# EDGAR Filing Document

**Accession Number:** 0000095603
**File Stem:** 0001752724-25-133657
**Filing Date:** 2025-6
**Character Count:** 198212
**Document Hash:** 798f2cbd9699fb69c9bfaa704b2deb96
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-133657.hdr.sgml**: 20250611

**ACCESSION NUMBER**: 0001752724-25-133657

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250611

**DATE AS OF CHANGE**: 20250611

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS MARKET TRUST
- **CENTRAL INDEX KEY:** 0000095603

**ORGANIZATION NAME:**
- **EIN:** 366103490
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01236
- **FILM NUMBER:** 251039520

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE MARKET TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS MARKET TRUST
- **DATE OF NAME CHANGE:** 20110203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS BALANCED FUND
- **DATE OF NAME CHANGE:** 20060207

## Series and Classes Contracts Data

### DWS Global Income Builder Fund (Series ID: S000006138)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000016894 | Class A             | KTRAX           |
| C000016897 | Class C             | KTRCX           |
| C000016899 | Class S             | KTRSX           |
| C000016900 | Institutional Class | KTRIX           |
| C000148117 | Class R6            | KTRZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DEUTSCHE DWS MARKET TRUST

- **b. Investment Company Act file number:** 811-01236

- **c. CIK number of Registrant:** 0000095603

- **d. LEI of Registrant:** IFRD7YR9ULMP0L9V6675

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** DWS Global Income Builder Fund

- **b. EDGAR series identifier (if any):** S000006138

- **c. LEI of Series:** NNNPSIE2ND8S9MGMMP15

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $599884811.68

**Total Liabilities:** $41240329.34

**Net Assets:** $558644482.34

**Delayed Delivery Securities:** $8638335.30

**Cash Not Reported:** $5410118.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1208.78000000 | **1-Year:** -12107.82000000 | **5-Year:** -32845.50000000 | **10-Year:** -46410.30000000 | **30-Year:** -45923.46000000

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

- **3-Month:** -178.73000000 | **1-Year:** -3191.88000000 | **5-Year:** -9141.99000000 | **10-Year:** -11379.12000000 | **30-Year:** -16855.38000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148117 | -0.22%               | -2.34%               | 0.00%                |
| Class ID C000016900 | -0.22%               | -2.37%               | -0.12%               |
| Class ID C000016894 | -0.22%               | -2.42%               | 0.00%                |
| Class ID C000016897 | -0.33%               | -2.43%               | -0.11%               |
| Class ID C000016899 | -0.22%               | -2.37%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $109581.74               | $726366.52                                 |
| Month 2  | $999941.10               | $-7572824.36                               |
| Month 3  | $-1977743.57             | $2658777.25                                |

**Designated Index Information**

- **Index Name:** 50% MSCI World Index in EUR, 13% BBG U.S. Corporate High Yield Index, 11% BBG EM USD Aggregate Index, 7% BBG U.S. Credit Index, 6% MSCI EM Index, 5% BBG Treasury Index, 4% BBG MBS Index, 2.5%BBG ABS Index, 1.5% BBG CMBS Investment Grade Index

- **Index Identifier:** MSWBA_MIX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Discover Financial Services                                                         | Discover Financial Services                                                                                           | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      8909 | NS      | $1627407.03   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY BANK                                                                      | Synchrony Bank                                                                                                        | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252680.38    | 0.05%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                              | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    989000 | PA      | $992880.66    | 0.18%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                                  | Hong Kong Exchanges & Clearing Ltd                                                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     14100 | NS      | $616830.02    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1281628.55   | 0.23%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                   | MDGH GMTN RSC Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    245000 | PA      | $179305.95    | 0.03%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                                     | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734207 | PA      | $1458557.64   | 0.26%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505270.00   | 0.45%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding XXXVIII Ltd                                                                                      | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $948608.25    | 0.17%             | 2034-07-17      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Hercules Trust II                                                                   | HERCULES TR II                                                                                                        | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |       506 | NS      | $5919.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1994116.00   | 0.36%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kone Oyj                                                                            | Kone Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |      6052 | NS      | $375146.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    149050 | PA      | $149331.59    | 0.03%             | 2031-12-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                                                                   | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $341335.82    | 0.06%             | N/A             | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                                | ONEOK Inc                                                                                                             | CUSIP: 29336TAD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1637604.45   | 0.29%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Octagon 63 Ltd                                                                      | Octagon 63 Ltd                                                                                                        | CUSIP: 67578VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1900773.30   | 0.34%             | 2037-07-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                                                                   | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2100000 | PA      | $1997782.92   | 0.36%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                   | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2060190.22   | 0.37%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                   | General Motors Co                                                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     35000 | NS      | $1583400.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15500000 | PA      | $15722580.00  | 2.81%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                       | Welltower Inc                                                                                                         | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |      3000 | NS      | $457770.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                                                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469216.60    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    635000 | PA      | $608959.43    | 0.11%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                          | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    584000 | PA      | $584651.79    | 0.10%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                          | Chipotle Mexican Grill Inc                                                                                            | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $85884.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                                | Progressive Corp/The                                                                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     30410 | NS      | $8567713.40   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    850000 | PA      | $822326.21    | 0.15%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                                   | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1650000 | PA      | $1440576.23   | 0.26%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                 | Dominion Energy Inc                                                                                                   | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     20941 | NS      | $1138771.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brex Inc                                                                            | Brex Commercial Charge Card Master Trust                                                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403766.32    | 0.07%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $976457.49    | 0.17%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                            | Rolls-Royce Holdings PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     15480 | NS      | $156500.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272954.71    | 0.05%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     75000 | NS      | $1702500.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                              | UnitedHealth Group Inc                                                                                                | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      3100 | NS      | $1275464.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                                                       | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2248552.54   | 0.40%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                       | Clorox Co/The                                                                                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |     17764 | NS      | $2527817.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    537000 | PA      | $542470.33    | 0.10%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                               | Melco Resorts Finance Ltd                                                                                             | CUSIP: 58547DAA7<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1745000 | PA      | $1739134.18   | 0.31%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                                                             | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801961.84    | 0.14%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                       | Amphenol Corp                                                                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     68725 | NS      | $5288388.75   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                                                      | CUSIP: 31425XDT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3895556 | PA      | $3972162.15   | 0.71%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                     | Nevada Power Co                                                                                                       | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516273.95    | 0.09%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                                                                  | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |     64439 | NS      | $1636750.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1733615.69   | 0.31%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                      | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201359 | PA      | $201071.97    | 0.04%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                                                        | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502022.80    | 0.09%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1712601.00   | 0.31%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $649139.12    | 0.12%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1035568.38   | 0.19%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    668000 | PA      | $680593.02    | 0.12%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                            | AT&T Inc                                                                                                              | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    100000 | NS      | $2269000.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    286000 | PA      | $261749.12    | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                            | Southwestern Public Service Co                                                                                        | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1211873.90   | 0.22%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                        | Unilever PLC                                                                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3645 | NS      | $232165.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                                                            | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1717000 | PA      | $1714991.45   | 0.31%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $658329.33    | 0.12%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                               | PURCHASED USD / SOLD JPY                                                                                              | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-692590.20   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                | Tencent Holdings Ltd                                                                                                  | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     72500 | NS      | $4426850.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                                        | CUSIP: 09261HBQ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1753814.84   | 0.31%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                              | CUSIP: 38384CTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1095770 | PA      | $1105127.25   | 0.20%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                             | United Airlines 2023-1 Class A Pass Through Trust                                                                     | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1337440 | PA      | $1331363.76   | 0.24%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                                                               | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1020780.00   | 0.18%             | 2042-02-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                                                                   | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   2200000 | PA      | $2202818.20   | 0.39%             | 2037-07-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                                                     | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1461199.23   | 0.26%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                                 | Tourmaline Oil Corp                                                                                                   | CUSIP: 89156V106<br>LEI: 894500A5J1WTJ2WIUU03 | Long             | EC               | CORP              | CA        |     27000 | NS      | $1192731.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357123.95    | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $592289.46    | 0.11%             | 2038-09-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                               | Costco Wholesale Corp                                                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4512 | NS      | $4487184.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Ltd                                                                              | RR 37 LTD                                                                                                             | CUSIP: 78110XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $728829.75    | 0.13%             | 2038-04-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co Ltd                                                         | Daiwa House Industry Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800K9WXR9XRZJZI46 | Long             | EC               | CORP              | JP        |      2300 | NS      | $83003.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED CAD / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |         1 | NC      | $13112.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $627890.74    | 0.11%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                                 | Cognizant Technology Solutions Corp                                                                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      4600 | NS      | $338422.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $745618.77    | 0.13%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                                                          | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295139.14    | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                    | Bank Hapoalim BM                                                                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     21741 | NS      | $318603.82    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                                                     | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024964.90   | 0.36%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                               | Burlington Stores Inc                                                                                                 | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       694 | NS      | $156177.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2016-C6 Commercial Mortgage Trust                                                                               | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $482997.75    | 0.09%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                    | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523313.23    | 0.09%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                           | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    502000 | PA      | $500426.97    | 0.09%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                                                           | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $2002097.96   | 0.36%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $247641.68    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                                     | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $563407.28    | 0.10%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED JPY / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-102161.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                                                  | 2023-MIC Trust/THE                                                                                                    | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2600529.36   | 0.47%             | 2038-12-05      | Variable      | 9.86%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                                                      | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    335000 | PA      | $292498.13    | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2023-3                                                                         | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $408684.32    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                              | DBS Group Holdings Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     16200 | NS      | $529074.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                                                       | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $672000.00    | 0.12%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                | Entergy Arkansas LLC                                                                                                  | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    810000 | PA      | $795536.06    | 0.14%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1291384.24   | 0.23%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                                                                     | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $544441.27    | 0.10%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                                                              | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    575000 | PA      | $393105.79    | 0.07%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |     37000 | NS      | $2333635.57   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318738 | PA      | $322718.39    | 0.06%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                   | Kimco Realty Corp                                                                                                     | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               |  | US        |     75000 | NS      | $1503750.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1928417.80   | 0.35%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                 | Societe Generale SA                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |     18680 | NS      | $973101.01    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | MSCI WORLD INDEX JUN25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |      1009 | NC      | $-3506446.53  | -0.63%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    525000 | PA      | $509664.84    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $498753.80    | 0.09%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                                            | Next PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      3134 | NS      | $514806.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $768069.84    | 0.14%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                                                                    | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1208607.75   | 0.22%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                                      | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     75000 | NS      | $1710750.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    391745 | PA      | $394421.96    | 0.07%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2021-601L                                                                                                   | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $635238.90    | 0.11%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 23 Ltd                                                                                                        | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3498299.00   | 0.63%             | 2037-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | DAX INDEX FUTURE JUN25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        11 | NC      | $-330175.34   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                                                                  | Tokyo Electron Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |     21700 | NS      | $3254644.48   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4717 | NS      | $749059.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                                                      | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    416000 | PA      | $423842.29    | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                                                     | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $903726.90    | 0.16%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                                                       | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550537 | PA      | $1335201.12   | 0.24%             | 2035-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                                  | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    573000 | PA      | $532317.00    | 0.10%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                                                         | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $549589.11    | 0.10%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1444943.04   | 0.26%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                      | NRG Energy Inc                                                                                                        | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     23597 | NS      | $2585759.26   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                               | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     75000 | NS      | $1871250.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                                                | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1683000.00   | 0.30%             | 2039-06-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                              | CUSIP: 38385FE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2338829.03   | 0.42%             | 2055-04-20      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                                        | CUSIP: 09261HBT3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083325.12   | 0.19%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                        | 3i Group PLC                                                                                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     48207 | NS      | $2729215.48   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                            | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1689151.93   | 0.30%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                    | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $558425.63    | 0.10%             | 2039-12-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1029144.23   | 0.18%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                                                | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2425000 | PA      | $2340764.72   | 0.42%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                                                  | CONTRA ABIOMED INC                                                                                                    | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |      1100 | NS      | $1122.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                                                      | CUSIP: 04018EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $801074.70    | 0.14%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $793176.51    | 0.14%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares XLI Clo Ltd                                                                                                      | CUSIP: 04016DAU9<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1987372.00   | 0.36%             | 2034-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) JUN25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $-8367.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $397262.64    | 0.07%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp                                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     14709 | NS      | $5813879.34   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                                   | Suncor Energy Inc                                                                                                     | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |     15900 | NS      | $561563.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                                    | CUSIP: 3137FVSN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2836006 | PA      | $344895.39    | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                            | Enel SpA                                                                                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     13082 | NS      | $113635.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                                | Targa Resources Corp                                                                                                  | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |      5890 | NS      | $1006601.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                                                     | Tyson Foods Inc                                                                                                       | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |     16900 | NS      | $1034956.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-IG3 Mortgage Trust                                                                                     | CUSIP: 08162QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $344036.68    | 0.06%             | 2048-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle Global Market Strategies CLO 2012-4 Ltd                                                                       | CUSIP: 14309YCE2<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998509.00    | 0.18%             | 2032-04-22      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: SDWDRJX50 IRS USD R F  3.90650 BDWDRJX68 CCPVANILLA / Short: SDWDRJX50 IRS USD P V 06MSOFR BDWDRJX76 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  18500000 | OU      | $167911.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                    | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1141915.50   | 0.20%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp                                                           | Occidental Petroleum Corp                                                                                             | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |     59700 | NS      | $2352777.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1294761.70   | 0.23%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| Aptiv PLC                                                                           | Aptiv PLC                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     26800 | NS      | $1529208.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Ltd                                                                     | Gold Fields Ltd                                                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |    147587 | NS      | $3326610.98   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd                                                                          | BYD Co Ltd                                                                                                            | CUSIP: 05606L100<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |      4300 | NS      | $409059.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Rheinmetall AG                                                                      | Rheinmetall AG                                                                                                        | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |      2062 | NS      | $3525857.60   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $2409976.80   | 0.43%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                                              | Trane Technologies PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      4049 | NS      | $1552022.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $390445.50    | 0.07%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XVIII-R                                                                                                    | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996049.00    | 0.18%             | 2038-01-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO LI Ltd                                                                                                     | CUSIP: 03771JAG4<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-CBDO         | CORP              | JE        |    650000 | PA      | $642443.75    | 0.12%             | 2038-01-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Olin Corp                                                                           | Olin Corp                                                                                                             | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $986070.23    | 0.18%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Kerry Group PLC                                                                     | Kerry Group PLC                                                                                                       | CUSIP: 000000000<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |       965 | NS      | $102014.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                         | NVIDIA Corp                                                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     33899 | NS      | $3692279.08   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                                        | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1212463.96   | 0.22%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                           | Adobe Inc                                                                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      5206 | NS      | $1952145.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Ltd                                                                         | Infosys Ltd                                                                                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     87239 | NS      | $1535406.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK PLC                                                                             | GSK PLC                                                                                                               | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     87953 | NS      | $1734421.17   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                                                     | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    694000 | PA      | $690121.89    | 0.12%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459472.62    | 0.08%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4729 | NS      | $760848.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                                                   | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873542 | PA      | $880897.93    | 0.16%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646480.17    | 0.12%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                             | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1505000 | PA      | $1705332.16   | 0.31%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                                        | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $811041.63    | 0.15%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2154371.58   | 0.39%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1161074.80   | 0.21%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816855.81    | 0.15%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO XIV Ltd                                                                                              | CUSIP: 83013NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1583176.00   | 0.28%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                                                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $232171.64    | 0.04%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                                                                  | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3211081.51   | 0.57%             | 2084-11-24      | Fixed         | 6.35%                 | 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        |   1395000 | PA      | $1399371.93   | 0.25%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                    | W R Berkley Corp                                                                                                      | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     17900 | NS      | $1283251.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX EUROPE 600 JUN25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       297 | NC      | $879241.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401854 | PA      | $403864.26    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2054942.40   | 0.37%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $597101.70    | 0.11%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                        | Ferrovial SE                                                                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     22649 | NS      | $1105178.44   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                          | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $606154.43    | 0.11%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-6                                                                                | CUSIP: 46657YAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679911 | PA      | $671775.90    | 0.12%             | 2054-12-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                                                      | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $432907.93    | 0.08%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                        | DNB Bank ASA                                                                                                          | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      8143 | NS      | $204317.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd                                                                          | Garmin Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1700 | NS      | $317679.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                                                         | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1122000 | PA      | $1119840.01   | 0.20%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    250000 | PA      | $251786.88    | 0.05%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $205015.80    | 0.04%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Multifamily Structured Credit Risk                                                                        | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1098000 | PA      | $1140124.11   | 0.20%             | 2051-01-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                                                           | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1017459.26   | 0.18%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                   | Japan Tobacco Inc                                                                                                     | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    764000 | PA      | $793290.25    | 0.14%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                      | Air Liquide SA                                                                                                        | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |       915 | NS      | $187799.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares                                 | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5250456 | NS      | $5250456.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1036213 | PA      | $1027192.36   | 0.18%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                             | Sierra Pacific Power Co                                                                                               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287557.56    | 0.05%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp                                                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $849885.95    | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                            | Corebridge Financial Inc                                                                                              | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713465.68    | 0.13%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999532.41    | 0.18%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                                     | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1909256.62   | 0.34%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                                                | Beacon Funding Trust                                                                                                  | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $752632.06    | 0.13%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                              | CUSIP: 38384KPD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48416 | PA      | $48415.76     | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                            | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6993287.00   | 1.25%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                                                     | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    763000 | PA      | $760140.38    | 0.14%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203200 | PA      | $1229613.99   | 0.22%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    587000 | PA      | $563311.30    | 0.10%             | 2034-09-06      | Fixed         | 5.45%                 | 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      | $186254.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX 50 JUN25                                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       255 | NC      | $-858238.21   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik AB                                                                          | Sandvik AB                                                                                                            | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |      4106 | NS      | $85503.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED JPY / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |         1 | NC      | $371517.89    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                                                       | Assa Abloy AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     32238 | NS      | $976701.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $1938638.02   | 0.35%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $785991.76    | 0.14%             | 2042-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $542293.34    | 0.10%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                 | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $812686.64    | 0.15%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354930.89    | 0.06%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                             | Recruit Holdings Co Ltd                                                                                               | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      3600 | NS      | $199538.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                                   | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1233903.70   | 0.22%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                    | First Citizens BancShares Inc/NC                                                                                      | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        94 | NS      | $167239.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                                     | CUSIP: 3136BQUM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13006549 | PA      | $13148324.58  | 2.35%             | 2053-11-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                         | Netflix Inc                                                                                                           | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      1157 | NS      | $1309400.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                    | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1694401.90   | 0.30%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                                                          | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1046104.29   | 0.19%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -140 | NC      | $-198069.92   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 44 Ltd                                                                             | CUSIP: 64133VAN7<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $540534.50    | 0.10%             | 2035-10-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                                     | SPDR Blackstone Senior Loan ETF                                                                                       | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |     60000 | NS      | $2446800.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114000 | PA      | $1150024.09   | 0.21%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                  | Coterra Energy Inc                                                                                                    | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    645000 | PA      | $586469.43    | 0.10%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                              | CUSIP: 38382MA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3359301 | PA      | $403987.92    | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | Broadcom Inc                                                                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     24690 | NS      | $4752084.30   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                      | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201359 | PA      | $201876.48    | 0.04%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352845.08    | 0.06%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                              | CUSIP: 38385EQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    749133 | PA      | $752753.95    | 0.13%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                                       | CUSIP: 3140QWA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1485452 | PA      | $1516227.93   | 0.27%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                               | Novonesis Novozymes B                                                                                                 | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |     13233 | NS      | $859475.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  35189108 | NS      | $35189108.07  | 6.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                                    | CUSIP: 3137F6K55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1953809 | PA      | $249296.00    | 0.04%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1502114.40   | 0.27%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                                                             | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997625.00    | 0.18%             | 2040-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1020000 | PA      | $1063128.66   | 0.19%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                               | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601470.18    | 0.11%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2949861 | PA      | $2775967.44   | 0.50%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $646795.00    | 0.12%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                                                                 | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964424.56   | 0.35%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1754412.45   | 0.31%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1376464.60   | 0.25%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                                                                    | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $830780.84    | 0.15%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                                                 | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $231137.55    | 0.04%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc                                                           | Bandai Namco Holdings Inc                                                                                             | CUSIP: 000000000<br>LEI: 3538008EFEM34VRJDQ95 | Long             | EC               | CORP              | JP        |     57800 | NS      | $2005326.35   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     42692 | NS      | $2217849.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    538000 | PA      | $543208.47    | 0.10%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                                                 | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    593000 | PA      | $598944.80    | 0.11%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                 | Arista Networks Inc                                                                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     24528 | NS      | $2017918.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                        | Prologis Inc                                                                                                          | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |       236 | NS      | $12951.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                        | Comcast Corp                                                                                                          | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367895.44    | 0.07%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1201531.50   | 0.22%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -332 | NC      | $-478421.50   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                                                      | Atlas Copco AB                                                                                                        | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     12052 | NS      | $168642.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-OAT FUTURE JUN25                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       100 | NC      | $214786.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                                                       | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $798457.60    | 0.14%             | 2037-04-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                                                              | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1113164.61   | 0.20%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                          | Sysco Corp                                                                                                            | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      9487 | NS      | $677371.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd                                                                             | CSL Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     13186 | NS      | $2125249.83   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                              | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1105785.63   | 0.20%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                             | QBE Insurance Group Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |      5534 | NS      | $76832.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                                                      | Morgan Stanley Eaton Vance Clo 2021-1 Ltd                                                                             | CUSIP: 61773KAA0<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999265.00   | 0.54%             | 2034-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1075115.05   | 0.19%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                               | Rentokil Terminix Funding LLC                                                                                         | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511705.01    | 0.09%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dexcom Inc                                                                          | Dexcom Inc                                                                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      6600 | NS      | $471108.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                           | Prosus NV                                                                                                             | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |     30883 | NS      | $1443025.75   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                            | Long: SDWDRJX84 IRS USD R F  3.75700 BDWDRJX92 CCPVANILLA / Short: SDWDRJX84 IRS USD P V 06MSOFR BDWDRJXA9 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   7800000 | OU      | $-15862.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2426179.30   | 0.43%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                               | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968388.50    | 0.17%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                                   | Suzuki Motor Corp                                                                                                     | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |    235200 | NS      | $2791369.70   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                       | J M Smucker Co/The                                                                                                    | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $287076.14    | 0.05%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                                         | Swiss Re AG                                                                                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      2817 | NS      | $508819.18    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                                     | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415022 | PA      | $1421349.84   | 0.25%             | 2054-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1110678.21   | 0.20%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    940000 | PA      | $909752.39    | 0.16%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                  | Meta Platforms Inc                                                                                                    | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      3008 | NS      | $1651392.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                          | Pfizer Inc                                                                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    191310 | NS      | $4669877.10   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                             | E.ON SE                                                                                                               | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     19497 | NS      | $341065.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                     | Ross Stores Inc                                                                                                       | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      7867 | NS      | $1093513.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc                                                             | Lululemon Athletica Inc                                                                                               | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |       900 | NS      | $243693.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Argenx SE                                                                           | Argenx SE                                                                                                             | CUSIP: 000000000<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |       515 | NS      | $333780.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                              | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    493000 | PA      | $489594.07    | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                            | RTX Corp                                                                                                              | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $751539.49    | 0.13%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                                  | Viterra Finance BV                                                                                                    | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $704675.97    | 0.13%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1904731.00   | 0.34%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                                    | CUSIP: 36290S6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12891 | PA      | $13687.00     | 0.00%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20014923.20  | 3.58%             | 2026-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                                  | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    728000 | PA      | $670225.92    | 0.12%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1087000 | PA      | $1178437.35   | 0.21%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                                                                   | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557739.43    | 0.10%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| iShares Core International Aggregate Bond ETF                                       | iShares Core International Aggregate Bond ETF                                                                         | CUSIP: 46435G672<br>LEI: 549300FPQU8XYG8LAX15 | Long             | EC               | RF                | US        |    336985 | NS      | $17125577.70  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404876.16    | 0.07%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                        | Autodesk Inc                                                                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     10518 | NS      | $2884561.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMGMKT JUN25                                                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       147 | NC      | $-288380.19   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                          | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1434971.55   | 0.26%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                         | Balboa Bay Loan Funding 2024-1 Ltd                                                                                    | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500396.50    | 0.09%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                      | Lowe's Cos Inc                                                                                                        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280971.30    | 0.05%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                          | Ferrari NV                                                                                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      2090 | NS      | $961745.18    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006037.50   | 0.18%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 53B Ltd                                                                                    | CUSIP: 38177YAQ5<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978731.00    | 0.18%             | 2034-07-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2693733.30   | 0.48%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1MEM                                                        | CUSIP: 46654BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $820959.30    | 0.15%             | 2042-10-09      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1447975.02   | 0.26%             | 2029-06-01      | Fixed         | 4.20%                 | 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        |    206667 | PA      | $205289.23    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hermes International SCA                                                            | Hermes International SCA                                                                                              | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |       131 | NS      | $358448.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                                | BNSF Funding Trust I                                                                                                  | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500366.00   | 0.27%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    743000 | PA      | $636260.25    | 0.11%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                            | AT&T Inc                                                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $381715.61    | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                                     | CUSIP: 31393ENQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89029 | PA      | $11012.53     | 0.00%             | 2033-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    835191 | PA      | $843213.24    | 0.15%             | 2049-03-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                                                         | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1532173.04   | 0.27%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                            | Simon Property Group Inc                                                                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |     15000 | NS      | $2360700.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                                      | Foursight Capital Automobile Receivables Trust 2023-2                                                                 | CUSIP: 35104AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1537108.80   | 0.28%             | 2029-04-16      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                            | Stanley Black & Decker Inc                                                                                            | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2401747.25   | 0.43%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                                                       | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1700000 | PA      | $1619467.43   | 0.29%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507882.10    | 0.09%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 (OSE) JUN25                                                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        58 | NC      | $-66468.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED EUR / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $523087.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                     | Ulta Beauty Inc                                                                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      4700 | NS      | $1859508.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                              | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    579000 | PA      | $570698.41    | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                                                               | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2449042.55   | 0.44%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                                                        | QUALCOMM Inc                                                                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     25685 | NS      | $3813195.10   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                                                      | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $729049.58    | 0.13%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                                                         | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524913 | PA      | $528279.25    | 0.09%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | FTSE 100 IDX FUT JUN25                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       114 | NC      | $284138.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMOURS CO                                                                         | Chemours Co/The                                                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2780295.50   | 0.50%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                            | Ameriprise Financial Inc                                                                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1388 | NS      | $653775.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-INV1                                                                                      | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1363395 | PA      | $1350613.03   | 0.24%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                                 | MEGlobal Canada ULC                                                                                                   | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |   1511000 | PA      | $1510927.47   | 0.27%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                               | Northrop Grumman Corp                                                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     10897 | NS      | $5301390.50   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                                                    | Ajinomoto Co Inc                                                                                                      | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |      7800 | NS      | $156451.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $809718.96    | 0.14%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                                                   | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     75000 | NS      | $1915500.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                                               | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     75000 | NS      | $1894500.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                                                   | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1489887.34   | 0.27%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                               | Keysight Technologies Inc                                                                                             | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1465037.48   | 0.26%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    397000 | PA      | $379109.45    | 0.07%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    690000 | PA      | $670413.11    | 0.12%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    878000 | PA      | $888906.41    | 0.16%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                 | Erste Group Bank AG                                                                                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1046 | NS      | $70958.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                             | Columbia Pipelines Operating Co LLC                                                                                   | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $449689.36    | 0.08%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                            | Simon Property Group Inc                                                                                              | CUSIP: 828806885<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EP               |  | US        |     17000 | NS      | $997900.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1443725.94   | 0.26%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain CLO XXXIV Ltd                                                                                            | CUSIP: 09631JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $744540.75    | 0.13%             | 2035-04-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    837000 | PA      | $830647.05    | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                                                   | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19695741.00  | 3.53%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXVI Ltd                                                                                                    | CUSIP: 55954YBA2<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1236411.25   | 0.22%             | 2038-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                         | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $3194166.94   | 0.57%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350385.43    | 0.06%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    894000 | PA      | $900534.25    | 0.16%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    424000 | PA      | $430342.90    | 0.08%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                                                               | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1389235 | PA      | $1386665.35   | 0.25%             | 2030-11-08      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                                      | ICICI Bank Ltd                                                                                                        | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     41984 | NS      | $1408983.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    950000 | PA      | $935697.53    | 0.17%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp                                                                                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    533000 | PA      | $529912.84    | 0.09%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    830000 | PA      | $759821.59    | 0.14%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                            | Indonesia Government International Bonds                                                                              | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1700000 | PA      | $1649006.21   | 0.30%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                                | KIND Trust 2021-KIND                                                                                                  | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396688 | PA      | $390721.10    | 0.07%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405626.40    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                         | Novartis AG                                                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     25493 | NS      | $2895806.13   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22774500 | PA      | $22801064.18  | 4.08%             | 2026-01-31      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED JPY / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | JP        |         1 | NC      | $-247301.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                                          | Charter Communications Inc                                                                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      7984 | NS      | $3128610.24   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                                            | Empresa de los Ferrocarriles del Estado                                                                               | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    239000 | PA      | $139516.25    | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                                                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1700000 | PA      | $1620869.76   | 0.29%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1234679.32   | 0.22%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust                             | Continental Finance Credit Card ABS Master Trust                                                                      | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403692.00    | 0.07%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2455726.61   | 0.44%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                               | Nippon Life Insurance Co                                                                                              | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $598784.13    | 0.11%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2024-A LLC                                                                                                      | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    256033 | PA      | $259149.49    | 0.05%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                 | NuStar Logistics LP                                                                                                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3091597.64   | 0.55%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | Delta Air Lines Inc                                                                                                   | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    865000 | PA      | $802826.65    | 0.14%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                               | Western Alliance Bank                                                                                                 | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    885057 | PA      | $905158.25    | 0.16%             | 2059-07-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1362625.46   | 0.24%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1748161.39   | 0.31%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       171 | NC      | $107788.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271900 | PA      | $269053.55    | 0.05%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                               | PURCHASED USD / SOLD JPY                                                                                              | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-165388.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| 6297782 LLC                                                                         | South Bow USA Infrastructure Holdings LLC                                                                             | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    635000 | PA      | $629761.68    | 0.11%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED GBP / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |         1 | NC      | $-12696.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                              | CUSIP: 38383FVU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3861612 | PA      | $465823.82    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                      | Eli Lilly & Co                                                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1504 | NS      | $1352020.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                               | Schneider Electric SE                                                                                                 | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     10393 | NS      | $2431605.28   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-1                                                                                        | CUSIP: 61945VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1234089 | PA      | $1161996.69   | 0.21%             | 2053-06-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED EUR / SOLD USD                                                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-186181.38   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                                                      | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    620000 | PA      | $629263.23    | 0.11%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co                                                                                         | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $964928.41    | 0.17%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                        | Reliance Inc                                                                                                          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      3400 | NS      | $979982.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO XV Ltd                                                                                                    | CUSIP: 01749WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $995667.00    | 0.18%             | 2038-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                                       | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1112458.39   | 0.20%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                 | American Express Co                                                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      4280 | NS      | $1140234.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN25                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $-146478.42   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                                                               | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2955000 | PA      | $2942574.52   | 0.53%             | N/A             | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XXIV                                                                                                       | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   1216208 | PA      | $1215703.06   | 0.22%             | 2030-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    159738 | NS      | $1785242.18   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-11

**Name of Applicant:** DEUTSCHE DWS MARKET TRUST

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer