# EDGAR Filing Document

**Accession Number:** 0000095603
**File Stem:** 0001410368-26-065696
**Filing Date:** 2026-6
**Character Count:** 169026
**Document Hash:** 5f767d1e6b6021ca4058d275527382fa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-065696.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-065696

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**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:** 261118035

**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:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $650332812.76

**Total Liabilities:** $30440461.74

**Net Assets:** $619892351.02

**Delayed Delivery Securities:** $1394048.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -532.23000000 | **1-Year:** -7776.75000000 | **5-Year:** -29014.99000000 | **10-Year:** -27015.35000000 | **30-Year:** -17891.46000000

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

- **3-Month:** -222.83000000 | **1-Year:** -4076.99000000 | **5-Year:** -12718.61000000 | **10-Year:** -5657.40000000 | **30-Year:** -3192.97000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148117 | 2.66%                | -5.84%               | 7.22%                |
| Class ID C000016900 | 2.66%                | -5.76%               | 7.10%                |
| Class ID C000016894 | 2.55%                | -5.81%               | 7.21%                |
| Class ID C000016897 | 2.55%                | -5.89%               | 7.08%                |
| Class ID C000016899 | 2.66%                | -5.87%               | 7.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4556254.55              | $4225934.89                                |
| Month 2  | $1960396.10              | $-23567275.67                              |
| Month 3  | $462649.69               | $23677039.84                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     325000 | PA      | $326068.28    | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Hong Kong Exchanges & Clearing Ltd                                                  | Hong Kong Exchanges & Clearing Ltd                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |      16900 | NS      | $900380.84    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1333005.46   | 0.22%             | 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      | $177413.14    | 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        |    1143070 | PA      | $974730.26    | 0.16%             | 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        |    1650000 | PA      | $1683879.45   | 0.27%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                                | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     450977 | NS      | $2460840.88   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MCK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $800812.48    | 0.13%             | 2032-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Hercules Trust II                                                                   | HERCULES TR II                                                                        | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |        506 | NS      | $3467.16      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Intuit Inc                                                                          | Intuit Inc                                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       1874 | NS      | $728049.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP                                                                          | Eaton Corp                                                                            | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     273000 | PA      | $264144.16    | 0.04%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE JUN26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -162 | NC      | $96669.96     | 0.02%             |  |  |  | No            |                  1 | 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        |      76891 | PA      | $77172.13     | 0.01%             | 2031-12-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2069027.10   | 0.33%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     850000 | PA      | $807025.51    | 0.13%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2026-MED1                                                      | CUSIP: 816940AD2<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $840203.92    | 0.14%             | 2056-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon 63 Ltd                                                                      | Octagon 63 Ltd                                                                        | CUSIP: 67578VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1901759.40   | 0.31%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1450000 | PA      | $1446079.78   | 0.23%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                   | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     650000 | PA      | $677127.75    | 0.11%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Eurex Deutschland                                                                   | EURO-BTP FUTURE JUN26                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        186 | NC      | $-164049.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                                                                   | General Motors Co                                                                     | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |      33459 | NS      | $2572662.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10500000 | PA      | $10717560.00  | 1.73%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | 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      | $472585.90    | 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      | $627420.13    | 0.10%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LXXVII CLO Ltd                                                                   | CUSIP: 03990KAC5<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $751353.75    | 0.12%             | 2038-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | General Motors Co                                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     580000 | PA      | $607740.37    | 0.10%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     850000 | PA      | $801812.20    | 0.13%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED GBP / SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $201248.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                            | Rolls-Royce Holdings PLC                                                              | CUSIP: 000000000<br>LEI: 213800EC7997ZBLZJH69 | Long             | EC               | CORP              | GB        |     205472 | NS      | $3314338.70   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman CLO XVII Ltd                                                         | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $750743.25    | 0.12%             | 2038-07-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     780000 | PA      | $789310.11    | 0.13%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     169000 | PA      | $176762.85    | 0.03%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      75000 | NS      | $1815000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                       | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1751432.83   | 0.28%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                     | ASML Holding NV                                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1766 | NS      | $2542438.07   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     537000 | PA      | $562305.59    | 0.09%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $404152.01    | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34706400 | PA      | $34715890.12  | 5.60%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   20000000 | PA      | $19806417.60  | 3.20%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                  | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1450000 | PA      | $1425433.23   | 0.23%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                             | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     704399 | PA      | $710163.55    | 0.11%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                       | Amphenol Corp                                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      58137 | NS      | $8561835.99   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                   | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2110323.68   | 0.34%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                             | Marathon Petroleum Corp                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       3522 | NS      | $874477.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                      | CUSIP: 31425XDT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3560110 | PA      | $3660705.84   | 0.59%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                                  | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |      64439 | NS      | $1663170.59   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     573333 | PA      | $574307.90    | 0.09%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd                                                    | Singapore Telecommunications Ltd                                                      | CUSIP: 000000000<br>LEI: 2549003XJKIQO8YDYD89 | Long             | EC               | CORP              | SG        |      56400 | NS      | $204075.