003 | PA      | $118316.77    | 0.02%             | 2054-02-15      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| Kingdom of Jordan                                                                                   | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    293000 | PA      | $263122.20    | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    330000 | PA      | $309085.91    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PTTEP CANADA INTERNATION                                                                            | PTTEP Canada International Finance Ltd                                           | CUSIP: 000000000<br>LEI: 2549001C29CRNKMKL768 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $402998.11    | 0.07%             | 2042-06-12      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $457376.37    | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                          | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    851000 | PA      | $809091.37    | 0.14%             | 2025-06-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1946165 | PA      | $131572.22    | 0.02%             | 2054-02-15      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384000 | PA      | $314635.01    | 0.06%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    147000 | PA      | $121382.31    | 0.02%             | 2026-10-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                              | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178919 | PA      | $154716.17    | 0.03%             | 2050-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |         1 | NC      | $-4208.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                               | CUSIP: 81180WAL5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    239000 | PA      | $233673.85    | 0.04%             | 2025-01-01      | Fixed         | 4.75%                 | 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      | $-409.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $20571.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186437.50    | 0.03%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369439 | PA      | $298090.92    | 0.05%             | 2050-02-25      | Variable      | 3.03%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    831000 | PA      | $776839.23    | 0.14%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $80910.10     | 0.01%             | 2049-08-10      | Variable      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $259693.03    | 0.05%             | 2027-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                           | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    599000 | PA      | $385344.35    | 0.07%             | 2042-02-22      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                                             | Walt Disney Co/The                                                               | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216344.94    | 0.04%             | 2027-03-23      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce PLC                                                                                     | Rolls-Royce PLC                                                                  | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $929400.02    | 0.16%             | 2024-05-09      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS INC                                                                                 | Nestle Holdings Inc                                                              | CUSIP: 641062AU8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    227000 | PA      | $212976.91    | 0.04%             | 2024-09-14      | Fixed         | 0.61%                 | Yes           | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                             | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    251000 | PA      | $221642.54    | 0.04%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Main Street Capital Corp                                                                            | Main Street Capital Corp                                                         | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172970.62    | 0.03%             | 2024-05-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                                                            | Mondelez International Holdings Netherlands BV                                   | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    240000 | PA      | $230190.20    | 0.04%             | 2024-09-19      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| NH HOTEL GROUP SA                                                                                   | NH Hotel Group SA                                                                | CUSIP: 000000000<br>LEI: 959800LM1RW3PKJ4A296 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1120693.25   | 0.20%             | 2026-07-02      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| SMRT                                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1296528.38   | 0.23%             | 2039-01-15      | Floating      | 7.83%                 | Yes           | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $257087.13    | 0.05%             | 2028-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    237000 | PA      | $225465.21    | 0.04%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                               | Nabors Industries Ltd                                                            | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    213000 | PA      | $203033.73    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    746000 | PA      | $731082.98    | 0.13%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Merck & Co Inc                                                                                      | Merck & Co Inc                                                                   | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    218000 | PA      | $211163.93    | 0.04%             | 2025-02-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1761480.25   | 0.31%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    238000 | PA      | $267077.06    | 0.05%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT                    | CUSIP: 46645WBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $288660.70    | 0.05%             | 2033-07-05      | Variable      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    186000 | PA      | $164721.60    | 0.03%             | 2027-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    388000 | PA      | $373450.00    | 0.07%             | 2026-07-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       199 | NC      | $252351.94    | 0.04%             |  |  |  | No            | 1                  | 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%             | 2023-06-06      | Fixed         | 9.50%                 | Yes           | 3                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    744000 | PA      | $725847.46    | 0.13%             | 2024-06-26      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| MANGROVE LUXCO III                                                                                  | Mangrove Luxco III Sarl                                                          | CUSIP: 000000000<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $239173.07    | 0.04%             | 2025-10-09      | Fixed         | 7.78%                 | Yes           | 2                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    758000 | PA      | $671654.64    | 0.12%             | 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      | $354427.20    | 0.06%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93458.72     | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                                                                        | Navient Corp                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    107000 | PA      | $82936.41     | 0.01%             | 2033-08-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                                                                    | Lamar Media Corp                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $327665.77    | 0.06%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                                             | Gulfport Energy Corp                                                             | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    357000 | PA      | $353719.17    | 0.06%             | 2026-05-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    918000 | PA      | $795613.89    | 0.14%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    471000 | PA      | $390930.00    | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425441 | PA      | $363718.68    | 0.06%             | 2050-12-25      | Variable      | 3.58%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $261154.06    | 0.05%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                                               | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $360571.88    | 0.06%             | 2024-09-06      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    892000 | PA      | $724446.72    | 0.13%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ENACT HOLDINGS INC                                                                                  | Enact Holdings Inc                                                               | CUSIP: 37255LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221625.00    | 0.04%             | 2025-08-15      | Fixed         | 6.50%                 | 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      | $-9816.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EMIRATES NBD BANK PJSC                                                                              | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    362000 | PA      | $362000.00    | 0.06%             | 2026-04-09      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $177861.49    | 0.03%             | 2029-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    227000 | PA      | $222112.12    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    863000 | PA      | $838143.79    | 0.15%             | 2025-06-09      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     69000 | PA      | $62449.83     | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                                                                | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $243768.67    | 0.04%             | 2028-10-09      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                                             | Exxon Mobil Corp                                                                 | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    218000 | PA      | $211951.39    | 0.04%             | 2025-03-19      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127115.48    | 0.02%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-446.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                    | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    233000 | PA      | $224620.56    | 0.04%             | 2026-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                                                                                   | Imperial Fund Mortgage Trust 2022-NQM3                                           | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470376 | PA      | $454429.13    | 0.08%             | 2067-05-25      | Variable      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CPI CG INC                                                                                          | CPI CG Inc                                                                       | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $285260.34    | 0.05%             | 2026-03-15      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $255812.45    | 0.04%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                  | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1310000 | PA      | $1381249.73   | 0.24%             | 2035-02-14      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $380354.07    | 0.07%             | 2025-12-09      | Fixed         | 0.88%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                     | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869269 | PA      | $699591.98    | 0.12%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486985.00    | 0.09%             | 2026-01-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213384.40    | 0.04%             | 2025-05-01      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                                                            | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583200 | PA      | $589212.79    | 0.10%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $61922.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                                            | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254751.98    | 0.04%             | 2025-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $972318.20    | 0.17%             | 2033-08-25      | Floating      | 6.56%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    481000 | PA      | $462962.50    | 0.08%             | 2027-11-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NOBIAN FINANCE B                                                                                    | Nobian Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $327253.55    | 0.06%             | 2026-07-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $7885.00      | 0.00%             | 2021-02-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $302670.51    | 0.05%             | 2049-11-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CARLYLE HOLDINGS II FIN                                                                             | Carlyle Holdings II Finance LLC                                                  | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256000 | PA      | $241522.69    | 0.04%             | 2043-03-30      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                    | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    378000 | PA      | $376110.00    | 0.07%             | 2028-09-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| COSTA RICA GOVERNMENT                                                                               | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    523000 | PA      | $513586.00    | 0.09%             | 2031-02-19      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2360052.58   | 0.41%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                                                                  | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    303000 | PA      | $270001.76    | 0.05%             | 2026-05-15      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Republic of Sri Lanka                                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |   1300000 | PA      | $447610.67    | 0.08%             | 2026-07-18      | Fixed         | 6.83%                 | Yes           | 2                  | On Loan: No      |
| Bharti Airtel Ltd                                                                                   | Bharti Airtel Ltd                                                                | CUSIP: 08860HAA2<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    216000 | PA      | $211223.43    | 0.04%             | 2025-06-10      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| VERITAS US INC/BERMUDA L                                                                            | Veritas US Inc / Veritas Bermuda Ltd                                             | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1161000 | PA      | $765916.68    | 0.13%             | 2025-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Atos SE                                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $190794.88    | 0.03%             | 2025-05-07      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                      | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    231000 | PA      | $223302.78    | 0.04%             | 2025-04-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    102000 | PA      | $81837.66     | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                                              | Southwestern Energy Co                                                           | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    121000 | PA      | $106663.92    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd                                                                                    | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    275000 | PA      | $320961.09    | 0.06%             | 2025-08-28      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                                | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $825251.70    | 0.15%             | 2065-05-25      | Variable      | 2.09%                 | Yes           | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       113 | NC      | $111955.78    | 0.02%             |  |  |  | No            | 1                  | 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        |    318000 | PA      | $260045.46    | 0.05%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    358000 | PA      | $340096.42    | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    550000 | PA      | $516221.85    | 0.09%             | 2026-08-15      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $152276.00    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                             | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1002000 | PA      | $976248.60    | 0.17%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                          | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1777000 | PA      | $1630472.72   | 0.29%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    198000 | PA      | $178955.09    | 0.03%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                              | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    307000 | PA      | $286639.76    | 0.05%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                                                                      | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    424000 | PA      | $346620.00    | 0.06%             | 2029-12-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                                    | Deutsche Bank AG                                                                 | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    523000 | PA      | $507370.15    | 0.09%             | 2025-04-01      | Fixed         | 4.50%                 | 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      | $-123723.88   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Primrose Schools                                                                                    | Primrose Funding LLC                                                             | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967500 | PA      | $906428.50    | 0.16%             | 2049-07-30      | Fixed         | 4.48%                 | 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      | $-83.83       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                                               | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    261000 | PA      | $250165.24    | 0.04%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altice Finco SA                                                                                     | Altice Finco SA                                                                  | CUSIP: 000000000<br>LEI: 549300IGQP5SEZB5Z419 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $333733.40    | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $9860.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123415 | PA      | $115399.60    | 0.02%             | 2044-02-22      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| MTR CORP LTD                                                                                        | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    410000 | PA      | $335906.40    | 0.06%             | 2030-08-19      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65178 | PA      | $59312.70     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                 | Elevance Health Inc                                                              | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    261000 | PA      | $232728.89    | 0.04%             | 2054-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    289000 | PA      | $278128.23    | 0.05%             | 2024-08-08      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $963376.80    | 0.17%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Aetna Inc                                                                                           | Aetna Inc                                                                        | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    226000 | PA      | $220925.96    | 0.04%             | 2024-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INNOVATE Corp                                                                                       | INNOVATE Corp                                                                    | CUSIP: 404139AJ6<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |    454000 | PA      | $341050.38    | 0.06%             | 2026-02-01      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                                                                              | Philip Morris International Inc                                                  | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211987.46    | 0.04%             | 2024-05-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $210900.31    | 0.04%             | 2025-06-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                                                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    771000 | PA      | $768030.11    | 0.13%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle US CLO 2016-4 Ltd                                                        | CUSIP: 143109AQ9<br>LEI: 54930054F35TGSKQ6V76 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482403.00    | 0.08%             | 2027-10-20      | Floating      | 6.91%                 | Yes           | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                                                  | Enstar Finance LLC                                                               | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $252756.60    | 0.04%             | 2040-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $283325.51    | 0.05%             | 2027-06-24      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    219000 | PA      | $212475.99    | 0.04%             | 2024-05-30      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    458000 | PA      | $390412.00    | 0.07%             | 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        |    822905 | PA      | $662278.24    | 0.12%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Barclays Bank PLC                                                                | CUSIP: 06739FHV6<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $217079.70    | 0.04%             | 2024-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                                    | Deutsche Bank AG                                                                 | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    255000 | PA      | $248550.48    | 0.04%             | 2026-01-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| DPL INC                                                                                             | DPL Inc                                                                          | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $135180.60    | 0.02%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    360000 | PA      | $309646.80    | 0.05%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    364000 | PA      | $337827.35    | 0.06%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CORELOGIC INC                                                                                       | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    311000 | PA      | $247245.00    | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER FLORIDA LLC                                                                                | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $324796.50    | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     82000 | PA      | $74236.24     | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    302000 | PA      | $258070.27    | 0.05%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88078.91     | 0.02%             | 2027-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $555751.24    | 0.10%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VALEO SA                                                                                            | Valeo                                                                            | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200261.79    | 0.04%             | 2026-03-18      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Limited                                                     | 10YR MINI JGB FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |       -35 | NC      | $-32227.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| OOREDOO INTL FINANCE                                                                                | Ooredoo International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    384000 | PA      | $370627.58    | 0.07%             | 2043-01-31      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $313099.29    | 0.06%             | 2024-07-04      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201887 | PA      | $190089.27    | 0.03%             | 2059-11-25      | Variable      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1203843 | PA      | $583662.08    | 0.10%             | 2035-07-31      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                                                 | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    117000 | PA      | $106254.72    | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Banco de Bogota SA                                                                                  | Banco de Bogota SA                                                               | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    324000 | PA      | $300745.98    | 0.05%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-335.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    950000 | PA      | $1006954.40   | 0.18%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                    | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    202000 | PA      | $200816.41    | 0.04%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $266123.40    | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |    589500 | PA      | $500899.33    | 0.09%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                                            | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAJ6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216914.75    | 0.04%             | 2027-10-02      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp                                                                            | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212039.81    | 0.04%             | 2025-09-17      | Fixed         | 3.15%                 | No            | 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      | $473614.20    | 0.08%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    578000 | PA      | $476693.94    | 0.08%             | 2046-12-08      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| AZZURRA AEROPORTI SPA                                                                               | Azzurra Aeroporti SpA                                                            | CUSIP: 000000000<br>LEI: 8156004064432D3D0F19 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $760845.19    | 0.13%             | 2027-05-30      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| TRIUMPH GROUP INC                                                                                   | Triumph Group Inc                                                                | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    402000 | PA      | $388020.61    | 0.07%             | 2024-09-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $189612.50    | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NGG Finance PLC                                                                                     | NGG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119740.51    | 0.02%             | 2073-06-18      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $227689.06    | 0.04%             | 2026-01-29      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Republic of Angola                                                                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    714000 | PA      | $744316.44    | 0.13%             | 2025-11-12      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| HONG KONG                                                                                           | Hong Kong Government International Bond                                          | CUSIP: 43858AAG5<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    374000 | PA      | $381487.20    | 0.07%             | 2028-01-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2017-BNK6                                                                   | CUSIP: 060352AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $101421.08    | 0.02%             | 2060-07-15      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION MERGER SUB                                                                            | Constellation Merger Sub Inc                                                     | CUSIP: 210374AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $252879.53    | 0.04%             | 2025-09-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                      | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    580000 | PA      | $702253.28    | 0.12%             | 2026-12-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                                                                            | BCPE Ulysses Intermediate Inc                                                    | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $626250.00    | 0.11%             | 2027-04-01      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288551.37    | 0.05%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| HILTON GRAND VAC BOR ESC                                                                            | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $267958.62    | 0.05%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475581 | PA      | $398763.66    | 0.07%             | 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        |    240000 | PA      | $242256.88    | 0.04%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $2514.95      | 0.00%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $259107.46    | 0.05%             | 2052-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corp                                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94382.50     | 0.02%             | 2024-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Woori Bank                                                                                          | Woori Bank                                                                       | CUSIP: 98105FAC8<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    307000 | PA      | $303060.44    | 0.05%             | 2024-04-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CPUK FINANCE LTD                                                                                    | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $174756.42    | 0.03%             | 2026-08-28      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                                            | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    874000 | PA      | $769120.00    | 0.14%             | 2028-05-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                                                  | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    356000 | PA      | $329794.84    | 0.06%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Bombardier Inc                                                                                      | Bombardier Inc                                                                   | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $116452.36    | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |       -47 | NC      | $-3395.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| 180 MEDICAL INC                                                                                     | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265878.44    | 0.05%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                                              | Millennium Escrow Corp                                                           | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $36872.10     | 0.01%             | 2026-08-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| GRAY ESCROW II INC                                                                                  | Gray Escrow II Inc                                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $390664.70    | 0.07%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                                            | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    332000 | PA      | $278654.03    | 0.05%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Avation Capital SA                                                                                  | Avation Capital SA                                                               | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |    312432 | PA      | $267129.36    | 0.05%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Global Marine Inc                                                                                   | Global Marine Inc                                                                | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $62010.00     | 0.01%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    750000 | PA      | $650521.88    | 0.11%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG LONDON                                                                             | Deutsche Bank AG/London                                                          | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    258000 | PA      | $255865.07    | 0.04%             | 2024-05-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BANCA POPOLARE SONDRIO                                                                              | Banca Popolare di Sondrio SPA                                                    | CUSIP: 000000000<br>LEI: J48C8PCSJVUBR8KCW529 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $213217.57    | 0.04%             | 2024-04-03      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| TITAN HOLDINGS II BV                                                                                | Titan Holdings II BV                                                             | CUSIP: 000000000<br>LEI: 549300XU72VK2GL31495 | Long             | DBT              | CORP              | NL        |    667000 | PA      | $587354.70    | 0.10%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                                                                              | Pakistan Water & Power Development Authority                                     | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |   1537000 | PA      | $491747.78    | 0.09%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LIBRA GROUPCO SPA                                                                                   | Libra Groupco SpA                                                                | CUSIP: 000000000<br>LEI: 81560029CD3EE2AA0591 | Long             | DBT              | CORP              | IT        |    550000 | PA      | $487978.84    | 0.09%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1000000 | PA      | $45000.00     | 0.01%             | 2027-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                                    | Transnet SOC Ltd                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    565000 | PA      | $566412.50    | 0.10%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Ghana                                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    250000 | PA      | $174034.00    | 0.03%             | 2030-10-14      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| ADIB CAPITAL INVEST TWO                                                                             | ADIB Capital Invest 2 Ltd                                                        | CUSIP: 000000000<br>LEI: 549300IKJ30XQO8HG702 | Long             | DBT              | CORP              | KY        |    602000 | PA      | $604287.60    | 0.11%             | 2023-09-20      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $25.56        | 0.00%             |  |  |  | No            | 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        |    840764 | PA      | $764324.79    | 0.13%             | 2048-07-20      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| BANIJAY GROUP SAS                                                                                   | Banijay Group SAS                                                                | CUSIP: 000000000<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1049426.20   | 0.18%             | 2026-03-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                                                 | DBWF Mortgage Trust                                                              | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $787356.40    | 0.14%             | 2034-06-10      | Variable      | 3.42%                 | 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        |   1322000 | PA      | $264598.30    | 0.05%             | 2026-11-08      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                    | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1024687.04   | 0.18%             | 2026-12-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Hologic Inc                                                                                         | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $309712.13    | 0.05%             | 2028-02-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| INVITATION HOMES OP                                                                                 | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    261000 | PA      | $222574.32    | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                                               | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    357000 | PA      | $307912.50    | 0.05%             | 2029-10-15      | Fixed         | 4.50%                 | 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        |    175000 | PA      | $204490.61    | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| XPO CNW Inc                                                                                         | XPO CNW Inc                                                                      | CUSIP: 12612WAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251000 | PA      | $226382.58    | 0.04%             | 2034-05-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solut                                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    807000 | PA      | $787833.75    | 0.14%             | 2025-04-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                                                                                            | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $290432.21    | 0.05%             | 2025-01-30      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    331000 | PA      | $266887.94    | 0.05%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                            | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $211000.00    | 0.04%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| GOTO GROUP INC                                                                                      | GoTo Group Inc                                                                   | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    675000 | PA      | $339717.38    | 0.06%             | 2027-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SCHAEFFLER AG                                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203840.68    | 0.04%             | 2027-03-26      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                                | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725157 | PA      | $703273.61    | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                                            | National Health Investors Inc                                                    | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    367000 | PA      | $278657.17    | 0.05%             | 2031-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                           | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    549000 | PA      | $469395.00    | 0.08%             | 2026-12-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1105000 | PA      | $925746.65    | 0.16%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                                      | ELFI Graduate Loan Program 2020-A LLC                                            | CUSIP: 26857LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113962 | PA      | $99899.31     | 0.02%             | 2045-08-25      | Fixed         | 1.73%                 | Yes           | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    139000 | PA      | $128077.52    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                                                                             | OQ SAOC                                                                          | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    645000 | PA      | $619954.65    | 0.11%             | 2028-05-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Republic of Indonesia                                                                               | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    525000 | PA      | $492297.27    | 0.09%             | 2043-04-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| FEL ENERGY VI SARL                                                                                  | FEL Energy VI Sarl                                                               | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    236531 | PA      | $205486.45    | 0.04%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle Global Market Strategies CLO 2014-3-R Ltd                                | CUSIP: 14315LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $935583.00    | 0.16%             | 2031-07-27      | Floating      | 6.71%                 | Yes           | 2                  | On Loan: No      |
| HANA BANK                                                                                           | Hana Bank                                                                        | CUSIP: 40963LAH7<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    305000 | PA      | $298768.44    | 0.05%             | 2024-09-30      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                         | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    232000 | PA      | $230779.61    | 0.04%             | 2052-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1395.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J1                                                                | CUSIP: 12564KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793298 | PA      | $635229.46    | 0.11%             | 2051-03-25      | Variable      | 2.50%                 | 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      | $-527.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAC3<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    307000 | PA      | $303613.79    | 0.05%             | 2024-06-19      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2020-INV1 Trust                                                              | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123158 | PA      | $107820.04    | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                                             | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    363000 | PA      | $335243.46    | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    300000 | PA      | $199116.82    | 0.03%             | 2030-07-31      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                                                                            | Constellation Automotive Financing PLC                                           | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $396693.99    | 0.07%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                                                               | Palmer Square CLO 2021-4 Ltd                                                     | CUSIP: 69702EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2311288.35   | 0.41%             | 2034-10-15      | Floating      | 7.74%                 | Yes           | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                                             | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401000 | PA      | $351376.25    | 0.06%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $255295.29    | 0.04%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                      | CUSIP: 037411BE4<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    194000 | PA      | $179391.38    | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    261000 | PA      | $223813.42    | 0.04%             | 2030-03-12      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| TURK IHRACAT KR BK                                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAG2<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    481000 | PA      | $480326.60    | 0.08%             | 2026-01-31      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    586000 | PA      | $545712.50    | 0.10%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164935.39    | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MEITUAN                                                                                             | Meituan                                                                          | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    276000 | PA      | $250872.68    | 0.04%             | 2025-10-28      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    121000 | PA      | $115970.28    | 0.02%             | 2025-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       542 | NC      | $162878.64    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                                                            | Bertelsmann SE & Co KGaA                                                         | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $402376.08    | 0.07%             | 2075-04-23      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                                                               | CMG Media Corp                                                                   | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    954000 | PA      | $744120.00    | 0.13%             | 2027-12-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| DOLLAR GENERAL CORP                                                                                 | Dollar General Corp                                                              | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217992.34    | 0.04%             | 2024-09-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $463472.85    | 0.08%             | 2050-11-27      | Variable      | 2.03%                 | Yes           | 2                  | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                                             | Monitchem HoldCo 3 SA                                                            | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $316195.71    | 0.06%             | 2025-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                                               | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223768.60    | 0.04%             | 2029-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    620000 | PA      | $515278.90    | 0.09%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $130024.90    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Videotron Ltd                                                                                       | Videotron Ltd                                                                    | CUSIP: 92660FAG9<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    326000 | PA      | $323820.64    | 0.06%             | 2024-06-15      | Fixed         | 5.38%                 | 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        |    903111 | PA      | $824933.15    | 0.14%             | 2048-10-25      | Variable      | 4.36%                 | Yes           | 2                  | On Loan: No      |
| KCA DEUTAG UK FINANCE PL                                                                            | KCA Deutag UK Finance PLC                                                        | CUSIP: 000000000<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |    292645 | PA      | $281085.52    | 0.05%             | 2025-12-01      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                                                                              | Carriage Purchaser Inc                                                           | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $539857.81    | 0.09%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        33 | NC      | $4697.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BB7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     92000 | PA      | $96719.60     | 0.02%             | 2023-06-15      | Fixed         | 4.25%                 | 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      | $15497.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    347000 | PA      | $217754.99    | 0.04%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| STERICYCLE INC                                                                                      | Stericycle Inc                                                                   | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    337000 | PA      | $299006.62    | 0.05%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $551185.21    | 0.10%             | 2027-09-03      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $5231.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GARDEN SPINCO CORP                                                                                  | Garden Spinco Corp                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1326803.12   | 0.23%             | 2030-07-20      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $345328.39    | 0.06%             | 2050-03-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| DISH NETWORK CORP                                                                                   | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    947000 | PA      | $619614.68    | 0.11%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                         | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    139000 | PA      | $150120.00    | 0.03%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    244000 | PA      | $262977.34    | 0.05%             | 2053-01-17      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| TCW CLO 2017-1, Ltd                                                                                 | TCW CLO 2017-1A Ltd                                                              | CUSIP: 87240NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $282603.00    | 0.05%             | 2034-10-29      | Floating      | 7.10%                 | Yes           | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                                                                    | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    186000 | PA      | $153019.60    | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $270020.25    | 0.05%             | 2052-01-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                                               | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    387000 | PA      | $369517.66    | 0.06%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                                                | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    826000 | PA      | $659552.74    | 0.12%             | 2031-11-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                             | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   2699000 | PA      | $2283215.14   | 0.40%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917810.43    | 0.16%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59070.60     | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NGG FINANCE PLC                                                                                     | NGG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1135324.67   | 0.20%             | 2082-09-05      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $222853.63    | 0.04%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    567000 | PA      | $502679.52    | 0.09%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                                              | Export-Import Bank of India                                                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    500000 | PA      | $404250.00    | 0.07%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                                | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125337 | PA      | $112105.77    | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     82000 | PA      | $69662.28     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| POWER SECTOR ASSETS & LI                                                                            | Power Sector Assets & Liabilities Management Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    607000 | PA      | $629756.80    | 0.11%             | 2024-12-02      | Fixed         | 7.39%                 | Yes           | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                                            | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    333000 | PA      | $299626.74    | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    316000 | PA      | $258725.00    | 0.05%             | 2029-06-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $322778.07    | 0.06%             | 2049-03-28      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP                                                                              | Aviation Capital Group LLC                                                       | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210954.80    | 0.04%             | 2024-12-15      | Fixed         | 5.50%                 | 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      | $-2841.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CENTURION BIDCO SPA                                                                                 | Centurion Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $198403.66    | 0.03%             | 2026-09-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $301744.32    | 0.05%             | 2060-12-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200353.11    | 0.04%             | 2025-02-15      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31583.26     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1128000 | PA      | $717570.21    | 0.13%             | 2023-03-02      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202461.74    | 0.04%             | 2025-01-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    191000 | PA      | $187304.75    | 0.03%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2021-1 Trust                              | CUSIP: 95003AAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    778282 | PA      | $623796.94    | 0.11%             | 2050-12-25      | Variable      | 2.50%                 | 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      | $-9991.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $665950.74    | 0.12%             | 2041-12-25      | Floating      | 7.46%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DDC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $209950.00    | 0.04%             | 2050-08-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Novartis Capital Corp                                                                               | Novartis Capital Corp                                                            | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210974.09    | 0.04%             | 2024-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    942000 | PA      | $856419.30    | 0.15%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                                                               | Palmer Square CLO 2018-2 Ltd                                                     | CUSIP: 69688MAG0<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1199236.25   | 0.21%             | 2031-07-16      | Floating      | 6.73%                 | Yes           | 2                  | On Loan: No      |
| Sands China Ltd                                                                                     | Sands China Ltd                                                                  | CUSIP: 80007RAF2<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    298000 | PA      | $296240.22    | 0.05%             | 2025-08-08      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                                             | Spectra Energy Partners LP                                                       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    274000 | PA      | $260495.55    | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1300639.65   | 0.23%             | 2027-07-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476461.00    | 0.08%             | 2031-04-16      | Floating      | 6.54%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    448000 | PA      | $404604.48    | 0.07%             | 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        |    454422 | PA      | $406320.95    | 0.07%             | 2048-10-25      | Variable      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96202 | PA      | $90953.69     | 0.02%             | 2048-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL BANK OF FUJAIRA                                                                            | National Bank of Fujairah PJSC                                                   | CUSIP: 000000000<br>LEI: 6TIN7S7AEVZ717N6GQ95 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $195500.00    | 0.03%             | 2024-10-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-1                                                   | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252598 | PA      | $217485.50    | 0.04%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                      | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    208000 | PA      | $197055.04    | 0.03%             | 2037-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                                              | Energizer Gamma Acquisition BV                                                   | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $220865.48    | 0.04%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    778000 | PA      | $737316.44    | 0.13%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                                                             | F-Brasile SpA / F-Brasile US LLC                                                 | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    446000 | PA      | $365443.48    | 0.06%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1003410.15   | 0.18%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    343000 | PA      | $331757.20    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    782000 | PA      | $654995.38    | 0.12%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                                        | Chevron Corp                                                                     | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $211780.61    | 0.04%             | 2025-05-11      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| DUFRY ONE BV                                                                                        | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194351.60    | 0.03%             | 2026-03-30      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Turk Ihracat KR BK                                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    427000 | PA      | $417418.12    | 0.07%             | 2024-05-03      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536708 | PA      | $495258.88    | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    910000 | PA      | $57289.96     | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 000000000<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324505.43    | 0.06%             | 2024-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| RP ESCROW ISSUER LLC                                                                                | RP Escrow Issuer LLC                                                             | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $354144.00    | 0.06%             | 2025-12-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-139.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                                              | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    516000 | PA      | $378524.07    | 0.07%             | 2050-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222102 | PA      | $203934.25    | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | 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      | $-851.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT ACCEPTANC                                                                                    | Credit Acceptance Corp                                                           | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $225998.65    | 0.04%             | 2024-12-31      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                     | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $224396.07    | 0.04%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| KCA DEUTAG UK FINANCE PL                                                                            | KCA Deutag UK Finance PLC                                                        | CUSIP: 000000000<br>LEI: 529900T5G3VI71LSI184 | Long             | DBT              | CORP              | GB        |    146667 | PA      | $145690.20    | 0.03%             | 2025-12-01      | Floating      | 13.22%                | No            | 2                  | On Loan: No      |
| CARNIVAL PLC                                                                                        | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $164214.06    | 0.03%             | 2029-10-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $425729.55    | 0.07%             | 2047-01-15      | Variable      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138902 | PA      | $120350.97    | 0.02%             | 2048-03-25      | Variable      | 3.95%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                                                  | Turkey Government International Bond                                             | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    780000 | PA      | $640707.60    | 0.11%             | 2031-01-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $234924.81    | 0.04%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    481000 | PA      | $465179.91    | 0.08%             | 2024-12-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-8                                                  | CUSIP: 46652TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188412 | PA      | $163396.41    | 0.03%             | 2051-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                                                                | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |   1590000 | PA      | $1603980.67   | 0.28%             | 2024-04-26      | Fixed         | 1.66%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    217000 | PA      | $214179.00    | 0.04%             | 2024-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC                                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212358.61    | 0.04%             | 2024-06-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1311.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95704.22     | 0.02%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                                                                 | Sirius XM Radio Inc                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    562000 | PA      | $505814.26    | 0.09%             | 2026-09-01      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                  | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801810 | PA      | $677983.81    | 0.12%             | 2048-09-25      | Variable      | 3.71%                 | Yes           | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                                            | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    887000 | PA      | $847655.31    | 0.15%             | 2026-10-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Octagon Loan Funding Ltd                                                                            | Octagon Loan Funding Ltd                                                         | CUSIP: 67590RBE4<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238765.00    | 0.04%             | 2031-11-18      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                                                                  | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    273000 | PA      | $208429.36    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2013-C17                              | CUSIP: 46640UAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $90505.99     | 0.02%             | 2047-01-15      | Variable      | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Progress Energy Inc                                                                                 | Progress Energy Inc                                                              | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    135000 | PA      | $157891.99    | 0.03%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $362302.40    | 0.06%             | 2027-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    773000 | PA      | $723753.19    | 0.13%             | 2025-06-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    385000 | PA      | $358971.96    | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $80071.95     | 0.01%             | 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        |    183000 | PA      | $169009.65    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    201000 | PA      | $206371.67    | 0.04%             | 2028-02-09      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Getty Images Inc                                                                                    | Getty Images Inc                                                                 | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1123650.00   | 0.20%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                                              | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $413240.59    | 0.07%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    475000 | PA      | $346750.00    | 0.06%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| ARCOSA INC                                                                                          | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    162000 | PA      | $144874.34    | 0.03%             | 2029-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| MASTEC INC                                                                                          | MasTec Inc                                                                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1622142.73   | 0.29%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $1310048.70   | 0.23%             | 2052-01-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ST SAVINGS BK (SSB #1)                                                                              | State Savings Bank of Ukraine Via SSB #1 PLC                                     | CUSIP: 000000000<br>LEI: 213800X3YF17XQS13O34 | Long             | DBT              | CORP              | GB        |    237500 | PA      | $107350.00    | 0.02%             | 2025-03-20      | Variable      | 9.63%                 | Yes           | 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        |    284959 | PA      | $266762.08    | 0.05%             | 2034-07-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $779299.21    | 0.14%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $634983.16    | 0.11%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249799.55    | 0.04%             | 2025-12-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                                    | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    237000 | PA      | $230944.65    | 0.04%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                           | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $416089.91    | 0.07%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    312000 | PA      | $288896.40    | 0.05%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $451917.52    | 0.08%             | 2027-10-04      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| COCA-COLA CO/THE                                                                                    | Coca-Cola Co/The                                                                 | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    261000 | PA      | $224979.84    | 0.04%             | 2028-03-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $54.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-23795.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    500000 | PA      | $490744.80    | 0.09%             | 2033-12-27      | Floating      | 7.01%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189245.15    | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                                             | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    450000 | PA      | $235067.66    | 0.04%             | 2052-07-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                                            | EnLink Midstream Partners LP                                                     | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     59000 | PA      | $57204.84     | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172159.00    | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    156000 | PA      | $146867.17    | 0.03%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| OmGrid Funding Ltd                                                                                  | OmGrid Funding Ltd                                                               | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    516000 | PA      | $504390.00    | 0.09%             | 2027-05-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | Cifc Funding 2014-IV-R Ltd                                                       | CUSIP: 12552FAU7<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482689.50    | 0.08%             | 2035-01-17      | Floating      | 7.09%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    333000 | PA      | $317262.42    | 0.06%             | 2053-01-18      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-59709.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TVL FINANCE PLC                                                                                     | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $292801.76    | 0.05%             | 2025-07-15      | Floating      | 8.84%                 | Yes           | 2                  | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    272000 | PA      | $245044.80    | 0.04%             | 2040-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401A108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43000 | PA      | $446951.89    | 0.08%             | 2048-02-25      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248145.00    | 0.04%             | 2025-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ9                                     | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1068255 | PA      | $861072.56    | 0.15%             | 2052-02-26      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| FRANSHION BRILLIANT LTD                                                                             | Franshion Brilliant Ltd                                                          | CUSIP: 000000000<br>LEI: 549300E3ZP4GOU3D4G57 | Long             | DBT              | CORP              | VG        |    488000 | PA      | $471214.41    | 0.08%             | 2023-11-06      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Silver Creek CLO                                                                                    | Silver Creek CLO Ltd                                                             | CUSIP: 827551AQ5<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243781.00    | 0.04%             | 2030-07-20      | Floating      | 7.11%                 | Yes           | 2                  | On Loan: No      |
| Staples Inc                                                                                         | Staples Inc                                                                      | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $994597.50    | 0.17%             | 2027-04-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| INTERNATIONAL BANK OF AZ                                                                            | International Bank of Azerbaijan OJSC                                            | CUSIP: 000000000<br>LEI: 549300Y3ZQ0BCCDJGI40 | Long             | DBT              | CORP              | AZ        |    200000 | PA      | $191500.00    | 0.03%             | 2024-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241743.50    | 0.04%             | 2031-01-23      | Floating      | 6.97%                 | 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      | $493.14       | 0.00%             | 2020-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    995000 | PA      | $865650.00    | 0.15%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                              | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2125000 | PA      | $1730599.00   | 0.30%             | 2033-07-27      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-418.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                           | CUSIP: 984245AW0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       950 | PA      | $729.13       | 0.00%             | 2033-09-30      | Variable      | 7.00%                 | Yes           | 2                  | On Loan: No      |
| STATE OF ISRAEL                                                                                     | Israel Government International Bond                                             | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    326000 | PA      | $326299.92    | 0.06%             | 2033-01-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2021-A-GS                                          | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273992 | PA      | $212161.57    | 0.04%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    311000 | PA      | $274320.66    | 0.05%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL CORP                                                                                     | Murphy Oil Corp                                                                  | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    272000 | PA      | $268999.23    | 0.05%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214161.06    | 0.04%             | 2026-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1241368.89   | 0.22%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                                              | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $286577.54    | 0.05%             | 2024-12-13      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                               | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    395000 | PA      | $405003.61    | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| MARCOLIN SPA                                                                                        | Marcolin SpA                                                                     | CUSIP: 000000000<br>LEI: 815600C8D55034EB5379 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $278854.06    | 0.05%             | 2026-11-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF POLAND                                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    275000 | PA      | $297082.50    | 0.05%             | 2032-11-16      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-27955.44    | -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        |    436501 | PA      | $395967.03    | 0.07%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                            | Uruguay Government International Bond                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    946657 | PA      | $1047179.87   | 0.18%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2700000 | PA      | $537300.00    | 0.09%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| DAILY MAIL & GENL TRUST                                                                             | Daily Mail & General Trust PLC                                                   | CUSIP: 000000000<br>LEI: 4OFD47D73QFJ1T1MOF29 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $281089.69    | 0.05%             | 2027-06-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $6171.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                                     | Murphy Oil Corp                                                                  | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    545000 | PA      | $445947.59    | 0.08%             | 2042-12-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    754000 | PA      | $593767.46    | 0.10%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| KROGER CO                                                                                           | Kroger Co/The                                                                    | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    221000 | PA      | $214110.27    | 0.04%             | 2026-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1079785.09   | 0.19%             | 2026-02-23      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| AMS-OSRAM AG                                                                                        | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $819276.48    | 0.14%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                                            | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    267000 | PA      | $223981.48    | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $168022.65    | 0.03%             | 2047-10-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| APCOA PARKING HOLDINGS G                                                                            | APCOA Parking Holdings GmbH                                                      | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $150609.80    | 0.03%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                                             | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    256000 | PA      | $106444.80    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Pilgrim's Pride Corp                                                                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAE8<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    861000 | PA      | $854361.69    | 0.15%             | 2027-09-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                                               | Argentine Republic Government International Bond                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2084633 | PA      | $709252.25    | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $27.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TACORA RESOURCES INC                                                                                | Tacora Resources Inc                                                             | CUSIP: 87356LAA8<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | CORP              | CA        |    399000 | PA      | $306232.50    | 0.05%             | 2026-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $184734.00    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| KCA DEUTAG PIKCO PLC                                                                                | KCA Deutag Pikco PLC                                                             | CUSIP: 000000000<br>LEI: 213800MUYATZQRQL1Y20 | Long             | DBT              | CORP              | GB        |     91784 | PA      | $85950.21     | 0.02%             | 2027-12-01      | Fixed         | 15.00%                | No            | 2                  | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                                                                 | LSF11 A5 HoldCo LLC                                                              | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    457000 | PA      | $375012.02    | 0.07%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Berry Global Inc                                                                                    | Berry Global Inc                                                                 | CUSIP: 085770AB1<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    224000 | PA      | $220080.00    | 0.04%             | 2027-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-CH3                                                  | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64928 | PA      | $61419.54     | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| WEST FRASER TIMBER CO                                                                               | West Fraser Timber Co Ltd                                                        | CUSIP: 952845AE5<br>LEI: 5493005WD1ZK6WBVR988 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $211731.39    | 0.04%             | 2024-10-15      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| POLAR US BORROWER LLC                                                                               | Polar US Borrower LLC / Schenectady International Group Inc                      | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $174150.00    | 0.03%             | 2026-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PARTS EUROPE SA                                                                                     | Parts Europe SA                                                                  | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $269749.17    | 0.05%             | 2027-07-20      | Floating      | 6.34%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-6                                                  | CUSIP: 46650JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264151 | PA      | $242337.18    | 0.04%             | 2048-12-25      | Variable      | 3.89%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                                                                   | Republic of Kenya Government International Bond                                  | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    413000 | PA      | $387724.40    | 0.07%             | 2024-06-24      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $265517.22    | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Marks & Spencer PLC                                                                                 | Marks & Spencer PLC                                                              | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    312000 | PA      | $382710.42    | 0.07%             | 2025-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| DUFRY ONE BV                                                                                        | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $141057.75    | 0.02%             | 2028-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $212900.75    | 0.04%             | 2025-01-10      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    308000 | PA      | $267923.66    | 0.05%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                                                                | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    174000 | PA      | $158943.75    | 0.03%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2017-E LLC                                        | CUSIP: 83404KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $478134.25    | 0.08%             | 2040-11-26      | Fixed         | 3.49%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $185777.90    | 0.03%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NMI HOLDINGS                                                                                        | NMI Holdings Inc                                                                 | CUSIP: 629209AA5<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275073.60    | 0.05%             | 2025-06-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                          | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    500000 | PA      | $40000.00     | 0.01%             | 2018-08-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                                            | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    183000 | PA      | $170967.06    | 0.03%             | 2029-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $101761.62    | 0.02%             | 2025-11-24      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Life Storage LP                                                                                     | Life Storage LP                                                                  | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |    237000 | PA      | $219300.11    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                                                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    253000 | PA      | $222479.50    | 0.04%             | 2027-09-10      | Fixed         | 1.55%                 | Yes           | 2                  | On Loan: No      |
| ITHACA ENERGY NORTH                                                                                 | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAB0<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    268000 | PA      | $263259.80    | 0.05%             | 2026-07-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIV Ltd                                                             | CUSIP: 87159QCB2<br>LEI: 54930085JMJSZBQ6N270 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500413.50    | 0.09%             | 2026-07-14      | Floating      | 7.89%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -133 | NC      | $-105279.53   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                                            | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    193000 | PA      | $200279.96    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO                                                                                          | Apidos CLO XXXI                                                                  | CUSIP: 03767VAN8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1090316.52   | 0.19%             | 2031-04-15      | Floating      | 6.69%                 | Yes           | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    679000 | PA      | $689098.77    | 0.12%             | 2023-09-15      | Fixed         | 7.88%                 | 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      | $53808.63     | 0.01%             | 2041-05-25      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| PANASONIC HOLDINGS CORP                                                                             | Panasonic Holdings Corp                                                          | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    219000 | PA      | $210737.07    | 0.04%             | 2024-07-19      | Fixed         | 2.68%                 | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    213000 | PA      | $213468.60    | 0.04%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 34540UAC3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $856413.53    | 0.15%             | 2024-03-06      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $201128.23    | 0.04%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285116 | PA      | $245849.78    | 0.04%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2100000 | PA      | $1930655.03   | 0.34%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $820050.00    | 0.14%             | 2024-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Lamar Funding Ltd                                                                                   | Lamar Funding Ltd                                                                | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $469133.84    | 0.08%             | 2025-05-07      | Fixed         | 3.96%                 | Yes           | 2                  | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                                            | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $873989.70    | 0.15%             | 2028-08-15      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                            | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213441.56    | 0.04%             | 2024-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                     | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210568.16    | 0.04%             | 2024-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                      | CUSIP: 037411BA2<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93412.34     | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1438.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COSTAR GROUP INC                                                                                    | CoStar Group Inc                                                                 | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $272926.43    | 0.05%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           | 2                  | On Loan: No      |
| CHINA GOVT INTL BOND                                                                                | China Government International Bond                                              | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $794536.00    | 0.14%             | 2023-10-19      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                          | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $209926.47    | 0.04%             | 2053-01-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORP                                                                                        | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    669000 | PA      | $508212.54    | 0.09%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2220615.00   | 0.39%             | 2024-05-13      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    650000 | PA      | $668050.61    | 0.12%             | 2024-10-15      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| TELEFLEX INC                                                                                        | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    321000 | PA      | $296106.68    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    214000 | PA      | $199070.44    | 0.03%             | 2026-08-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| OWL ROCK CAPITAL CORP                                                                               | Owl Rock Capital Corp                                                            | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    227000 | PA      | $212892.89    | 0.04%             | 2025-07-22      | Fixed         | 3.75%                 | 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      | $204386.90    | 0.04%             | 2030-04-01      | 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      | $3399.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    197000 | PA      | $163744.43    | 0.03%             | 2046-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161932.35    | 0.03%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924307 | PA      | $781077.68    | 0.14%             | 2050-05-25      | Variable      | 3.64%                 | Yes           | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2019-KG01 Mortgage Trust                                                   | CUSIP: 30298CAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5092678 | PA      | $17687.38     | 0.00%             | 2029-04-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                                                                               | Arroyo Mortgage Trust 2019-2                                                     | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105623 | PA      | $99995.01     | 0.02%             | 2049-04-25      | Variable      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $264112.30    | 0.05%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| PepsiCo Inc                                                                                         | PepsiCo Inc                                                                      | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    221000 | PA      | $213896.61    | 0.04%             | 2025-04-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GENERAL DYNAMICS CORP                                                                               | General Dynamics Corp                                                            | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211609.25    | 0.04%             | 2025-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TCI Communications Inc                                                                              | TCI Communications Inc                                                           | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $157200.92    | 0.03%             | 2026-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $7412.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $356280.90    | 0.06%             | 2027-12-01      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| Eskom Holdings SOC Ltd                                                                              | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    402000 | PA      | $385210.07    | 0.07%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    313000 | PA      | $14085.00     | 0.00%             | 2021-11-17      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| United States Steel Corp                                                                            | United States Steel Corp                                                         | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104113.42    | 0.02%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| HANOVER INSURANCE GROUP                                                                             | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    349000 | PA      | $276366.55    | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    392000 | PA      | $302937.60    | 0.05%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    179000 | PA      | $162064.17    | 0.03%             | 2024-07-24      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $687079.00    | 0.12%             | 2030-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    979000 | PA      | $888442.50    | 0.16%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                    | CUSIP: 46640JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $269139.84    | 0.05%             | 2046-01-15      | Variable      | 3.99%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                                            | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    262000 | PA      | $176774.38    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                            | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    458000 | PA      | $413363.32    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    688000 | PA      | $643335.04    | 0.11%             | 2028-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    231000 | PA      | $207320.19    | 0.04%             | 2026-07-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         7 | NC      | $-9962.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | CUSIP: 61763XAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $206876.88    | 0.04%             | 2047-10-15      | Fixed         | 3.39%                 | Yes           | 2                  | On Loan: No      |
| American Tower Corp                                                                                 | American Tower Corp                                                              | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    213000 | PA      | $208403.01    | 0.04%             | 2024-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    379000 | PA      | $260562.50    | 0.05%             | 2028-03-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS INC                                                                                  | Roche Holdings Inc                                                               | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    223000 | PA      | $212929.34    | 0.04%             | 2025-03-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| CALI Mortgage Trust 2019-101C                                                                       | CALI Mortgage Trust 2019-101C                                                    | CUSIP: 129890AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $229693.34    | 0.04%             | 2039-03-10      | Variable      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                                            | Consensus Cloud Solutions Inc                                                    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $245287.02    | 0.04%             | 2028-10-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| DAVITA INC                                                                                          | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    472000 | PA      | $397660.00    | 0.07%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| G CITY EUROPE LTD                                                                                   | G City Europe Ltd                                                                | CUSIP: 000000000<br>LEI: 213800OJ67K27RCO2J56 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $184454.62    | 0.03%             | 2025-09-11      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Turkey                                                                                  | Turkey Government International Bond                                             | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    500000 | PA      | $333627.00    | 0.06%             | 2047-05-11      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CARRIAGE SERVICES INC                                                                               | Carriage Services Inc                                                            | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $822750.00    | 0.14%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DKT Finance ApS                                                                                     | DKT Finance ApS                                                                  | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |    900000 | PA      | $900252.00    | 0.16%             | 2023-06-17      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    551000 | PA      | $430117.82    | 0.08%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1504759 | PA      | $104121.07    | 0.02%             | 2054-05-15      | Variable      | 1.30%                 | No            | 2                  | On Loan: No      |
| KCA DEUTAG INTERNATIONAL LTD                                                                        | KCA DEUTAG INTERNATIONAL LTD                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2574 | NS      | $142213.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    619000 | PA      | $569480.00    | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Leonardo SpA                                                                                        | Leonardo SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X4EEX1U9LN3U39 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $441152.55    | 0.08%             | 2025-03-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                                    | WFRBS Commercial Mortgage Trust 2013-C12                                         | CUSIP: 92937FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $730949.28    | 0.13%             | 2048-03-15      | Variable      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Spirit AeroSystems Inc                                                                              | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    422000 | PA      | $354696.36    | 0.06%             | 2028-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-729.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    892000 | PA      | $874449.81    | 0.15%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    239000 | PA      | $224603.16    | 0.04%             | 2026-04-28      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6254379 | PA      | $369696.36    | 0.06%             | 2052-07-15      | Variable      | 1.30%                 | 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      | $-408.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245876.43    | 0.04%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TRANSOCEAN INC                                                                                      | Transocean Inc                                                                   | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    735000 | PA      | $757785.00    | 0.13%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SWAN HOUSING CAPITAL PLC                                                                            | Swan Housing Capital plc                                                         | CUSIP: 000000000<br>LEI: 213800G624ACQMKRFS19 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184256.27    | 0.03%             | 2048-03-05      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                    | WFRBS Commercial Mortgage Trust 2013-C12                                         | CUSIP: 92937FAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $918563.68    | 0.16%             | 2048-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $5645.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $685159.09    | 0.12%             | 2028-11-07      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    976195 | PA      | $797421.96    | 0.14%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                                                                                            | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $840645.51    | 0.15%             | 2026-02-04      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-11116.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98026.68     | 0.02%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                                                             | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $269246.63    | 0.05%             | 2025-05-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    248000 | PA      | $240882.96    | 0.04%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| INTERCORP FIN SER INC                                                                               | Intercorp Financial Services Inc                                                 | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |    245000 | PA      | $222407.51    | 0.04%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                                                                 | Boxer Parent Co Inc                                                              | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    157000 | PA      | $149168.77    | 0.03%             | 2026-03-01      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $275592.61    | 0.05%             | 2028-02-24      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       224 | NC      | $161240.78    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-LTV3                                               | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83096 | PA      | $80668.28     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     10391 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $275882.55    | 0.05%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                                            | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    354000 | PA      | $286136.05    | 0.05%             | 2032-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                            | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67907.79     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CASTOR SPA                                                                                          | Castor SpA                                                                       | CUSIP: 000000000<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |    238000 | PA      | $254860.65    | 0.04%             | 2029-02-15      | Floating      | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                                                     | Oaktree CLO 2021-1 Ltd                                                           | CUSIP: 67402JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936416.00    | 0.16%             | 2034-07-15      | Floating      | 8.04%                 | Yes           | 2                  | On Loan: No      |
| Aramark Services Inc                                                                                | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    354000 | PA      | $333645.00    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Hexcel Corp                                                                                         | Hexcel Corp                                                                      | CUSIP: 428291AM0<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284002.02    | 0.05%             | 2025-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    364000 | PA      | $316301.44    | 0.06%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    109000 | PA      | $81750.00     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                                                                 | Greenland Global Investment Ltd                                                  | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |    802000 | PA      | $406678.16    | 0.07%             | 2025-04-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $532703.04    | 0.09%             | 2048-08-17      | Fixed         | 3.73%                 | Yes           | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                                               | Grupo Bimbo SAB de CV                                                            | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    308000 | PA      | $303419.97    | 0.05%             | 2024-06-27      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| High Ridge Brands Co                                                                                | High Ridge Brands Co                                                             | CUSIP: 42979BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $10767.00     | 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        |    140000 | PA      | $104323.80    | 0.02%             | 2044-12-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -61 | NC      | $-56439.95    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                                             | Railworks Holdings LP / Railworks Rally Inc                                      | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $221303.32    | 0.04%             | 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        |    155000 | PA      | $134846.31    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| EXPORT-IMPORT BANK CHINA                                                                            | Export-Import Bank of China/The                                                  | CUSIP: 000000000<br>LEI: 300300C1020211000045 | Long             | DBT              | NUSS              | CN        |    267000 | PA      | $234173.14    | 0.04%             | 2047-11-28      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1003270.35   | 0.18%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $93779.93     | 0.02%             | 2026-08-15      | Fixed         | 2.13%                 | 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      | $3057.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                         | CUSIP: 268317AM6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    257000 | PA      | $249932.50    | 0.04%             | 2024-01-22      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CHROME HOLDCO                                                                                       | Chrome Holdco SASU                                                               | CUSIP: 000000000<br>LEI: 9845000E49865VT3N679 | Long             | DBT              | CORP              | FR        |   1155000 | PA      | $970938.03    | 0.17%             | 2029-05-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                                                  | Serbia International Bond                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    409000 | PA      | $409777.10    | 0.07%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    201000 | PA      | $153765.00    | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    418000 | PA      | $423350.40    | 0.07%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1750000 | PA      | $122493.61    | 0.02%             | 2018-12-01      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                                             | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $360839.64    | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Eskom Holdings SOC Ltd                                                                              | Eskom Holdings SOC Ltd                                                           | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    955000 | PA      | $914508.00    | 0.16%             | 2025-02-11      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    201000 | PA      | $154770.00    | 0.03%             | 2048-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    335000 | PA      | $325962.13    | 0.06%             | 2026-10-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                                               | DB Master Finance LLC                                                            | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    193500 | PA      | $184783.99    | 0.03%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                             | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    367000 | PA      | $373422.50    | 0.07%             | 2027-02-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $890.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Real Alloy Holding Inc                                                                              | Real Alloy                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $3098192.06   | 0.54%             |  |  |  | No            | 3                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                              | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    198000 | PA      | $215180.46    | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| HIGHLAND HOLDINGS BOND                                                                              | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc       | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1003325 | PA      | $930583.94    | 0.16%             | 2025-10-15      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Staples Inc                                                                                         | Staples Inc                                                                      | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    725000 | PA      | $644198.75    | 0.11%             | 2026-04-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    626000 | PA      | $653349.94    | 0.11%             | 2031-01-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     93000 | PA      | $81618.66     | 0.01%             | 2030-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                                             | Grand Canyon University                                                          | CUSIP: 38528UAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $337448.80    | 0.06%             | 2024-10-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |         1 | NC      | $69.86        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158456.76   | 0.20%             | 2032-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $158415.00    | 0.03%             | 2032-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                       | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    366000 | PA      | $355916.70    | 0.06%             | 2026-03-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                         | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $203217.77    | 0.04%             | 2033-07-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $250844.74    | 0.04%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                                                                   | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $852500.00    | 0.15%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                       | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $273082.41    | 0.05%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |         1 | NC      | $-298.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                                            | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $394695.86    | 0.07%             | 2026-02-15      | Fixed         | 3.30%                 | 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      | $537.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    228000 | PA      | $242191.82    | 0.04%             | 2036-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                                               | Emergent BioSolutions Inc                                                        | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |    839000 | PA      | $364923.05    | 0.06%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| VALEO SA                                                                                            | Valeo                                                                            | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $413260.62    | 0.07%             | 2025-06-18      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| Pinewood Finance Co Ltd                                                                             | Pinewood Finance Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1089058.58   | 0.19%             | 2025-09-30      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    622000 | PA      | $609560.00    | 0.11%             | 2027-06-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| SOUTHEAST SUPPLY HEADER                                                                             | Southeast Supply Header LLC                                                      | CUSIP: 841504AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $429975.00    | 0.08%             | 2024-06-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $698557.50    | 0.12%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $161580.38    | 0.03%             | 2028-07-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| NOGAHOLDING SUKUK                                                                                   | Nogaholding Sukuk Ltd                                                            | CUSIP: 000000000<br>LEI: 54930062R6OFRHBRAI29 | Long             | DBT              | CORP              | KY        |    247000 | PA      | $245765.00    | 0.04%             | 2029-04-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                    | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $343896.74    | 0.06%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2022-NQM4 Trust                                                              | CUSIP: 67116XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1002452.55   | 0.18%             | 2062-04-25      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. Converted Term Loan A                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    374373 | PA      | $0.00         | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 31 Ltd                                        | CUSIP: 64132JAS4<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479504.50    | 0.08%             | 2031-04-20      | Floating      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| JC Penney Corp Inc                                                                                  | JC Penney Corp Inc                                                               | CUSIP: 708160BS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $0.00         | 0.00%             | 2037-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                                            | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    459000 | PA      | $422532.45    | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Southern Copper Corp                                                                                | Southern Copper Corp                                                             | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    218000 | PA      | $212225.18    | 0.04%             | 2025-04-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |         1 | NC      | $72460.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1439000 | PA      | $1094768.18   | 0.19%             | 2032-05-29      | Fixed         | 7.63%                 | 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        |    531000 | PA      | $555599.11    | 0.10%             | 2030-03-18      | Fixed         | 6.95%                 | 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      | $17538.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. 2019 Delayed Draw Term Loan                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87244 | PA      | $38108.04     | 0.01%             | 2023-05-24      | Floating      | 3.12%                 | No            | 3                  | 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        |   1210000 | PA      | $959378.02    | 0.17%             | 2049-11-08      | Fixed         | 2.47%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    480000 | PA      | $408600.00    | 0.07%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    330000 | PA      | $295277.40    | 0.05%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $215779.20    | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    317000 | PA      | $290451.25    | 0.05%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    962000 | PA      | $667445.49    | 0.12%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                                                               | Cablevision Lightpath LLC                                                        | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    326000 | PA      | $250205.00    | 0.04%             | 2028-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                                                | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    585000 | PA      | $514659.60    | 0.09%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| GKN Holdings Ltd                                                                                    | GKN Holdings Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800WS7P9FYSAIJ240 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $322538.59    | 0.06%             | 2032-05-12      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE                                                                               | United Parcel Service Inc                                                        | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    214000 | PA      | $211944.01    | 0.04%             | 2025-04-01      | Fixed         | 3.90%                 | No            | 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        |    850000 | PA      | $743785.56    | 0.13%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168677 | PA      | $168083.09    | 0.03%             | 2040-01-25      | Floating      | 6.51%                 | Yes           | 2                  | On Loan: No      |
| Rolls-Royce PLC                                                                                     | Rolls-Royce PLC                                                                  | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $419526.36    | 0.07%             | 2026-06-18      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Nokia OYJ                                                                                           | Nokia Oyj                                                                        | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    310000 | PA      | $297600.00    | 0.05%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp                                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41512.50     | 0.01%             | 2047-07-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO A SARL                                                                             | Summer BC Holdco A Sarl                                                          | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |   1126316 | PA      | $993232.53    | 0.17%             | 2027-10-31      | Fixed         | 9.25%                 | 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      | $-57584.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1433212.45   | 0.25%             | 2050-03-01      | Variable      | 2.31%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $163904.80    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| MAISON FINCO PLC                                                                                    | Maison Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $434542.47    | 0.08%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                                                               | Mexico Government International Bond                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1270000 | PA      | $1064533.41   | 0.19%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Bank NA                                                                                 | Wells Fargo Bank NA                                                              | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    243000 | PA      | $259402.82    | 0.05%             | 2036-08-26      | Fixed         | 5.95%                 | No            | 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        |    690073 | PA      | $545432.72    | 0.10%             | 2038-02-25      | Variable      | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NFP CORP                                                                                            | NFP Corp                                                                         | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    317000 | PA      | $302126.36    | 0.05%             | 2030-10-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Marlette Funding Trust                                                                              | Marlette Funding Trust 2021-1                                                    | CUSIP: 57110NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $862804.53    | 0.15%             | 2031-06-16      | Fixed         | 1.41%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251700.00    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| COM 144A                                                                                            | COM 144A                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4460190 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                                | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    237000 | PA      | $222541.10    | 0.04%             | 2029-11-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ATS CORP                                                                                            | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $257103.21    | 0.05%             | 2028-12-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796000 | PA      | $652618.35    | 0.11%             | 2051-09-27      | Variable      | 1.04%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                                                  | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    345000 | PA      | $289800.00    | 0.05%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    152000 | PA      | $137473.36    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                                            | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |    326000 | PA      | $247628.76    | 0.04%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                         | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $208349.09    | 0.04%             | 2048-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO LTD                                                                                 | Sound Point Clo XV Ltd                                                           | CUSIP: 83609RAQ4<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479103.50    | 0.08%             | 2029-01-23      | Floating      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| MIDCONTINENT COMM & FIN                                                                             | Midcontinent Communications / Midcontinent Finance Corp                          | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $156377.06    | 0.03%             | 2027-08-15      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| RENT-A-CENTER INC                                                                                   | Rent-A-Center Inc/TX                                                             | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $900150.00    | 0.16%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| COVANTA HOLDING CORP                                                                                | Covanta Holding Corp                                                             | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    331000 | PA      | $281618.00    | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CANARY WHARF GROUP                                                                                  | Canary Wharf Group Investment Holdings PLC                                       | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $483685.31    | 0.09%             | 2025-04-23      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   8000000 | PA      | $390000.00    | 0.07%             | 2024-05-16      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Marks & Spencer PLC                                                                                 | Marks & Spencer PLC                                                              | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    111000 | PA      | $99448.55     | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                                            | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $331940.00    | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| UBS-BAMLL Trust                                                                                     | UBS-BAMLL Trust 2012-WRM                                                         | CUSIP: 90269PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2347373.86   | 0.41%             | 2030-06-10      | Variable      | 4.24%                 | Yes           | 2                  | On Loan: No      |
| BRIGHTSPHERE INVESTMENT                                                                             | Brightsphere Investment Group Inc                                                | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |    298000 | PA      | $274905.00    | 0.05%             | 2026-07-27      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $205178.45    | 0.04%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                                                                              | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    460000 | PA      | $404800.00    | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| NUTRIEN LTD                                                                                         | Nutrien Ltd                                                                      | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $219426.44    | 0.04%             | 2024-11-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | CUSIP: 36261HBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383136 | PA      | $257173.15    | 0.05%             | 2051-10-25      | Variable      | 2.59%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $213715.49    | 0.04%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |         1 | NC      | $50296.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                                 | Ashtead Capital Inc                                                              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    842000 | PA      | $791816.68    | 0.14%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $512140.21    | 0.09%             | 2026-01-22      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $647296.09    | 0.11%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-27155.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Babson CLO Ltd                                                                                      | Barings CLO Ltd 2021-I                                                           | CUSIP: 06762EAG9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $920363.00    | 0.16%             | 2034-04-25      | Floating      | 7.72%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $125678.79    | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                                               | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    188000 | PA      | $220023.60    | 0.04%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1588000 | PA      | $1059418.32   | 0.19%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| NOVELIS CORP                                                                                        | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    784000 | PA      | $661696.00    | 0.12%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                                                  | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $441571.88    | 0.08%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust                                                         | CUSIP: 46647HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698612 | PA      | $633324.92    | 0.11%             | 2046-12-25      | Variable      | 5.41%                 | 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      | $3197501.44   | 0.56%             |  |  |  | No            | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $286.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DUFRY ONE BV                                                                                        | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $602584.82    | 0.11%             | 2026-04-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $239841.23    | 0.04%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                                            | EQM Midstream Partners LP                                                        | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    217000 | PA      | $190322.02    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $303314.94    | 0.05%             | 2026-08-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                       | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $172321.33    | 0.03%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $1230.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                             | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    306000 | PA      | $288469.26    | 0.05%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592383 | PA      | $476752.55    | 0.08%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2017-C LLC                                        | CUSIP: 83405DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424000 | PA      | $382712.75    | 0.07%             | 2040-07-25      | Variable      | 4.21%                 | Yes           | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $211211.35    | 0.04%             | 2026-08-10      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                                                          | RCKT Mortgage Trust 2020-1                                                       | CUSIP: 749389AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218340 | PA      | $186882.92    | 0.03%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Bombardier Inc                                                                                      | Bombardier Inc                                                                   | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $504569.62    | 0.09%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                    | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89757.90     | 0.02%             | 2046-11-01      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                     | Rolls-Royce PLC                                                                  | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $298236.86    | 0.05%             | 2028-05-09      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $12400.00     | 0.00%             | 2018-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                                                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    627000 | PA      | $528805.53    | 0.09%             | 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        |   1000000 | PA      | $899810.00    | 0.16%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    364000 | PA      | $350348.24    | 0.06%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162627 | PA      | $130883.11    | 0.02%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| LCM Ltd Partnership                                                                                 | LCM 28 Ltd                                                                       | CUSIP: 50200WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $472250.00    | 0.08%             | 2030-10-20      | Floating      | 6.96%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                                            | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    426000 | PA      | $399639.12    | 0.07%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    617000 | PA      | $609723.20    | 0.11%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                        | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  26050184 | NS      | $26044973.61  | 4.58%             |  |  |  | No            | N/A                | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-865.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                                                                | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    288000 | PA      | $271497.60    | 0.05%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                      | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253242.50    | 0.04%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| BELLIS FINCO PLC                                                                                    | Bellis Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $267220.13    | 0.05%             | 2027-02-16      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    583000 | PA      | $550427.79    | 0.10%             | 2050-04-16      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| CO-OP GRP HLDS                                                                                      | Co-Operative Group Ltd                                                           | CUSIP: 000000000<br>LEI: 213800TKR59ER8Z69V16 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $236313.84    | 0.04%             | 2026-07-08      | Variable      | 7.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2000000 | PA      | $120000.00    | 0.02%             | 2019-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                                            | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    379000 | PA      | $379852.16    | 0.07%             | 2023-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TRAVELEX ISSUERC LTD                                                                                | Travelex Issuerco Ltd                                                            | CUSIP: 000000000<br>LEI: 213800Z5P55WYCTK9G85 | Long             | DBT              | CORP              | GB        |   1866046 | PA      | $2990720.10   | 0.53%             | 2025-08-05      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                                                | Tencent Holdings Ltd                                                             | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    263000 | PA      | $259026.65    | 0.05%             | 2024-04-11      | Fixed         | 3.28%                 | Yes           | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                    | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91805.09     | 0.02%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    257000 | PA      | $227971.95    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CROWN CASTLE INC                                                                                    | Crown Castle Inc                                                                 | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    216000 | PA      | $210201.10    | 0.04%             | 2024-09-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $527043.17    | 0.09%             | 2029-01-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                                              | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    366000 | PA      | $378780.72    | 0.07%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZT3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535081.80    | 0.09%             | 2026-02-17      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                                 | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    838000 | PA      | $840551.63    | 0.15%             | 2032-08-11      | 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        |   3986000 | PA      | $179370.00    | 0.03%             | 2026-11-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PROG HOLDINGS INC                                                                                   | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    770000 | PA      | $652575.00    | 0.11%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161384.00    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1344491.82   | 0.24%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2017-B LLC                                        | CUSIP: 83403YAD6<br>LEI: 549300THMTEP636GV478 | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $398247.27    | 0.07%             | 2040-05-25      | Variable      | 4.44%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-5                                                    | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    951204 | PA      | $859080.25    | 0.15%             | 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        |    837000 | PA      | $611965.93    | 0.11%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| EP INFRASTRUCTURE AS                                                                                | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $220783.27    | 0.04%             | 2031-03-02      | Fixed         | 1.82%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-1 Trust                              | CUSIP: 95002KAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21321 | PA      | $18277.02     | 0.00%             | 2049-12-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                                                | GrubHub Holdings Inc                                                             | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $255947.39    | 0.04%             | 2027-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                                                                             | Standard Industries Inc/NJ                                                       | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    353000 | PA      | $331629.71    | 0.06%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Azerbaijan                                                                              | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    534000 | PA      | $462877.61    | 0.08%             | 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        |   1161000 | PA      | $934116.63    | 0.16%             | 2043-05-15      | Fixed         | 6.38%                 | 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        |    634097 | PA      | $539147.69    | 0.09%             | 2048-07-20      | Fixed         | 7.71%                 | Yes           | 2                  | On Loan: No      |
| Nabors Industries Inc                                                                               | Nabors Industries Inc                                                            | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118285.71    | 0.02%             | 2025-02-01      | Fixed         | 5.75%                 | No            | 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      | $468245.00    | 0.08%             | 2028-11-15      | Floating      | 7.21%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                     | CUSIP: 36262LAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $609578.72    | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $294939.00    | 0.05%             | 2042-04-25      | Floating      | 7.31%                 | Yes           | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    167000 | PA      | $160373.34    | 0.03%             | 2027-07-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                                                                              | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GAW7<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    352000 | PA      | $348618.59    | 0.06%             | 2024-05-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| QATAR ENERGY                                                                                        | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |   1883000 | PA      | $1599401.37   | 0.28%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    928000 | PA      | $855886.89    | 0.15%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                                | CUSIP: 12558TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292661 | PA      | $264119.24    | 0.05%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| MSCI INC                                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    350000 | PA      | $318500.00    | 0.06%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    933000 | PA      | $865357.50    | 0.15%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                                                              | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    925000 | PA      | $830192.72    | 0.15%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2603000 | PA      | $1908565.96   | 0.34%             | 2038-06-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2022-24 Ltd                                                              | CUSIP: 67118YAG8<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $474771.00    | 0.08%             | 2035-07-20      | Floating      | 7.19%                 | Yes           | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1080596.52   | 0.19%             | 2049-03-28      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                                             | Pakistan Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    500000 | PA      | $215000.00    | 0.04%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $-1882.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRESIDIO HOLDING INC                                                                                | Presidio Holdings Inc                                                            | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    707000 | PA      | $679603.75    | 0.12%             | 2028-02-01      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Apache Corp                                                                                         | Apache Corp                                                                      | CUSIP: 037411AY1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     72000 | PA      | $60485.04     | 0.01%             | 2042-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                                              | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    380000 | PA      | $308753.80    | 0.05%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AGUA Y SANEAMIENTOS ARG                                                                             | Agua y Saneamientos Argentinos SA                                                | CUSIP: 000000000<br>LEI: 5299003HUR94018IBF62 | Long             | DBT              | CORP              | AR        |    332612 | PA      | $259437.41    | 0.05%             | 2026-05-01      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| MUMTALAKAT SUKUK HOLDING                                                                            | Mumtalakat Sukuk Holding Co                                                      | CUSIP: 000000000<br>LEI: 549300EN7U0YPUUKDX15 | Long             | DBT              | CORP              | KY        |    401000 | PA      | $399017.46    | 0.07%             | 2024-02-27      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |         1 | NC      | $356.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                         | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    210000 | PA      | $216113.88    | 0.04%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                                | OneMain Finance Corp                                                             | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    585000 | PA      | $581171.18    | 0.10%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Triumph Group Inc                                                                                   | Triumph Group Inc                                                                | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    966000 | PA      | $820539.72    | 0.14%             | 2025-08-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |         1 | NC      | $97800.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                                                                                       | Sempra Energy                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131301.29    | 0.02%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Mattel Inc                                                                                          | Mattel Inc                                                                       | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52207.15     | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                   | CUSIP: 893830BK4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    503000 | PA      | $479107.50    | 0.08%             | 2025-11-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-1                                                | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $661439.30    | 0.12%             | 2066-01-25      | Variable      | 1.97%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    273000 | PA      | $265832.58    | 0.05%             | 2024-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $131372.21    | 0.02%             | 2052-01-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank N.A.                                                                                       | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $16330.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                  | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    339000 | PA      | $336457.50    | 0.06%             | 2024-12-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1081152.35   | 0.19%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                           | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $944405.00    | 0.17%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    797000 | PA      | $660324.22    | 0.12%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Travelex Financing PLC                                                                              | Travelex Financing 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      |
| 1375209 BC LTD                                                                                      | 1375209 BC Ltd                                                                   | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    255000 | PA      | $254046.30    | 0.04%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA/France                                                          | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    324000 | PA      | $254314.08    | 0.04%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| DELTA AIR LINES INC                                                                                 | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    171000 | PA      | $151317.90    | 0.03%             | 2029-10-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Toledo Hospital/The                                                                                 | Toledo Hospital/The                                                              | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150933.23    | 0.03%             | 2028-11-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                                      | Microsoft Corp                                                                   | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    226000 | PA      | $219574.48    | 0.04%             | 2025-02-12      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                                    | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAE9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   2077000 | PA      | $1782150.33   | 0.31%             | 2047-08-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    195000 | PA      | $62267.40     | 0.01%             | 2041-08-01      | Variable      | 1.26%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $696156.89    | 0.12%             | 2049-02-10      | Variable      | 4.10%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1051026.69   | 0.18%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $448625.00    | 0.08%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NGG FINANCE PLC                                                                                     | NGG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $818702.46    | 0.14%             | 2079-12-05      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235420.59    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                         | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    104000 | PA      | $103225.19    | 0.02%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Textainer Marine Containers Limited                                                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    817000 | PA      | $718114.49    | 0.13%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY INC                                                                                 | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    357000 | PA      | $339917.55    | 0.06%             | 2028-10-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    500000 | PA      | $31254.83     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6                       | CUSIP: 61761DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $994401.75    | 0.17%             | 2045-11-15      | Variable      | 4.54%                 | Yes           | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1655000 | PA      | $1670573.55   | 0.29%             | 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        |     53978 | PA      | $51305.26     | 0.01%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34036 | PA      | $32427.77     | 0.01%             | 2049-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    336000 | PA      | $216720.00    | 0.04%             | 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        |    170000 | PA      | $129465.20    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| RAC BOND CO PLC                                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $538305.81    | 0.09%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| COMMERZBANK AG                                                                                      | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    514000 | PA      | $551999.19    | 0.10%             | 2027-03-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| TRINIDAD GEN UNLTD                                                                                  | Trinidad Generation UnLtd                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    468000 | PA      | $452528.18    | 0.08%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CASINO GUICHARD PERRACHO                                                                            | Casino Guichard Perrachon SA                                                     | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92896.99     | 0.02%             | 2024-03-07      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding V CLO Ltd                                                          | CUSIP: 15032AAU1<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236453.25    | 0.04%             | 2031-07-17      | Floating      | 6.89%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2017-D LLC                                        | CUSIP: 78471CAC3<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $361431.40    | 0.06%             | 2040-09-25      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| Republic of Senegal                                                                                 | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    250000 | PA      | $186640.00    | 0.03%             | 2048-03-13      | Fixed         | 6.75%                 | 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      | $329700.00    | 0.06%             | 2024-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| LAMB WESTON HLD                                                                                     | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    359000 | PA      | $321509.63    | 0.06%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    177000 | PA      | $119367.03    | 0.02%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| BMD2 Re-REMIC Trust                                                                                 | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892000 | PA      | $611411.05    | 0.11%             | 2052-05-25      | Variable      | 2.52%                 | Yes           | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                               | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    228000 | PA      | $209190.00    | 0.04%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2447382 | PA      | $83501.48     | 0.01%             | 2050-12-15      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    231000 | PA      | $219828.84    | 0.04%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                             | LCPR Senior Secured Financing DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    735000 | PA      | $646800.00    | 0.11%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                                            | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-813.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    192000 | PA      | $229593.11    | 0.04%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1685000 | PA      | $1371838.93   | 0.24%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| GYP HOLDINGS III CORP                                                                               | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    195000 | PA      | $164419.15    | 0.03%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                                                                              | Williams Scotsman International Inc                                              | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    303000 | PA      | $280746.17    | 0.05%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2059574 | PA      | $1879533.83   | 0.33%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144286.00    | 0.03%             | 2026-08-01      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    887000 | PA      | $776125.00    | 0.14%             | 2043-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2234415 | PA      | $102815.02    | 0.02%             | 2056-08-10      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86750.00     | 0.02%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| STATE BANK INDIA/LONDON                                                                             | State Bank of India/London                                                       | CUSIP: 85628UAF3<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |    262000 | PA      | $260582.29    | 0.05%             | 2024-04-17      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                          | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77696.08     | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS                                                                              | Mid-America Apartments LP                                                        | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    212000 | PA      | $207731.96    | 0.04%             | 2024-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WP/AP TELECOM HOLDINGS                                                                              | Wp/ap Telecom Holdings III BV                                                    | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $431485.34    | 0.08%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78981 | PA      | $70550.42     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $998286.65    | 0.18%             | 2025-06-24      | Fixed         | 1.25%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                                                              | CEZ AS                                                                           | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    383000 | PA      | $355082.26    | 0.06%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165293 | PA      | $148877.07    | 0.03%             | 2050-06-25      | Variable      | 3.50%                 | 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        |    201051 | PA      | $170418.29    | 0.03%             | 2046-11-25      | Floating      | 3.27%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61312 | PA      | $54776.77     | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA N.A.                                                                                  | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |         1 | NC      | $4708.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                   | CUSIP: 893830BF5<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $189880.00    | 0.03%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    466000 | PA      | $390886.63    | 0.07%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                   | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    308000 | PA      | $238700.00    | 0.04%             | 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: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5530311 | PA      | $179190.38    | 0.03%             | 2052-11-15      | Variable      | 0.64%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304000 | PA      | $202481.42    | 0.04%             | 2049-11-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409136.34    | 0.07%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $254093.12    | 0.04%             | 2055-03-17      | Fixed         | 5.25%                 | 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        |    422083 | PA      | $365177.97    | 0.06%             | 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        |    218000 | PA      | $135160.00    | 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: N/A                  | Long             | DBT              | CORP              | US        |    792000 | PA      | $737427.19    | 0.13%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                                                                  | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    178000 | PA      | $190932.77    | 0.03%             | 2031-07-16      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $193750.00    | 0.03%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2016-2                                                  | CUSIP: 46647CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $846502.10    | 0.15%             | 2046-06-25      | Variable      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| WESTERN DIGITAL CORP                                                                                | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14671.44     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                                                                            | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $507246.50    | 0.09%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| EXPLORER II AS                                                                                      | Explorer II AS                                                                   | CUSIP: 000000000<br>LEI: 98450067B64D440ED557 | Long             | DBT              | CORP              | NO        |    450000 | PA      | $418139.21    | 0.07%             | 2025-02-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                                             | Office Properties Income Trust                                                   | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              |  | US        |    163000 | PA      | $114346.25    | 0.02%             | 2031-10-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Charming Charlie, Inc.                                                                              | Charming Charlie, Inc. Converted Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    459785 | PA      | $0.00         | 0.00%             | 2023-04-24      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                       | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    229000 | PA      | $214055.82    | 0.04%             | 2025-05-04      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Renault SA                                                                                          | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195121.74    | 0.03%             | 2026-09-28      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    234000 | PA      | $213307.63    | 0.04%             | 2025-08-12      | Fixed         | 0.69%                 | No            | 2                  | On Loan: No      |
| PTC Inc                                                                                             | PTC Inc                                                                          | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    321000 | PA      | $299051.63    | 0.05%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                                              | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $287148.16    | 0.05%             | 2030-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1282000 | PA      | $1282230.76   | 0.23%             | 2029-04-16      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2020-CBM Mortgage Trust                                                     | CUSIP: 20049AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1287739.80   | 0.23%             | 2037-02-10      | Variable      | 3.63%                 | Yes           | 2                  | On Loan: No      |
| HONG KONG                                                                                           | Hong Kong Government International Bond                                          | CUSIP: 43858AAF7<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    210000 | PA      | $210460.07    | 0.04%             | 2026-01-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $-139086.55   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A52<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313064.07    | 0.06%             | 2024-07-19      | Fixed         | 1.74%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Trust 2019-GC40                                           | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675953 | PA      | $164859.90    | 0.03%             | 2052-07-10      | Variable      | 1.08%                 | No            | 2                  | On Loan: No      |
| MDGH GMTN RSC LTD                                                                                   | MDGH GMTN RSC Ltd                                                                | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    350000 | PA      | $373819.60    | 0.07%             | 2033-04-28      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    643000 | PA      | $546665.74    | 0.10%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| Nakilat Inc                                                                                         | Nakilat Inc                                                                      | CUSIP: 000000000<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    329971 | PA      | $347538.40    | 0.06%             | 2033-12-31      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175977.68    | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PBF HOLDING CO LLC                                                                                  | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $375588.14    | 0.07%             | 2025-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                               | CUSIP: 81180WAH4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    460000 | PA      | $458152.88    | 0.08%             | 2023-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAZ1<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86171.04     | 0.02%             | 2057-06-15      | Variable      | 4.18%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $876016.45    | 0.15%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ZF NA CAPITAL                                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279693.40    | 0.05%             | 2025-04-29      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                                                                | TCW CLO 2021-2 Ltd                                                               | CUSIP: 87190MAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1354543.50   | 0.24%             | 2034-07-25      | Floating      | 8.07%                 | Yes           | 2                  | On Loan: No      |
| DH EUROPE FINANCE II                                                                                | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $211221.84    | 0.04%             | 2024-11-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    309000 | PA      | $288638.97    | 0.05%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                                                              | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AA0<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    224000 | PA      | $218960.00    | 0.04%             | 2024-10-02      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    720000 | PA      | $763296.94    | 0.13%             | 2074-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                                                            | Solvay Finance America LLC                                                       | CUSIP: 834423AB1<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    291000 | PA      | $283980.14    | 0.05%             | 2025-12-03      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| STARBUCKS CORP                                                                                      | Starbucks Corp                                                                   | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    239000 | PA      | $217587.60    | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                             | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    724000 | PA      | $647980.00    | 0.11%             | 2026-03-02      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Schaeffler AG                                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    499000 | PA      | $528925.81    | 0.09%             | 2024-03-26      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| SACE SPA                                                                                            | SACE SPA                                                                         | CUSIP: 000000000<br>LEI: 8156009027DEC776E736 | Long             | DBT              | CORP              | IT        |    721000 | PA      | $705451.84    | 0.12%             | 2025-02-10      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Bank of America N.A.                                                                                | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $-93.41       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                    | CUSIP: 30295DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15097913 | PA      | $39120.20     | 0.01%             | 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        |    311000 | PA      | $290562.27    | 0.05%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    219000 | PA      | $212196.00    | 0.04%             | 2025-09-15      | Fixed         | 3.38%                 | 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      | $-45.27       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Webster Financial Corp                                                                              | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    254000 | PA      | $239035.29    | 0.04%             | 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        |    921500 | PA      | $829764.68    | 0.15%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $731237.72    | 0.13%             | 2026-02-01      | Fixed         | 7.50%                 | 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      | $815000.00    | 0.14%             | 2037-08-16      | Fixed         | 7.29%                 | Yes           | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -64 | NC      | $302965.14    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF TURKEY                                                                                  | Turkey Government International Bond                                             | CUSIP: 900123DB3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    552000 | PA      | $497475.65    | 0.09%             | 2026-01-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                                            | Abu Dhabi National Energy Co PJSC                                                | CUSIP: 00388WAF8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    506000 | PA      | $502612.84    | 0.09%             | 2025-04-23      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SKY LTD                                                                                             | Sky Ltd                                                                          | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $211327.85    | 0.04%             | 2024-09-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CREDITO EMILIANO SPA                                                                                | Credito Emiliano SpA                                                             | CUSIP: 000000000<br>LEI: 8156004B244AA70DE787 | Long             | DBT              | CORP              | IT        |    725000 | PA      | $744267.95    | 0.13%             | 2025-10-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Atlantia SpA                                                                                        | Atlantia SpA                                                                     | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $384190.23    | 0.07%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| ACS ACTIVIDADES CONS Y S                                                                            | ACS Actividades de Construccion y Servicios SA                                   | CUSIP: 000000000<br>LEI: 95980020140005558665 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $608332.35    | 0.11%             | 2025-06-17      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| MRCD Mortgage Trust                                                                                 | MRCD 2019-MARK Mortgage Trust                                                    | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $106759.01    | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    258000 | PA      | $207015.33    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                                            | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |    222000 | PA      | $211724.72    | 0.04%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    226000 | PA      | $216759.87    | 0.04%             | 2028-06-01      | Fixed         | 4.75%                 | 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        |    182000 | PA      | $148831.05    | 0.03%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                                                     | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227791.00    | 0.04%             | 2034-07-15      | Floating      | 11.30%                | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2015-C27                              | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2649454 | PA      | $47169.82     | 0.01%             | 2048-02-15      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                              | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    930000 | PA      | $341775.00    | 0.06%             | 2034-04-07      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

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