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                                     | CarMax Select Receivables Trust 2026-A                                                | CUSIP: 142929AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $793328.56    | 0.13%             | 2032-05-17      | Fixed         | 4.43%                 | 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        |     121430 | PA      | $122107.26    | 0.02%             | 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        |     367617 | PA      | $368608.80    | 0.06%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | E-MINI RUSS 1000 JUN26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        101 | NC      | $910429.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $978644.31    | 0.16%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     825000 | PA      | $874522.00    | 0.14%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                             | Mahindra & Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |      84264 | NS      | $2751219.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                           | GoodLeap Home Improvement Solutions Trust 2026-1                                      | CUSIP: 381951AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     870000 | PA      | $869774.93    | 0.14%             | 2049-12-20      | Fixed         | 5.31%                 | 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      | $663413.24    | 0.11%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     668000 | PA      | $701250.15    | 0.11%             | 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      | $2152000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     286000 | PA      | $268047.91    | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN PUBLIC SERV                                                            | Southwestern Public Service Co                                                        | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004872.78   | 0.16%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                  | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     800000 | PA      | $815088.54    | 0.13%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     667000 | PA      | $666480.87    | 0.11%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                | Tencent Holdings Ltd                                                                  | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      25436 | NS      | $1552104.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38384CTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1157580 | PA      | $1168226.48   | 0.19%             | 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        |    1274879 | PA      | $1321349.85   | 0.21%             | 2036-01-15      | Fixed         | 5.80%                 | 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      | $2202871.00   | 0.36%             | 2037-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                     | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1312000 | PA      | $1341153.95   | 0.22%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Group SA                                                                 | Amadeus IT Group SA                                                                   | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |       2185 | NS      | $126162.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VanEck J. P. Morgan EM Local Currency Bond ETF                                      | VanEck J. P. Morgan EM Local Currency Bond ETF                                        | CUSIP: 92189H300<br>LEI: 549300CNWPR88MZBEA63 | Long             | EC               | RF                | US        |     652175 | NS      | $16669593.00  | 2.69%             |  |  |  | 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      | $363054.59    | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                               | Costco Wholesale Corp                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        600 | NS      | $608718.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| State Bank of India                                                                 | State Bank of India                                                                   | CUSIP: 856552203<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |       1123 | NS      | $128246.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     620000 | PA      | $630463.74    | 0.10%             | 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        |       5381 | NS      | $284654.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Hapoalim BM                                                                    | Bank Hapoalim BM                                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |      21637 | NS      | $580310.25    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                              | Arch Capital Group Ltd                                                                | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       5185 | NS      | $489775.10    | 0.08%             |  |  |  | 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        |     195217 | PA      | $194632.77    | 0.03%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp                                                            | Renesas Electronics Corp                                                              | CUSIP: 000000000<br>LEI: 5299000EPC47VJQOFB81 | Long             | EC               | CORP              | JP        |     156000 | NS      | $3236498.48   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517831.79    | 0.08%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                           | Chubb Ltd                                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       9157 | NS      | $2994339.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     875000 | PA      | $872162.11    | 0.14%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Omnicom Group Inc                                                                   | Omnicom Group Inc                                                                     | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       4598 | NS      | $352758.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1958198.76   | 0.32%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                     | CUSIP: 88238CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1502649.00   | 0.24%             | 2038-07-20      | Floating      | 5.22%                 | 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      | $405384.88    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | 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      | $748008.00    | 0.12%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1323733.52   | 0.21%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | Canadian Imperial Bank of Commerce                                                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      16631 | NS      | $1855751.96   | 0.30%             |  |  |  | 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        |     176273 | PA      | $178613.67    | 0.03%             | 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      | $1484250.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ABB Ltd                                                                             | ABB Ltd                                                                               | CUSIP: 000000000<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |      48461 | NS      | $4874722.42   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                          | Nucor Corp                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      20643 | NS      | $4650661.47   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     525000 | PA      | $522484.09    | 0.08%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Next PLC                                                                            | Next PLC                                                                              | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |       1508 | NS      | $265838.64    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                      | Amazon.com Inc                                                                        | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1082664.83   | 0.17%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      75000 | NS      | $1797000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     233702 | PA      | $235425.85    | 0.04%             | 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      | $649906.43    | 0.10%             | 2044-01-15      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 23 Ltd                                                                        | CUSIP: 75009CAA4<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3505397.00   | 0.57%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                  | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4604000 | PA      | $4544930.68   | 0.73%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                                   | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     272000 | PA      | $273570.64    | 0.04%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                                               | Dell Technologies Inc                                                                 | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      27491 | NS      | $5744244.45   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      14691 | NS      | $5653096.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66                                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |      40209 | NS      | $7203442.35   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1480124.85   | 0.24%             | 2032-02-25      | Fixed         | 4.95%                 | 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      | $1007895.62   | 0.16%             | 2035-06-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2026-1 LLC                                                                        | CUSIP: 55400XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $847953.12    | 0.14%             | 2043-03-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     800000 | PA      | $814158.40    | 0.13%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                          | Zoetis Inc                                                                            | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       9392 | NS      | $1079798.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      75000 | NS      | $1870500.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JW Commercial Mortgage Trust                                                        | JW Commercial Mortgage Trust 2024-MRCO                                                | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     970000 | PA      | $970000.00    | 0.16%             | 2039-06-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38385FE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1895029 | PA      | $1816320.64   | 0.29%             | 2055-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        469 | NC      | $-89095.93    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                                 | Leidos Holdings Inc                                                                   | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |       5576 | NS      | $832050.72    | 0.13%             |  |  |  | No            |                  1 | 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      | $563699.02    | 0.09%             | 2039-12-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    1575000 | PA      | $1610429.63   | 0.26%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| 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: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $800271.00    | 0.13%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                             | America Movil SAB de CV                                                               | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |      20251 | NS      | $538676.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   51915968 | NS      | $51915968.14  | 8.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MTN Commercial Mortgage Trust                                                       | MTN Commercial Mortgage Trust 2026-LPFX                                               | CUSIP: 624944AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     593000 | PA      | $593347.44    | 0.10%             | 2043-05-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares XLI Clo Ltd                                                                      | CUSIP: 04016DAU9<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002166.00   | 0.32%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                                  | Teck Resources Ltd                                                                    | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       6457 | NS      | $376957.41    | 0.06%             |  |  |  | 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      | $396690.60    | 0.06%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       9459 | NS      | $3857191.02   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137FVSN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2683026 | PA      | $359866.54    | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                             | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1243750 | PA      | $1218202.38   | 0.20%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                                               | STMicroelectronics NV                                                                 | CUSIP: 000000000<br>LEI: 213800Z8NOHIKRI42W10 | Long             | EC               | CORP              | NL        |      36470 | NS      | $2001932.54   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                                    | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $500936.35    | 0.08%             | 2042-12-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2025-B LLC                                                                      | CUSIP: 433401AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     708364 | PA      | $703428.41    | 0.11%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1275000 | PA      | $1318333.50   | 0.21%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1476093.75   | 0.24%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                                                             | Regatta 34 Funding Ltd                                                                | CUSIP: 75904BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $652310.75    | 0.11%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                                     | Gold Fields Ltd                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      18575 | NS      | $789066.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     527000 | PA      | $516885.50    | 0.08%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust 2026-1                                        | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $998352.00    | 0.16%             | 2029-05-10      | Fixed         | 4.63%                 | 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        |    1000000 | PA      | $1035520.96   | 0.17%             | 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        |      10086 | NS      | $4967758.44   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XVIII-R                                                                    | CUSIP: 03767NAY2<br>LEI: 5493006I0ZVKOEXXC849 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001332.00   | 0.16%             | 2038-01-22      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                             | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1017653.60   | 0.16%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp                                                                         | NVIDIA Corp                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      57035 | NS      | $11382474.95  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                                                           | Adobe Inc                                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       6071 | NS      | $1494073.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                            | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     715778 | PA      | $708692.67    | 0.11%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     460000 | PA      | $452247.43    | 0.07%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FIRST CITIZENS BANCSHARE                                                            | First Citizens BancShares Inc/NC                                                      | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1222148.49   | 0.20%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                                                    | Sculptor CLO XXVI Ltd                                                                 | CUSIP: 81124TAS6<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1251732.50   | 0.20%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      16366 | NS      | $6250830.04   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     756000 | PA      | $737630.67    | 0.12%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                   | CUSIP: 891946AA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     647413 | PA      | $649787.73    | 0.10%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     985000 | PA      | $992355.98    | 0.16%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1008371.86   | 0.16%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     800000 | PA      | $821802.46    | 0.13%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XIV Ltd                                                              | CUSIP: 83013NAE0<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1598144.00   | 0.26%             | 2038-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                | Ryanair Holdings PLC                                                                  | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |       6551 | NS      | $172262.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     320000 | PA      | $199981.73    | 0.03%             | 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        |    1250000 | PA      | $1208999.75   | 0.20%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                   | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1070551.18   | 0.17%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | 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        |     229140 | PA      | $230768.67    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | 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        |     594000 | PA      | $600329.60    | 0.10%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                        | Ferrovial SE                                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |      24124 | NS      | $1659217.19   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                                                        | Mexico Cetes                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  117000000 | PA      | $6370637.78   | 1.03%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                                | Maple Parent Holdings Corp                                                            | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     675000 | PA      | $683401.59    | 0.11%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-6                                                | CUSIP: 46657YAP9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     352652 | PA      | $352318.68    | 0.06%             | 2054-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                                  | Walt Disney Co/The                                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       6848 | NS      | $710480.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DNB Bank ASA                                                                        | DNB Bank ASA                                                                          | CUSIP: 000000000<br>LEI: 549300GKFG0RYRRQ1414 | Long             | EC               | CORP              | NO        |      11220 | NS      | $340254.13    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                              | Discovery Global Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     755000 | PA      | $683826.15    | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                         | CUSIP: 749414AA6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     728410 | PA      | $728029.44    | 0.12%             | 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      | $251200.70    | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc                                                                 | Astellas Pharma Inc                                                                   | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |     116400 | NS      | $1667322.67   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     609000 | PA      | $611575.00    | 0.10%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Eurex Deutschland                                                                   | MSCI WORLD INDEX JUN26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        157 | NC      | $1564644.61   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1095000 | PA      | $1092481.50   | 0.18%             | 2031-01-21      | Fixed         | 6.12%                 | 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        |    8440117 | NS      | $8440117.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1025772 | PA      | $1028459.67   | 0.17%             | 2031-02-28      | Floating      | 6.15%                 | 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      | $998450.79    | 0.16%             | 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        |    1400000 | PA      | $1430282.00   | 0.23%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Agnico Eagle Mines Ltd                                                              | Agnico Eagle Mines Ltd                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |      11936 | NS      | $2244496.99   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                            | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7000000 | PA      | $7048440.00   | 1.14%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                               | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $203349.80    | 0.03%             | 2040-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                     | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     453000 | PA      | $459351.98    | 0.07%             | 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      | $1214621.00   | 0.20%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                       | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     154000 | PA      | $152889.97    | 0.02%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3850000 | PA      | $4325667.75   | 0.70%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                 | Dow Chemical Co/The                                                                   | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     870000 | PA      | $866933.14    | 0.14%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Engie SA                                                                            | Engie SA                                                                              | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     106808 | NS      | $3522678.25   | 0.57%             |  |  |  | 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      | $793000.00    | 0.13%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     536000 | PA      | $542907.06    | 0.09%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED GBP / SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $134628.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     880000 | PA      | $875778.39    | 0.14%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Vestas Wind Systems A/S                                                             | Vestas Wind Systems A/S                                                               | CUSIP: 000000000<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |      26824 | NS      | $823984.76    | 0.13%             |  |  |  | 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      | $804811.04    | 0.13%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust 2026-1                                        | CUSIP: 90945FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $598103.82    | 0.10%             | 2031-06-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $304309.88    | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hannover Rueck SE                                                                   | Hannover Rueck SE                                                                     | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      10601 | NS      | $3210769.82   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX 50 JUN26                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        169 | NC      | $-24741.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Aena SME SA                                                                         | Aena SME SA                                                                           | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |       3921 | NS      | $107028.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     625000 | PA      | $611249.56    | 0.10%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                                                              | Intuitive Surgical Inc                                                                | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        743 | NS      | $340004.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     501000 | PA      | $419651.90    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     504000 | PA      | $497448.30    | 0.08%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524000 | PA      | $535543.09    | 0.09%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382MA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3197231 | PA      | $391707.21    | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | Broadcom Inc                                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      17385 | NS      | $7257020.55   | 1.17%             |  |  |  | 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        |     121430 | PA      | $122187.81    | 0.02%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                   | Toyota Motor Corp                                                                     | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     138100 | NS      | $2688224.17   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3140QWA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1317746 | PA      | $1353941.17   | 0.22%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5302000 | PA      | $5255607.50   | 0.85%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                                      | Pikes Peak CLO 14 2023 Ltd                                                            | CUSIP: 72134CAQ4<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1001901.00   | 0.16%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                | Targa Resources Corp                                                                  | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     950000 | PA      | $922354.45    | 0.15%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-2                                                          | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $494850.20    | 0.08%             | 2032-11-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137F6K55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1835712 | PA      | $251766.74    | 0.04%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                             | CUSIP: 74988DAE2<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001389.00   | 0.16%             | 2040-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1020000 | PA      | $1077696.30   | 0.17%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     950000 | PA      | $975282.00    | 0.16%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                       | Rio Tinto PLC                                                                         | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       8248 | NS      | $831338.12    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| 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      | $601661.46    | 0.10%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     635000 | PA      | $644287.13    | 0.10%             | 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      | $2000762.00   | 0.32%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     900000 | PA      | $920472.30    | 0.15%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                          | Samsung Electronics Co Ltd                                                            | CUSIP: 796050201<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |        153 | NS      | $416160.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                            | First Quantum Minerals Ltd                                                            | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1715000 | PA      | $1763218.94   | 0.28%             | 2034-02-15      | Fixed         | 7.25%                 | 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      | $230315.58    | 0.04%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                          | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1005827.00   | 0.16%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                                    | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501329.10    | 0.08%             | 2056-04-20      | Fixed         | 5.27%                 | 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      | $607976.39    | 0.10%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2020-3 Ltd                                                          | CUSIP: 69701RBN6<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $994865.00    | 0.16%             | 2036-11-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                          | Kenvue Inc                                                                            | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     341043 | NS      | $5978483.79   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                 | Arista Networks Inc                                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      26540 | NS      | $4583723.40   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED EUR / SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $99692.41     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                                | Parker-Hannifin Corp                                                                  | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       3252 | NS      | $2957433.84   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                        | Prologis Inc                                                                          | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |        236 | NS      | $12531.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1235876.41   | 0.20%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                   | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    1246875 | PA      | $1229162.39   | 0.20%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 1150000000 | PA      | $3257582.28   | 0.53%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                       | CUSIP: 87249QAL4<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $801122.40    | 0.13%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1058895.95   | 0.17%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd                                                             | QBE Insurance Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     187965 | NS      | $3038751.60   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1079739.08   | 0.17%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                          | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     860000 | PA      | $802926.10    | 0.13%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Itau Unibanco Holding SA                                                            | Itau Unibanco Holding SA                                                              | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     145966 | NS      | $1269904.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     850000 | PA      | $884168.30    | 0.14%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| GE Aerospace                                                                        | GE Aerospace                                                                          | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       6026 | NS      | $1747118.18   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1040602 | PA      | $1055894.47   | 0.17%             | 2054-12-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                             | Charles Schwab Corp/The                                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      19958 | NS      | $1828951.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1141325.51   | 0.18%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Holdings NV                                                                  | AerCap Holdings NV                                                                    | CUSIP: 000000000<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |        783 | NS      | $111350.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pikes Peak CLO                                                                      | Pikes Peak CLO 6                                                                      | CUSIP: 72132YBC8<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $746928.75    | 0.12%             | 2034-05-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     581340 | PA      | $583588.77    | 0.09%             | 2032-09-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BHP Group Ltd                                                                       | BHP Group Ltd                                                                         | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      14107 | NS      | $551186.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                            | African Development Bank                                                              | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    1550000 | PA      | $1514807.53   | 0.24%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UCB SA                                                                              | UCB SA                                                                                | CUSIP: 000000000<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |       1734 | NS      | $469952.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                        | Experian PLC                                                                          | CUSIP: 000000000<br>LEI: 635400RXXHHYT1JTSZ26 | Long             | EC               | CORP              | JE        |       4098 | NS      | $149797.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2026-1250B                                      | CUSIP: 949939AA0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $988955.50    | 0.16%             | 2041-03-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1935974.54   | 0.31%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                    | CUSIP: 36290S6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8704 | PA      | $9256.02      | 0.00%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                             | Eni SpA                                                                               | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      54381 | NS      | $1541658.78   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6100000 | PA      | $6102486.73   | 0.98%             | 2026-07-31      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                            | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     101000 | PA      | $109764.68    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     222184 | PA      | $223690.70    | 0.04%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                        | Autodesk Inc                                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      12208 | NS      | $2893296.00   | 0.47%             |  |  |  | No            |                  1 | 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      | $500558.50    | 0.08%             | 2037-07-20      | Floating      | 5.18%                 | 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      | $1002267.30   | 0.16%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                   | Allstate Corp/The                                                                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      23088 | NS      | $5016098.88   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                          | Dover Corp                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |       9294 | NS      | $2104254.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Baidu Inc                                                                           | Baidu Inc                                                                             | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       4207 | NS      | $532311.71    | 0.09%             |  |  |  | No            |                  1 | 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      | $842948.50    | 0.14%             | 2042-10-09      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings Inc                                                                  | Sompo Holdings Inc                                                                    | CUSIP: 000000000<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |      85800 | NS      | $3191080.06   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1011596.37   | 0.16%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| VICI Properties Inc                                                                 | VICI Properties Inc                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      50188 | NS      | $1465489.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     743000 | PA      | $681159.74    | 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      | $367033.41    | 0.06%             | 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        |      74715 | PA      | $10543.09     | 0.00%             | 2033-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1032800.16   | 0.17%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |     589662 | PA      | $600720.73    | 0.10%             | 2049-03-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S+P500 EMINI FUT JUN26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         82 | NC      | $924598.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2026-B                                                     | CUSIP: 12676XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     850000 | PA      | $849259.23    | 0.14%             | 2032-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 (OSE) JUN26                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         72 | NC      | $2025721.77   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                          | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1648331.26   | 0.27%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                        | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1475000 | PA      | $1483652.35   | 0.24%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | 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      | $1522572.15   | 0.25%             | 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      | $2473140.80   | 0.40%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                                                           | CK Hutchison Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      13500 | NS      | $112952.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                       | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1700000 | PA      | $1716724.60   | 0.28%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Citibank NA                                                                         | PURCHASED JPY / SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $99863.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |      32379 | NS      | $608778.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd                                                    | Oversea-Chinese Banking Corp Ltd                                                      | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      33600 | NS      | $580271.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2362199.28   | 0.38%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | 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      | $745453.05    | 0.12%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                         | CUSIP: 749426AB8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     379240 | PA      | $381048.25    | 0.06%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                         | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1140892.38   | 0.18%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                             | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1637179.83   | 0.26%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     498000 | PA      | $502695.86    | 0.08%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial Inc                                                            | Ameriprise Financial Inc                                                              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       3405 | NS      | $1616659.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-INV1                                                      | CUSIP: 816939AC6<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |     887666 | PA      | $884605.15    | 0.14%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                                  | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2553426.19   | 0.41%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ICE Futures U.S., Inc.                                                              | MSCI EMGMKT JUN26                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        204 | NC      | $1172405.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                         | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     930000 | PA      | $935739.10    | 0.15%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                   | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      75000 | NS      | $1906500.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                               | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      75000 | NS      | $1876500.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                   | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1166000 | PA      | $1196963.15   | 0.19%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     397000 | PA      | $364172.47    | 0.06%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2805900 | PA      | $2808530.53   | 0.45%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc                                                 | Restaurant Brands International Inc                                                   | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      27002 | NS      | $2178885.57   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Erste Group Bank AG                                                                 | Erste Group Bank AG                                                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |       1411 | NS      | $155793.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1497552 | PA      | $1489051.33   | 0.24%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1760958.46   | 0.28%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                            | Simon Property Group Inc                                                              | CUSIP: 828806885<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EP               |  | US        |      17000 | NS      | $915790.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1508107.98   | 0.24%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Regeneron Pharmaceuticals Inc                                                       | Regeneron Pharmaceuticals Inc                                                         | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       9632 | NS      | $6810401.92   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     837000 | PA      | $857283.28    | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         66 | NC      | $-367307.82   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     894000 | PA      | $911963.14    | 0.15%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     700000 | PA      | $677385.10    | 0.11%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                           | Taiwan Semiconductor Manufacturing Co Ltd                                             | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |        470 | NS      | $186148.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                                | Maple Parent Holdings Corp                                                            | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     820000 | PA      | $821698.11    | 0.13%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                             | Manulife Financial Corp                                                               | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |       3033 | NS      | $119256.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) JUN26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         16 | NC      | $-77543.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     950000 | PA      | $958360.00    | 0.15%             | 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      | $551200.88    | 0.09%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     830000 | PA      | $793702.44    | 0.13%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     994000 | PA      | $1001653.80   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | 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      | $395233.70    | 0.06%             | 2038-08-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                | Wingstop Funding LLC                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $405766.76    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     483000 | PA      | $478921.10    | 0.08%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                               | Travelers Cos Inc/The                                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      13873 | NS      | $4233207.22   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Inc                                                          | Charter Communications Inc                                                            | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      21954 | NS      | $3626142.18   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| EMPRESA DE LOS FERROCARR                                                            | Empresa de los Ferrocarriles del Estado                                               | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     239000 | PA      | $151614.43    | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1700000 | PA      | $1742032.50   | 0.28%             | 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      | $1278547.40   | 0.21%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Continental Credit Card llc                                                         | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     400000 | PA      | $402584.76    | 0.06%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                     | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    2800000 | PA      | $2843363.60   | 0.46%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                              | Sempra                                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1773931.68   | 0.29%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                             | Southwestern Electric Power Co                                                        | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     817000 | PA      | $806014.62    | 0.13%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co Ltd                                                       | ASE Technology Holding Co Ltd                                                         | CUSIP: 00215W100<br>LEI: 300300GO8QHPMV87NZ73 | Long             | EC               | CORP              | TW        |     235971 | NS      | $7411849.11   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 44 Ltd                                                                        | CUSIP: 00121RAE4<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $496947.00    | 0.08%             | 2037-10-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                               | Nippon Life Insurance Co                                                              | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     700000 | PA      | $625958.20    | 0.10%             | 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        |     162370 | PA      | $164407.68    | 0.03%             | 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      | $3165353.63   | 0.51%             | 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      | $832824.34    | 0.13%             | 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        |     816523 | PA      | $875661.23    | 0.14%             | 2059-07-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                | Booking Holdings Inc                                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      21743 | NS      | $3660651.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                | Keurig Dr Pepper Inc                                                                  | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     183729 | NS      | $5401632.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1759248.75   | 0.28%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1401300 | PA      | $1319685.22   | 0.21%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                         | Equinix Inc                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       2289 | NS      | $2478597.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsung Electronics Co Ltd                                                          | Samsung Electronics Co Ltd                                                            | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       1296 | NS      | $4852224.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38383FVU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3532569 | PA      | $460099.81    | 0.07%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                              | Anglo American Capital PLC                                                            | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1350000 | PA      | $1328310.83   | 0.21%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                      | Eli Lilly & Co                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       5643 | NS      | $5273947.80   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                                                   | Siemens Energy AG                                                                     | CUSIP: 000000000<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |       5410 | NS      | $1152077.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                      | Amazon.com Inc                                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      24360 | NS      | $6456861.60   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                      | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     620000 | PA      | $642455.16    | 0.10%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                        | CUSIP: 55389RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     676071 | PA      | $667366.56    | 0.11%             | 2044-10-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                    | Puget Energy Inc                                                                      | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2102629.20   | 0.34%             | 2056-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     711184 | PA      | $709130.15    | 0.11%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                             | Bristol-Myers Squibb Co                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      19860 | NS      | $1203317.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2793109.50   | 0.45%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1986268.46   | 0.32%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Investor AB                                                                         | Investor AB                                                                           | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      45124 | NS      | $1820163.34   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                                     | Mitsubishi Corp                                                                       | CUSIP: 000000000<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | EC               | CORP              | JP        |      18500 | NS      | $592749.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     825000 | PA      | $824051.25    | 0.13%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                           | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1090155.00   | 0.18%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |     166353 | NS      | $3065603.91   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-14

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer