# EDGAR Filing Document

**Accession Number:** 0000809173
**File Stem:** 0001410368-26-064323
**Filing Date:** 2026-6
**Character Count:** 424755
**Document Hash:** 8f4ba1ad0deac221f372680f823501ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064323.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ABERDEEN MULTI-MARKET INCOME FUND
- **CENTRAL INDEX KEY:** 0000809173

**ORGANIZATION NAME:**
- **EIN:** 046562226
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04975
- **FILM NUMBER:** 261113284

**BUSINESS ADDRESS:**
- **STREET 1:** 1900 MARKET STREET
- **STREET 2:** SUITE 200
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19103
- **BUSINESS PHONE:** 18443837289

**MAIL ADDRESS:**
- **STREET 1:** 1900 MARKET STREET
- **STREET 2:** SUITE 200
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ABERDEEN MULTI-MARKET INCOME TRUST
- **DATE OF NAME CHANGE:** 20260622

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS MULTIMARKET INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS HIGH YIELD MARKETS TRUST
- **DATE OF NAME CHANGE:** 19870204

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04975

- **c. CIK number of Registrant:** 0000809173

- **d. LEI of Registrant:** WJEDYZGROW7MJ1187O21

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199

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

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

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

- **c. LEI of Series:** WJEDYZGROW7MJ1187O21

**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:** $369027382.27

**Total Liabilities:** $99129592.54

**Net Assets:** $269897789.73

**Delayed Delivery Securities:** $2382002.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -272.84000000 | **1-Year:** -6027.87000000 | **5-Year:** -32366.95000000 | **10-Year:** -38861.95000000 | **30-Year:** -14037.75000000

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

- **3-Month:** -691.71000000 | **1-Year:** -15585.06000000 | **5-Year:** -31415.56000000 | **10-Year:** -8342.01000000 | **30-Year:** -1363.53000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.51%                | -1.19%               | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-243757.35              | $1225654.29                                |
| Month 2  | $-402204.95              | $-10272188.96                              |
| Month 3  | $-507685.09              | $4027125.90                                |

**Designated Index Information**

- **Index Name:** 50% BBG US HY 2% Issuer Cap, 20% JPM GBI-EM Gbl Div, 10% BBG US Gov/Mtge BI, 10% BBG US HY Corp BI, 10% FTSE WGBI non Dollar

- **Index Identifier:** 50% LF89TRUU, 20% JGENVUUG, 10% LUMSTRUU, 10% LF98TRUU, 10% SBNUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMS-OSRAM AG                                                               | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    498000 | PA      | $615603.18    | 0.23%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                       | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    199000 | PA      | $203211.64    | 0.08%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                                                | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198580.00    | 0.07%             | 2037-01-30      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    508000 | PA      | $512533.13    | 0.19%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                                           | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAB1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |     77089 | PA      | $77369.73     | 0.03%             | 2069-02-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    234000 | PA      | $230355.78    | 0.09%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     52193 | PA      | $52425.33     | 0.02%             | 2063-11-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $528648.30    | 0.20%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                              | SoftBank Corp                                                                    | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $247026.31    | 0.09%             | 2032-06-30      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                   | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    388000 | PA      | $393303.96    | 0.15%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HENKEL AG & CO KGAA                                                        | Henkel AG & Co KGaA                                                              | CUSIP: 000000000<br>LEI: 549300VZCL1HTH4O4Y49 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $356551.36    | 0.13%             | 2031-04-02      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    234000 | PA      | $225713.12    | 0.08%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                   | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    318000 | PA      | $191337.34    | 0.07%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                     | Commonwealth Bank of Australia                                                   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    488000 | PA      | $441809.32    | 0.16%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                     | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    959000 | PA      | $995710.06    | 0.37%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                   | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    656000 | PA      | $655572.88    | 0.24%             | 2029-02-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                    | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    458000 | PA      | $480383.38    | 0.18%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                       | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    601000 | PA      | $607821.04    | 0.23%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    445000 | PA      | $318293.49    | 0.12%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63958.87     | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    210000 | PA      | $247260.48    | 0.09%             | 2033-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                      | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    507325 | PA      | $518232.59    | 0.19%             | 2035-10-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $-8567.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1419.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                 | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    325000 | PA      | $395968.84    | 0.15%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79160.40     | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    270000 | PA      | $188245.08    | 0.07%             | 2050-06-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                   | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    729000 | PA      | $723121.73    | 0.27%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                                      | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $424148.35    | 0.16%             | 2034-11-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                        | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $677441.72    | 0.25%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                   | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    330000 | PA      | $387274.39    | 0.14%             | 2032-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $259773.35    | 0.10%             | 2029-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                         | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    138000 | PA      | $162149.68    | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                                         | Risewell Homes Inc                                                               | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    491000 | PA      | $501666.06    | 0.19%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -93 | NC      | $279783.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                                | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $-40884.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $126701.45    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $350527.43    | 0.13%             | 2034-02-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $-4184.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |         1 | NC      | $1157.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4796.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                          | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    412000 | PA      | $425307.60    | 0.16%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                       | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $265397.48    | 0.10%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                   | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $498614.78    | 0.18%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $272956.35    | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                 | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    258000 | PA      | $241331.80    | 0.09%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |         1 | NC      | $1890.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901AZ5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    672000 | PA      | $499195.05    | 0.18%             | 2027-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                                                    | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                            | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    535000 | PA      | $428000.00    | 0.16%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                                                   | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |    394000 | PA      | $405506.77    | 0.15%             | 2029-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33907.56     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                     | Indian Railway Finance Corp Ltd                                                  | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $640647.96    | 0.24%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                           | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    348000 | PA      | $368568.89    | 0.14%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                     | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $477225.99    | 0.18%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                       | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    628000 | PA      | $718222.67    | 0.27%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                         | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $433620.31    | 0.16%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    413000 | PA      | $411704.89    | 0.15%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                              | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $254317.19    | 0.09%             | 2030-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    351000 | PA      | $354149.52    | 0.13%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99917.51     | 0.04%             | 2039-06-10      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bonds                                       | Chile Government International Bonds                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    672000 | PA      | $413011.20    | 0.15%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    181000 | PA      | $173090.82    | 0.06%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AUTOROUTES DU SUD DE LA                                                    | Autoroutes du Sud de la France SA                                                | CUSIP: 000000000<br>LEI: 213800U12KWYZEECZ934 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $344695.98    | 0.13%             | 2034-01-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                  | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    328000 | PA      | $304416.01    | 0.11%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                       | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $321613.05    | 0.12%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $485362.81    | 0.18%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $1717.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                   | Ferguson Enterprises Inc                                                         | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    515000 | PA      | $511966.56    | 0.19%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                      | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    440000 | PA      | $509446.13    | 0.19%             | 2035-07-03      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                        | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    601000 | PA      | $586486.97    | 0.22%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905272 | PA      | $69957.95     | 0.03%             | 2054-03-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    186000 | PA      | $175455.38    | 0.07%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                             | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    229000 | PA      | $302283.24    | 0.11%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3073000 | PA      | $3052593.37   | 1.13%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                      | ARI Fleet Lease Trust 2023-B                                                     | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18153 | PA      | $18239.67     | 0.01%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $219509.35    | 0.08%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                             | Eskom Holdings                                                                   | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1052000 | PA      | $1069780.41   | 0.40%             | 2028-08-10      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                              | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    843000 | PA      | $828544.79    | 0.31%             | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    581000 | PA      | $604201.07    | 0.22%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE                                                    | Galderma Finance Europe BV                                                       | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $326039.37    | 0.12%             | 2031-03-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                          | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    502000 | PA      | $522367.14    | 0.19%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                   | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    433000 | PA      | $444813.11    | 0.16%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    320000 | PA      | $373116.29    | 0.14%             | 2035-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472391.83    | 0.18%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                   | Univision Communications Inc                                                     | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    291000 | PA      | $292586.08    | 0.11%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PSEG POWER LLC                                                             | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $510869.41    | 0.19%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NOVONESIS NOVOZYMES B                                                      | Novonesis Novozymes B                                                            | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | DBT              | CORP              | DK        |    280000 | PA      | $328631.38    | 0.12%             | 2033-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                         | Santos Finance Ltd                                                               | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    397000 | PA      | $401668.82    | 0.15%             | 2035-11-13      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $174734.52    | 0.06%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                                   | Uzbek Industrial and Construction Bank ATB                                       | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |    388000 | PA      | $418901.06    | 0.16%             | 2029-07-24      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                   | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    409000 | PA      | $407788.05    | 0.15%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                                    | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $349796.63    | 0.13%             | 2033-04-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                   | ORLEN SA                                                                         | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    542000 | PA      | $562684.68    | 0.21%             | 2035-01-30      | Fixed         | 6.00%                 | 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        |    235000 | PA      | $237439.30    | 0.09%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $243526.60    | 0.09%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    186000 | PA      | $192652.10    | 0.07%             | 2031-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                     | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $329763.31    | 0.12%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                             | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    323000 | PA      | $317527.54    | 0.12%             | 2036-02-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                        | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    226000 | PA      | $229432.89    | 0.09%             | 2028-02-14      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                        | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    455000 | PA      | $420265.48    | 0.16%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                         | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $295618.01    | 0.11%             | 2032-12-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                         | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    187000 | PA      | $172402.14    | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RCI BANQUE SA                                                              | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $351189.32    | 0.13%             | 2030-02-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                           | Smiths Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |    430000 | PA      | $488760.85    | 0.18%             | 2033-11-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $646298.94    | 0.24%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                        | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198049.07    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885203 | PA      | $40379.78     | 0.01%             | 2054-07-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                    | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    161000 | PA      | $188029.48    | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                      | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307000 | PA      | $290894.07    | 0.11%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                                            | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202130.00    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Angola Government International Bonds                                      | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $389201.75    | 0.14%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $310207.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                   | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  15300000 | PA      | $2528371.50   | 0.94%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EL CORTE INGLES SA                                                         | El Corte Ingles SA                                                               | CUSIP: 000000000<br>LEI: 95980020140005374753 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $113237.11    | 0.04%             | 2033-07-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $144155.53    | 0.05%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                       | WR Grace Holdings LLC                                                            | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    659000 | PA      | $654611.06    | 0.24%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192542.06    | 0.07%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    561000 | PA      | $555527.84    | 0.21%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                             | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    326000 | PA      | $192432.24    | 0.07%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                             | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $475957.62    | 0.18%             | 2030-08-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $236953.36    | 0.09%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    409000 | PA      | $371126.41    | 0.14%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Cars Alliance                                                              | Cars Alliance Sarl                                                               | CUSIP: 000000000<br>LEI: 984500M49BFQ3BAF5782 | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $352094.91    | 0.13%             | 2036-05-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                         | JSW Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    435000 | PA      | $431585.65    | 0.16%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                         | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    835000 | PA      | $568738.75    | 0.21%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-45636.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                   | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231231.59    | 0.09%             | 2032-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA Inc                                                                          | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    266000 | PA      | $257458.14    | 0.10%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                        | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $502201.44    | 0.19%             | 2033-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                         | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    608000 | PA      | $606712.38    | 0.22%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                          | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    469000 | PA      | $477119.33    | 0.18%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                   | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    361000 | PA      | $483870.05    | 0.18%             | 2036-09-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                           | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $456470.28    | 0.17%             | 2030-03-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                                        | Ceska sporitelna AS                                                              | CUSIP: 000000000<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |    300000 | PA      | $346173.77    | 0.13%             | 2033-02-11      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| GOODMAN AUSTRALIA FIN                                                      | Goodman Australia Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800AQVHS7SCC93B80 | Long             | DBT              | CORP              | AU        |    510000 | PA      | $593629.98    | 0.22%             | 2033-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                      | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    944000 | PA      | $948420.46    | 0.35%             | 2031-06-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                          | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    344000 | PA      | $346196.79    | 0.13%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LINDE PLC                                                                  | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $227314.45    | 0.08%             | 2036-02-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                         | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    583000 | PA      | $607391.34    | 0.23%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                           | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    136000 | PA      | $133435.78    | 0.05%             | 2044-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311924.16    | 0.12%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                       | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1049000 | PA      | $978192.50    | 0.36%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                                                    | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $485694.81    | 0.18%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BUXL 30Y BND JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -45 | NC      | $179459.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                             | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    511000 | PA      | $520637.81    | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | N/A       |         1 | NC      | $1682.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                        | Emera US Finance LP                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $649259.70    | 0.24%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                                           | BUPA Finance PLC                                                                 | CUSIP: 000000000<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $142284.77    | 0.05%             | 2045-11-18      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                            | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    837000 | PA      | $825469.57    | 0.31%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                    | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496703.63    | 0.18%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $201341.72    | 0.07%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MAGNUM ICC FINANCE BV                                                      | Magnum Icc Finance BV                                                            | CUSIP: 000000000<br>LEI: 213800X8LUUE1AALCC25 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $327000.70    | 0.12%             | 2037-11-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                      | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    273117 | PA      | $281865.45    | 0.10%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $213907.80    | 0.08%             | 2038-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                     | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    388000 | PA      | $347517.18    | 0.13%             | 2033-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                          | Clean Harbors Inc                                                                | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    714000 | PA      | $720629.49    | 0.27%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                    | Meridian Arc Holdco LLC                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705000 | PA      | $704839.53    | 0.26%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |         1 | NC      | $-19016.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                      | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1118371.61   | 0.41%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     79000 | PA      | $64978.53     | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $586364.95    | 0.22%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                    | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |    332000 | PA      | $335278.92    | 0.12%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $-6387.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    336000 | PA      | $343704.87    | 0.13%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                                   | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    564000 | PA      | $575452.45    | 0.21%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    424000 | PA      | $421286.89    | 0.16%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                   | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    324000 | PA      | $325834.61    | 0.12%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-4026.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                       | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    541000 | PA      | $534264.50    | 0.20%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                                                 | TELUS Corp                                                                       | CUSIP: 87971MBX0<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    679000 | PA      | $525809.48    | 0.19%             | 2032-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                                   | Kraken Oil & Gas Partners LLC                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    333000 | PA      | $339308.53    | 0.13%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Bayview Financial Revolving Mortgage Loan Trust                            | Bayview Financial Revolving Asset Trust 2005-E                                   | CUSIP: 073250BW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160360 | PA      | $398017.31    | 0.15%             | 2040-12-28      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1133.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                   | Ameritex Holdco Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $538455.30    | 0.20%             | 2033-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-11215.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                         | Republic of Poland Government International Bond                                 | CUSIP: 857524AL6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    328000 | PA      | $328890.90    | 0.12%             | 2056-04-14      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GB AIT BUYER                                                               | GB AIT Buyer Inc                                                                 | CUSIP: 36147AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $330947.02    | 0.12%             | 2034-04-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| EUTELSAT COMMUNICAT SACA                                                   | Eutelsat Communications SACA                                                     | CUSIP: 000000000<br>LEI: 549300EFWH9UR17YSK05 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $192399.27    | 0.07%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Petra Diamonds Ltd                                                         | Petra Diamonds Ltd                                                               | CUSIP: 000000000<br>LEI: 213800X4QZIAVSA12860 | Long             | EC               | CORP              | BM        |     17947 | NS      | $4224.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                     | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    643000 | PA      | $601703.52    | 0.22%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                                             | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    836000 | PA      | $863402.41    | 0.32%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                  | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    782000 | PA      | $774153.09    | 0.29%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117828.16    | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-19243.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                              | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    509194 | PA      | $552858.61    | 0.20%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                     | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    569000 | PA      | $527321.90    | 0.20%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    324000 | PA      | $318685.78    | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $207245.19    | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                           | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    277000 | PA      | $328305.79    | 0.12%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                           | APi Group DE Inc                                                                 | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    869000 | PA      | $851530.82    | 0.32%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     86000 | PA      | $85666.48     | 0.03%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100101.60    | 0.04%             | 2039-03-19      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                     | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    561000 | PA      | $578529.39    | 0.21%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209690.94    | 0.08%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                         | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718938.56    | 0.27%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    736000 | PA      | $710608.00    | 0.26%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8671013 | PA      | $321127.49    | 0.12%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    492000 | PA      | $478647.88    | 0.18%             | 2036-02-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $414705.75    | 0.15%             | 2035-03-28      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                       | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    255000 | PA      | $258731.42    | 0.10%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fact SA                                                                    | FACT SA                                                                          | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |    200000 | PA      | $234941.43    | 0.09%             | 2033-04-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                         | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $221775.13    | 0.08%             | 2033-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                   | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    286000 | PA      | $258262.67    | 0.10%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                             | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    474000 | PA      | $463965.23    | 0.17%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                                   | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    559000 | PA      | $565231.73    | 0.21%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                       | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $146271.44    | 0.05%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                                                  | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    325000 | PA      | $297107.24    | 0.11%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                     | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    430000 | PA      | $390150.24    | 0.14%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    546000 | PA      | $547265.96    | 0.20%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                             | Bruce Power LP                                                                   | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $190013.53    | 0.07%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                          | Republic of Poland Government International Bonds                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    397000 | PA      | $404539.06    | 0.15%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    311000 | PA      | $313781.05    | 0.12%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                        | Turkiye Government International Bond                                            | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    308000 | PA      | $296781.14    | 0.11%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                          | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    667000 | PA      | $672133.23    | 0.25%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                               | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324285.06    | 0.12%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                     | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    550000 | PA      | $487894.15    | 0.18%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    227000 | PA      | $225034.17    | 0.08%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                                                     | JB Poindexter & Co Inc                                                           | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    423000 | PA      | $438330.79    | 0.16%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                         | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $303117.53    | 0.11%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    178000 | PA      | $186259.05    | 0.07%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                                   | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    188000 | PA      | $185122.87    | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6190766 | PA      | $357973.59    | 0.13%             | 2054-02-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Bonds                                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    101000 | PA      | $96502.34     | 0.04%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                       | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $330934.72    | 0.12%             | 2032-09-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                     | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL        | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    691000 | PA      | $683130.06    | 0.25%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                         | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    273000 | PA      | $257743.99    | 0.10%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                                   | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    470000 | PA      | $477945.82    | 0.18%             | 2031-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $2752.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                       | Dotdash Meredith Inc                                                             | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |    438000 | PA      | $411111.18    | 0.15%             | 2032-06-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    121000 | PA      | $128662.32    | 0.05%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                             | WSP Global Inc                                                                   | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    492000 | PA      | $489010.33    | 0.18%             | 2036-09-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    264000 | PA      | $275253.09    | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HAMMERSON PLC                                                              | Hammerson PLC                                                                    | CUSIP: 000000000<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $500778.52    | 0.19%             | 2032-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                       | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    411000 | PA      | $362731.58    | 0.13%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-7213.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APA CORP                                                                   | APA Corp                                                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     98000 | PA      | $101676.90    | 0.04%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    728000 | PA      | $723018.08    | 0.27%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    389000 | PA      | $327257.48    | 0.12%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                   | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96917.38     | 0.04%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                        | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    827000 | PA      | $824299.76    | 0.31%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                    | Jefferies Financial Group Inc                                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    427000 | PA      | $411201.89    | 0.15%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                    | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $353256.90    | 0.13%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                       | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    393000 | PA      | $307980.47    | 0.11%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                      | Becton Dickinson & Co                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    446000 | PA      | $450285.52    | 0.17%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    499000 | PA      | $500626.74    | 0.19%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189181.11    | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                        | Abbott Laboratories                                                              | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    570000 | PA      | $553527.11    | 0.21%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                    | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $167125.92    | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    282000 | PA      | $267631.88    | 0.10%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                    | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    373000 | PA      | $388972.61    | 0.14%             | 2032-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    340000 | PA      | $337696.43    | 0.13%             | 2033-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $124272.23    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                   | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    183000 | PA      | $191250.74    | 0.07%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                             | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $498376.17    | 0.18%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                                   | Viking Baked Goods Acquisition Corp                                              | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    419000 | PA      | $427805.66    | 0.16%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |         1 | NC      | $-4014.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                           | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    509000 | PA      | $603276.71    | 0.22%             | 2030-07-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    454000 | PA      | $453635.07    | 0.17%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $518775.75    | 0.19%             | 2032-02-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                  | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    341000 | PA      | $350737.94    | 0.13%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                    | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    482000 | PA      | $374574.92    | 0.14%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                   | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    443000 | PA      | $452145.40    | 0.17%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                   | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252853.96    | 0.09%             | 2031-06-16      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                       | Petronas Capital Ltd                                                             | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    462000 | PA      | $476934.63    | 0.18%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                    | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    286000 | PA      | $296943.64    | 0.11%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                        | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    433000 | PA      | $432357.60    | 0.16%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                     | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    647000 | PA      | $614674.44    | 0.23%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    191000 | PA      | $194706.56    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                      | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $155033.01    | 0.06%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    614000 | PA      | $609625.86    | 0.23%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                   | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    675000 | PA      | $705082.86    | 0.26%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Auto ABS                                                                   | Auto Abs Spanish Loans 2026-1                                                    | CUSIP: 000000000<br>LEI: 9598007ZVMKDJKZFAC54 | Long             | ABS-O            | CORP              | ES        |    200000 | PA      | $234627.60    | 0.09%             | 2038-12-28      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600386.86    | 0.22%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                   | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    720000 | PA      | $677902.10    | 0.25%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    233000 | PA      | $239655.65    | 0.09%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                   | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    424000 | PA      | $437074.69    | 0.16%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| ACUSHNET CO                                                                | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    594000 | PA      | $596759.72    | 0.22%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                           | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $389376.38    | 0.14%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   1910502 | PA      | $107313.10    | 0.04%             | 2054-08-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    199000 | PA      | $191109.31    | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    351000 | PA      | $346496.67    | 0.13%             | 2034-02-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                      | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    224000 | PA      | $227979.95    | 0.08%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| First Mobility Sarl                                                        | First Mobility Swiss Lease 2026-1                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    400000 | PA      | $469834.55    | 0.17%             | 2033-09-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                    | Corebridge Global Funding                                                        | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307268.31    | 0.11%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RevoCar                                                                    | RevoCar                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    700000 | PA      | $821800.10    | 0.30%             | 2039-10-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                   | OBX 2024-NQM1 Trust                                                              | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |     62715 | PA      | $62940.32     | 0.02%             | 2063-11-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                   | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $358303.04    | 0.13%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    251000 | PA      | $253542.44    | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| L'OREAL SA                                                                 | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    276000 | PA      | $279360.93    | 0.10%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LINDE PLC                                                                  | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $114354.16    | 0.04%             | 2038-11-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388878.37    | 0.14%             | 2031-01-31      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -201 | NC      | $226982.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO CURRENCY                                                              | EURO CURRENCY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | N/A       |     51793 | NS      | $60786.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                     | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $302388.82    | 0.11%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AENA SME SA                                                                | Aena SME SA                                                                      | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $227480.07    | 0.08%             | 2036-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                                                    | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |    471000 | PA      | $480064.40    | 0.18%             | 2029-05-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                           | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525611.17    | 0.19%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                       | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    410000 | PA      | $386911.97    | 0.14%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                        | Erste Group Bank AG                                                              | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    300000 | PA      | $346274.78    | 0.13%             | 2036-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                      | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    420000 | PA      | $434868.00    | 0.16%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                   | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194378.31    | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                    | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    614000 | PA      | $613399.33    | 0.23%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                               | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $227382.69    | 0.08%             | 2035-06-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                         | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    428000 | PA      | $441910.00    | 0.16%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166067.78    | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                    | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    611000 | PA      | $606439.98    | 0.22%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE LTD                                                   | BHP Billiton Finance Ltd                                                         | CUSIP: 000000000<br>LEI: 549300KZMIS43NMT0A66 | Long             | DBT              | CORP              | AU        |    440000 | PA      | $504099.46    | 0.19%             | 2035-09-04      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    353426 | PA      | $360793.16    | 0.13%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                                    | Sammons Financial Group Inc                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    408000 | PA      | $432058.25    | 0.16%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        73 | NC      | $-138846.44   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $323089.54    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    388000 | PA      | $388000.00    | 0.14%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                           | T-Mobile USA Inc                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391805.53    | 0.15%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                                         | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $566500.73    | 0.21%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DANAHER CORP                                                               | Danaher Corp                                                                     | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    570000 | PA      | $667864.63    | 0.25%             | 2030-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                        | Peru Government International Bonds                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    422000 | PA      | $425376.00    | 0.16%             | 2035-02-08      | Fixed         | 5.38%                 | 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: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $924761.06    | 0.34%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                        | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    292000 | PA      | $202356.25    | 0.07%             | 2029-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    453000 | PA      | $461333.39    | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                     | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    320000 | PA      | $337320.17    | 0.12%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                                    | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $861385.02    | 0.32%             | 2031-02-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    371000 | PA      | $388811.41    | 0.14%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                                       | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $482620.99    | 0.18%             | 2031-07-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59069.14     | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                                          | LTRI HOLDINGS, LP                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $97052.80     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                   | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    228000 | PA      | $189947.06    | 0.07%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | N/A       |         1 | NC      | $676.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                      | BP Capital Markets BV                                                            | CUSIP: 000000000<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $142201.72    | 0.05%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $3445.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $277090.10    | 0.10%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                   | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88272.43     | 0.03%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244546.04    | 0.09%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229101.08    | 0.08%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                    | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $177081.51    | 0.07%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                   | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    395000 | PA      | $385764.47    | 0.14%             | 2036-01-31      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                    | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    604000 | PA      | $619650.24    | 0.23%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    815000 | PA      | $833964.24    | 0.31%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58192.69     | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                               | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56013 | PA      | $57125.18     | 0.02%             | 2039-05-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    289000 | PA      | $294273.67    | 0.11%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1440852.69   | 0.53%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTCASH INC                                                              | FirstCash Inc                                                                    | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463895.30    | 0.17%             | 2034-05-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                         | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    115000 | PA      | $112669.20    | 0.04%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        35 | NC      | $-92550.68    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC                                                          | Flowers Foods Inc                                                                | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42241.01     | 0.02%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                   | Magyar Export-Import Bank Zrt                                                    | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    490000 | PA      | $500024.05    | 0.19%             | 2027-12-04      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |         1 | NC      | $24.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                               | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    834000 | PA      | $824920.74    | 0.31%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                    | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $343048.50    | 0.13%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                          | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    233000 | PA      | $287289.39    | 0.11%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                     | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    423000 | PA      | $425413.22    | 0.16%             | 2033-02-01      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                                        | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    426000 | PA      | $441588.36    | 0.16%             | 2033-04-11      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-14376.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                                        | Lseg Netherlands BV                                                              | CUSIP: 000000000<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $399462.42    | 0.15%             | 2031-11-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                     | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $639240.84    | 0.24%             | 2029-05-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                   | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    736000 | PA      | $760607.42    | 0.28%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| POUND STERLING                                                             | POUND STERLING                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | GB        |        11 | NS      | $14.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228110.63    | 0.08%             | 2034-04-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                   | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $288379.12    | 0.11%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                                   | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $376736.68    | 0.14%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                                               | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    233000 | PA      | $241790.39    | 0.09%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3970205 | PA      | $167687.96    | 0.06%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                   | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    684000 | PA      | $672918.39    | 0.25%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                   | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $395087.16    | 0.15%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VALARIS LTD                                                                | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |    447000 | PA      | $466117.74    | 0.17%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-583.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLONIAL SFL SOCIMI                                                        | Colonial SFL Socimi SA                                                           | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235477.88    | 0.09%             | 2031-04-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                       | ENEL Finance International NV                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    284000 | PA      | $253063.58    | 0.09%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                                         | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $321665.49    | 0.12%             | 2034-02-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                        | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $176665.73    | 0.07%             | 2029-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFE TIME INC                                                              | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    378000 | PA      | $383716.49    | 0.14%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                       | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $245525.08    | 0.09%             | 2032-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| STAR PARENT INC                                                            | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    283000 | PA      | $296457.78    | 0.11%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                   | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |    310000 | PA      | $421747.61    | 0.16%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $637146.36    | 0.24%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                                              | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    502000 | PA      | $462240.50    | 0.17%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                   | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $204180.00    | 0.08%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                             | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    871000 | PA      | $864565.49    | 0.32%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                           | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    280000 | PA      | $178555.76    | 0.07%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91498.16     | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                            | AREIT 2022-CRE6 Trust                                                            | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    126000 | PA      | $125690.38    | 0.05%             | 2037-01-20      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                  | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    368000 | PA      | $374382.59    | 0.14%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                          | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    118000 | PA      | $113703.99    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                   | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    271000 | PA      | $291227.56    | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                    | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $377120.34    | 0.14%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-623.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                               | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    197000 | PA      | $197722.99    | 0.07%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                       | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260000.24    | 0.10%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                          | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   3546000 | PA      | $3999136.78   | 1.48%             | 2054-10-01      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| LANDSBANKINN HF                                                            | Landsbankinn HF                                                                  | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    220000 | PA      | $251191.98    | 0.09%             | 2032-11-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1086.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |         1 | NC      | $-8931.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -150 | NC      | $396699.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Angola Government International Bonds                                      | Angola Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    491000 | PA      | $503166.29    | 0.19%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |         1 | NC      | $-6066.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                   | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  39200000 | PA      | $2364849.60   | 0.88%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3739.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                       | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    573000 | PA      | $649624.48    | 0.24%             | 2028-10-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                   | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600880.39    | 0.22%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                    | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    308000 | PA      | $304504.07    | 0.11%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                       | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    452000 | PA      | $476306.21    | 0.18%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                               | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114107 | PA      | $113861.60    | 0.04%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                     | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $382304.82    | 0.14%             | 2033-02-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                            | M&T Bank Auto Receivables Trust 2025-1                                           | CUSIP: 55287XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69434 | PA      | $69541.39     | 0.03%             | 2028-05-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| FLOS B&B ITALIA SPA                                                        | Flos B&b Italia SPA                                                              | CUSIP: 000000000<br>LEI: 815600907387ED411436 | Long             | DBT              | CORP              | IT        |    264000 | PA      | $325191.19    | 0.12%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                        | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664635.33    | 0.25%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                    | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    308000 | PA      | $314212.55    | 0.12%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-1586.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $139316.14    | 0.05%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $98506.75     | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                   | Azule Energy Finance Plc                                                         | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    419000 | PA      | $431736.52    | 0.16%             | 2031-01-22      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                       | Neptune Bidco US Inc                                                             | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189149.95    | 0.07%             | 2033-02-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                          | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261672.12    | 0.10%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                    | BPCE SA                                                                          | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $441618.54    | 0.16%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                      | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    202000 | PA      | $196459.08    | 0.07%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                     | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   1941000 | PA      | $2233404.18   | 0.83%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| NAVER CORP                                                                 | NAVER Corp                                                                       | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | DBT              | CORP              | KR        |    340000 | PA      | $396896.41    | 0.15%             | 2033-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                       | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    466006 | PA      | $467527.98    | 0.17%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                       | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124445.29    | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    554000 | PA      | $559632.58    | 0.21%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                              | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    435000 | PA      | $383281.20    | 0.14%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                     | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84232.89     | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    464000 | PA      | $493250.56    | 0.18%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419820.89    | 0.16%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                           | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    495000 | PA      | $481259.89    | 0.18%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $195688.38    | 0.07%             | 2030-11-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131860.49    | 0.05%             | 2030-09-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                    | Hyundai Capital America                                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    244000 | PA      | $245413.82    | 0.09%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                      | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1021704.39   | 0.38%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6869394 | PA      | $202317.41    | 0.07%             | 2054-06-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                   | Province of British Columbia Canada                                              | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    405000 | PA      | $221604.34    | 0.08%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                               | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    348000 | PA      | $352526.77    | 0.13%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                         | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    505000 | PA      | $528658.83    | 0.20%             | 2035-01-10      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                          | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119682.57    | 0.04%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -38 | NC      | $179614.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                             | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117640.21    | 0.04%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                    | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $475941.47    | 0.18%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                   | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $297406.73    | 0.11%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                   | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $230870.04    | 0.09%             | 2043-01-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $125042.74    | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN DOLLAR                                                            | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | CA        |         0 | NS      | $0.15         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    564000 | PA      | $516332.64    | 0.19%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $148840.70    | 0.06%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL GRID NA INC                                                       | National Grid North America Inc                                                  | CUSIP: 000000000<br>LEI: 5Q3U0WRKWZZGRMPYFT08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $478018.05    | 0.18%             | 2035-06-03      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                   | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $237567.88    | 0.09%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                    | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $364157.83    | 0.13%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                     | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    397000 | PA      | $381902.61    | 0.14%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                                    | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |    605000 | PA      | $616768.98    | 0.23%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                      | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    557000 | PA      | $538354.06    | 0.20%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                                            | Summer BidCo BV                                                                  | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    154000 | PA      | $182568.04    | 0.07%             | 2031-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                             | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $310708.47    | 0.12%             | 2031-07-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                      | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    328000 | PA      | $335585.33    | 0.12%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1272000 | PA      | $1197568.13   | 0.44%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                             | Salesforce Inc                                                                   | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    428000 | PA      | $426742.83    | 0.16%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |         1 | NC      | $746.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                      | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281702.03    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                   | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    960000 | PA      | $902027.52    | 0.33%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                         | Crown Americas LLC                                                               | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    376000 | PA      | $378734.27    | 0.14%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                  | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $190490.77    | 0.07%             | 2031-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                              | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    393000 | PA      | $274038.43    | 0.10%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |         1 | NC      | $2483.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                     | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143355.23    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                      | TrueNoord Capital DAC                                                            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $285490.42    | 0.11%             | 2030-03-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                     | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    698000 | PA      | $688652.31    | 0.26%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                          | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    972000 | PA      | $944331.24    | 0.35%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                     | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $583397.51    | 0.22%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                                                           | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |    191109 | PA      | $191747.51    | 0.07%             | 2069-11-25      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                       | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    183000 | PA      | $188850.69    | 0.07%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| RXO INC                                                                    | RXO Inc                                                                          | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    423000 | PA      | $418873.96    | 0.16%             | 2031-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                              | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $259675.81    | 0.10%             | 2029-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                         | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $329122.61    | 0.12%             | 2030-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1256.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                          | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $385586.49    | 0.14%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| RIKISBREF                                                                  | Iceland Rikisbref                                                                | CUSIP: 000000000<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |  16000000 | PA      | $125521.69    | 0.05%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                    | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    145425 | PA      | $143486.23    | 0.05%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452097.92    | 0.17%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    132000 | PA      | $129697.49    | 0.05%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    433000 | PA      | $453567.93    | 0.17%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $4179.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                                       | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $231298.55    | 0.09%             | 2032-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                             | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $976768.18    | 0.36%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                           | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    254000 | PA      | $251576.77    | 0.09%             | 2034-09-16      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -55 | NC      | $103147.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanzia Master Issuer S.a r.l.                                            | Advanzia Master Issuer Sarl                                                      | CUSIP: 000000000<br>LEI: 213800Y8EQ8YI634KZ52 | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $352357.36    | 0.13%             | 2036-05-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                   | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    600000 | PA      | $479722.62    | 0.18%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC                                                              | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    451000 | PA      | $465681.54    | 0.17%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                          | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1047289 | PA      | $780230.31    | 0.29%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MAPFRE SA                                                                  | Mapfre SA                                                                        | CUSIP: 000000000<br>LEI: 95980020140005693107 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $459514.05    | 0.17%             | 2032-01-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                        | Shriram Finance Ltd                                                              | CUSIP: 82556FAB8<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    731000 | PA      | $745776.35    | 0.28%             | 2028-04-03      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    407000 | PA      | $444186.37    | 0.16%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $2239.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                              | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    134000 | PA      | $143112.08    | 0.05%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                     | Asurion LLC/ Asurion Co-Issuer Inc                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    812000 | PA      | $848206.27    | 0.31%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                   | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496102.62    | 0.18%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                    | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    308000 | PA      | $304101.08    | 0.11%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $127549.96    | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $235349.97    | 0.09%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                   | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188399.31    | 0.07%             | 2032-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD                                                                | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $492630.22    | 0.18%             | 2038-05-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                                    | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    563000 | PA      | $535556.32    | 0.20%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENT BORROWER LLC                                                    | Rivers Enterprise Borrower LLC                                                   | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $429288.78    | 0.16%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                                               | Virtusa Corp                                                                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $274397.44    | 0.10%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                    | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238901.26    | 0.09%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MBANK SA                                                                   | mBank SA                                                                         | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    200000 | PA      | $237272.20    | 0.09%             | 2030-09-27      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | CoreWeave Inc                                                                    | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    462000 | PA      | $464675.23    | 0.17%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                                  | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408238.00    | 0.15%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    518000 | PA      | $457060.74    | 0.17%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                               | Kaspi.KZ JSC                                                                     | CUSIP: 48581RAA4<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    405000 | PA      | $403631.28    | 0.15%             | 2031-04-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                                                      | Toll Road Investors Partnership II LP                                            | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $334583.98    | 0.12%             | 2027-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRE INC                                                                  | Spire Inc                                                                        | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    645000 | PA      | $638644.48    | 0.24%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VGP NV                                                                     | VGP NV                                                                           | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $219918.47    | 0.08%             | 2030-01-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                    | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $160127.20    | 0.06%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                   | Visa Inc                                                                         | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $235994.53    | 0.09%             | 2044-05-15      | Fixed         | 3.88%                 | 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: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    173000 | PA      | $173503.26    | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                      | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $371451.45    | 0.14%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                       | ERAC USA Finance LLC                                                             | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    554000 | PA      | $552608.14    | 0.20%             | 2036-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC                                       | Finance Ireland Auto Receivables NO 1 DAC                                        | CUSIP: 000000000<br>LEI: 635400BLNU2XY7TLEN04 | Long             | ABS-O            | CORP              | IE        |    547196 | PA      | $643650.63    | 0.24%             | 2033-09-12      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                   | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    641000 | PA      | $650550.77    | 0.24%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE                                                             | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    591000 | PA      | $612237.59    | 0.23%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                     | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    521000 | PA      | $371749.13    | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND DOLLAR                                                         | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | NZ        |         0 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-655.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                   | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188912.91    | 0.07%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crest Ltd                                                                  | CREST 2004-1 Ltd                                                                 | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |   4586320 | PA      | $45.86        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                      | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    483000 | PA      | $510010.33    | 0.19%             | 2031-08-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                        | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169941 | PA      | $171800.14    | 0.06%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    513000 | PA      | $521841.61    | 0.19%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-10877.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                   | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    425000 | PA      | $439292.33    | 0.16%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                        | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    456000 | PA      | $476188.03    | 0.18%             | 2029-08-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                      | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    734000 | PA      | $739991.64    | 0.27%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                   | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    540000 | PA      | $505848.02    | 0.19%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3668.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $15297.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                             | Bruce Power LP                                                                   | CUSIP: 116705AN4<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $180759.80    | 0.07%             | 2031-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $117549.42    | 0.04%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                     | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    621000 | PA      | $624811.70    | 0.23%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                            | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300067.77    | 0.11%             | 2042-08-17      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    966000 | PA      | $958916.52    | 0.36%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1627000 | PA      | $1612763.75   | 0.60%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                           | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1037000 | PA      | $909655.57    | 0.34%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                   | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    271000 | PA      | $279994.49    | 0.10%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                       | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |    240000 | PA      | $276242.08    | 0.10%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $388903.75    | 0.14%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                             | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     21227 | PA      | $21267.88     | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                         | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    273000 | PA      | $277284.39    | 0.10%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                       | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    226000 | PA      | $226858.80    | 0.08%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-24703.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                           | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $261618.56    | 0.10%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                   | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    172000 | PA      | $158469.98    | 0.06%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197270.00    | 0.07%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                         | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $204176.30    | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                         | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    396000 | PA      | $373254.68    | 0.14%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                      | Mexico Government International Bonds                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    430000 | PA      | $259505.00    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                                        | Panorama Auto Trust 2026-1                                                       | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |    640000 | PA      | $460408.72    | 0.17%             | 2034-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                      | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    437000 | PA      | $402317.35    | 0.15%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170373.26    | 0.06%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                   | CAN 10YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        19 | NC      | $-9207.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                   | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    644000 | PA      | $659668.52    | 0.24%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                      | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205780.82    | 0.08%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    405000 | PA      | $395942.73    | 0.15%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                    | Exxon Mobil Corp                                                                 | CUSIP: 000000000<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384675.63    | 0.14%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                       | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    630000 | PA      | $643137.82    | 0.24%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                   | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    318000 | PA      | $311373.41    | 0.12%             | 2034-03-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COEUR MINING INC                                                           | Coeur Mining Inc                                                                 | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    402000 | PA      | $414311.25    | 0.15%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    147000 | PA      | $128972.25    | 0.05%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                      | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    408000 | PA      | $414466.80    | 0.15%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                         | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    356000 | PA      | $356904.60    | 0.13%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                            | Israel Government International Bond                                             | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $582213.97    | 0.22%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $2357.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                          | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    381000 | PA      | $376108.72    | 0.14%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                         | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $455322.87    | 0.17%             | 2038-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                   | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    473000 | PA      | $398704.05    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                        | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    439000 | PA      | $384118.28    | 0.14%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                   | Alimentation Couche-Tard Inc                                                     | CUSIP: 000000000<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $321404.64    | 0.12%             | 2033-04-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                      | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    561000 | PA      | $398248.03    | 0.15%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                    | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1667721.99   | 0.62%             | 2032-11-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                       | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    402000 | PA      | $219090.00    | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  11700000 | PA      | $300736.88    | 0.11%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                   | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    363000 | PA      | $366554.94    | 0.14%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                       | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $184408.91    | 0.07%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                                               | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |    393000 | PA      | $390577.51    | 0.14%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                           | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322261.16    | 0.12%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                   | Angel Oak Mortgage Trust 2024-13                                                 | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |    245047 | PA      | $246002.57    | 0.09%             | 2069-12-26      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                            | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    333000 | PA      | $346274.19    | 0.13%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                     | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    280000 | PA      | $383357.39    | 0.14%             | 2029-11-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    347000 | PA      | $313196.16    | 0.12%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                     | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $442831.15    | 0.16%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $17392.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                    | Imperial Brands Finance PLC                                                      | CUSIP: 000000000<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $378496.88    | 0.14%             | 2033-08-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                                   | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $655986.49    | 0.24%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FMC CORP                                                                   | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    235000 | PA      | $155742.44    | 0.06%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                     | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295826.11    | 0.11%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                      | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    677000 | PA      | $694771.25    | 0.26%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345683.26    | 0.13%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    312000 | PA      | $319500.19    | 0.12%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                   | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    517000 | PA      | $535389.69    | 0.20%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                            | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88581EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3633533 | PA      | $118395.05    | 0.04%             | 2054-11-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                                         | Sage Group PLC/The                                                               | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $126432.82    | 0.05%             | 2033-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1062000 | PA      | $990596.56    | 0.37%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYDRO ONE INC                                                              | Hydro One Inc                                                                    | CUSIP: 44810ZCS7<br>LEI: 549300X54QEYZVDC8R04 | Long             | DBT              | CORP              | CA        |    728000 | PA      | $538409.69    | 0.20%             | 2035-01-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                         | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    477000 | PA      | $498977.50    | 0.18%             | 2029-07-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| NORSK HYDRO ASA                                                            | Norsk Hydro ASA                                                                  | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |    140000 | PA      | $164238.54    | 0.06%             | 2033-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio                                   | MFS Institutional Money Market Portfolio                                         | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | EC               | RF                | US        |   6300639 | NS      | $6301268.93   | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $11537.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                       | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $619066.80    | 0.23%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | Gray Media Inc                                                                   | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    186000 | PA      | $148899.32    | 0.06%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    635000 | PA      | $646200.90    | 0.24%             | 2029-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-411.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                  | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     35870 | PA      | $35892.21     | 0.01%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHEMOURS CO                                                                | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    728000 | PA      | $698288.57    | 0.26%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                        | Muthoot Finance Ltd                                                              | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    343000 | PA      | $340095.58    | 0.13%             | 2030-08-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                          | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $845744.76    | 0.31%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| EROSKI S COOP                                                              | Eroski S Coop                                                                    | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |    154000 | PA      | $186578.21    | 0.07%             | 2031-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                                             | Bruce Power LP                                                                   | CUSIP: 116705AQ7<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |    594000 | PA      | $431273.69    | 0.16%             | 2034-12-21      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                                     | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $466094.02    | 0.17%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                    | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $227029.61    | 0.08%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                      | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $517967.15    | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-31670.42    | -0.01%            |  |  |  | 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: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    324000 | PA      | $322969.16    | 0.12%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328594 | PA      | $329038.26    | 0.12%             | 2039-03-19      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| OMNICOM FINANCE HOLD                                                       | Omnicom Finance Holdings PLC                                                     | CUSIP: 000000000<br>LEI: 213800JBHE39OG74OJ98 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $699936.81    | 0.26%             | 2034-05-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                   | NATIONAL FIN AUTH NH UTL REV                                                     | CUSIP: 63610HAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $365962.86    | 0.14%             | 2034-04-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                    | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    512267 | PA      | $563498.31    | 0.21%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| UBS AG                                                                     | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |         1 | NC      | $-13361.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                          | Vornado Realty LP                                                                | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291493.43    | 0.11%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                        | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    681000 | PA      | $677738.49    | 0.25%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                        | NatWest Markets PLC                                                              | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $370646.99    | 0.14%             | 2031-01-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                    | Severn Trent Utilities Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $393645.85    | 0.15%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                         | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    533000 | PA      | $527566.44    | 0.20%             | 2033-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                   | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $342190.30    | 0.13%             | 2033-04-30      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                   | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $416514.05    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                   | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $203319.34    | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                      | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $108022.95    | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                                   | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    538000 | PA      | $552933.62    | 0.20%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267401.74    | 0.10%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                   | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $420296.00    | 0.16%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3778.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $6074.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    374000 | PA      | $380251.41    | 0.14%             | 2032-07-15      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                    | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    116000 | PA      | $108038.74    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                    | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    246000 | PA      | $245399.49    | 0.09%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                            | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $312911.33    | 0.12%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    254000 | PA      | $256191.23    | 0.09%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                           | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $522603.20    | 0.19%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                                                   | Moog Inc                                                                         | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    373000 | PA      | $373332.72    | 0.14%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SNB FUNDING LTD                                                            | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    513000 | PA      | $515010.34    | 0.19%             | 2035-06-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                     | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    864000 | PA      | $883918.01    | 0.33%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                   | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $556929.24    | 0.21%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198311 | PA      | $198513.10    | 0.07%             | 2039-03-19      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                   | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    940000 | PA      | $977565.90    | 0.36%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $693.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                    | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    396000 | PA      | $379781.08    | 0.14%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                   | African Development Bank                                                         | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |    325000 | PA      | $317620.93    | 0.12%             | 2035-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                          | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $253962.28    | 0.09%             | 2034-09-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                          | EURO-SCHATZ FUT JUN26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -44 | NC      | $44304.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                   | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    286000 | PA      | $295782.04    | 0.11%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                     | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    650000 | PA      | $650492.71    | 0.24%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                  | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    562000 | PA      | $567175.36    | 0.21%             | 2031-04-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                     | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    455000 | PA      | $460431.83    | 0.17%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    540000 | PA      | $622156.35    | 0.23%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                    | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $450590.22    | 0.17%             | 2037-02-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    148000 | PA      | $145381.42    | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                     | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    317000 | PA      | $320607.16    | 0.12%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                      | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    228000 | PA      | $236676.08    | 0.09%             | 2030-01-31      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORP                                                               | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    375000 | PA      | $337150.47    | 0.12%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                    | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    424000 | PA      | $423825.14    | 0.16%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    557000 | PA      | $493811.02    | 0.18%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                    | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $55222.34     | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                      | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $230771.38    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                   | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    146000 | PA      | $149349.24    | 0.06%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-2347.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                        | Province of Alberta Canada                                                       | CUSIP: 013051EP8<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    553000 | PA      | $374294.31    | 0.14%             | 2031-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                                                   | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |   1152000 | PA      | $1240077.07   | 0.46%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-5935.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                    | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $339567.47    | 0.13%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    456000 | PA      | $456501.56    | 0.17%             | 2034-07-31      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 000000000<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    170000 | PA      | $198332.43    | 0.07%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                     | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1103705.97   | 0.41%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WSP GLOBAL INC                                                             | WSP Global Inc                                                                   | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $215075.50    | 0.08%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                                   | Tesco Corporate Treasury Services PLC                                            | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $257977.54    | 0.10%             | 2034-05-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   2474013 | PA      | $87399.20     | 0.03%             | 2054-06-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1524000 | PA      | $1512630.81   | 0.56%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                     | Smurfit Kappa Treasury ULC                                                       | CUSIP: 000000000<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $127445.11    | 0.05%             | 2031-11-24      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                                                    | Toyota Motor Finance Netherlands BV                                              | CUSIP: 000000000<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $432200.18    | 0.16%             | 2030-04-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                                           | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179664.11    | 0.07%             | 2031-08-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                      | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    464000 | PA      | $481581.21    | 0.18%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                       | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $245177.76    | 0.09%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                                   | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    587000 | PA      | $571466.34    | 0.21%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                    | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $318763.41    | 0.12%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                             | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAP6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1586221 | PA      | $71404.21     | 0.03%             | 2054-05-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |         1 | NC      | $15221.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    697000 | PA      | $729987.62    | 0.27%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1629.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $215995.60    | 0.08%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                     | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    638000 | PA      | $680431.68    | 0.25%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                      | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $658113.30    | 0.24%             | 2031-05-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    309000 | PA      | $313173.97    | 0.12%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                       | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    191000 | PA      | $184315.72    | 0.07%             | 2034-03-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                             | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    203000 | PA      | $203440.37    | 0.08%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    410000 | PA      | $474792.23    | 0.18%             | 2031-02-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    579000 | PA      | $530809.54    | 0.20%             | 2031-02-10      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                           | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $751461.55    | 0.28%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                   | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $645415.84    | 0.24%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $411298.98    | 0.15%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                             | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    280000 | PA      | $328077.35    | 0.12%             | 2031-03-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                        | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    343000 | PA      | $352623.58    | 0.13%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                   | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    384000 | PA      | $393131.14    | 0.15%             | 2030-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                       | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $395357.97    | 0.15%             | 2037-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                                         | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $183649.78    | 0.07%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                     | Turkiye Government International Bonds                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    540000 | PA      | $561525.50    | 0.21%             | 2034-05-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                           | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $253402.34    | 0.09%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                        | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199199.29    | 0.07%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-734.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    122000 | PA      | $130737.11    | 0.05%             | 2033-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                           | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAQ6<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |    390025 | PA      | $389774.60    | 0.14%             | 2035-01-22      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Michigan Finance Authority                                                 | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    330000 | PA      | $275007.94    | 0.10%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $-11822.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                    | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346702.22    | 0.13%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AVIVA PLC                                                                  | Aviva PLC                                                                        | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $258065.32    | 0.10%             | 2056-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201492.83    | 0.07%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    710000 | PA      | $702220.32    | 0.26%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                         | Cerdia Finanz GmbH                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    437000 | PA      | $418427.50    | 0.16%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                   | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $415486.70    | 0.15%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                        | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    207000 | PA      | $201863.89    | 0.07%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                      | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    176000 | PA      | $195177.49    | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SHURGARD LUXEMBOURG                                                        | Shurgard Luxembourg Sarl                                                         | CUSIP: 000000000<br>LEI: 54930064DJ4U15OBV665 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $341873.20    | 0.13%             | 2035-05-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avation PLC                                                                | Avation PLC                                                                      | CUSIP: 000000000<br>LEI: 213800KA972GUP1B6I78 | N/A              | DE               |  | GB        |      7000 | NS      | $1952.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                   | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    141000 | PA      | $136605.31    | 0.05%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    401000 | PA      | $393637.77    | 0.15%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                         | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    689000 | PA      | $707244.20    | 0.26%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED CHF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-2105.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                   | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243018.72    | 0.09%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                             | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    403000 | PA      | $420209.31    | 0.16%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                       | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $398504.00    | 0.15%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SCOTTISH HYDRO ELECTRIC                                                    | Scottish Hydro Electric Transmission PLC                                         | CUSIP: 000000000<br>LEI: 549300ECJZDA7203MK64 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $513776.89    | 0.19%             | 2033-11-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                   | Liberty Mutual Group Inc                                                         | CUSIP: 000000000<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    340000 | PA      | $388858.97    | 0.14%             | 2035-09-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    302000 | PA      | $308026.41    | 0.11%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                    | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    377000 | PA      | $382395.25    | 0.14%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                                                              | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    621000 | PA      | $648851.54    | 0.24%             | 2029-09-13      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                                   | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    469000 | PA      | $468404.63    | 0.17%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                     | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $150297.49    | 0.06%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                   | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    387000 | PA      | $376565.21    | 0.14%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                      | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379437.24    | 0.14%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRINET GROUP INC                                                           | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    449000 | PA      | $417356.75    | 0.15%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                      | Pembina Pipeline Corp                                                            | CUSIP: 70632ZAD3<br>LEI: 5493002W3L9YICM6FU21 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $273834.87    | 0.10%             | 2044-03-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $857.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                 | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    373000 | PA      | $379104.89    | 0.14%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941443 | PA      | $37217.50     | 0.01%             | 2053-04-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                    | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239571.12    | 0.09%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of India                                                | Export-Import Bank of India                                                      | CUSIP: 30216KAA0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |   1366000 | PA      | $1361764.96   | 0.50%             | 2026-08-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                   | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    207000 | PA      | $192873.52    | 0.07%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                   | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  10000000 | PA      | $276442.13    | 0.10%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                           | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    440000 | PA      | $444910.55    | 0.16%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-77027.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                       | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $252347.61    | 0.09%             | 2041-05-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                       | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    505000 | PA      | $522730.43    | 0.19%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                    | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    127000 | PA      | $126562.26    | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    253000 | PA      | $258992.62    | 0.10%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                     | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    567000 | PA      | $605876.92    | 0.22%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5124.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                              | Assa Abloy AB                                                                    | CUSIP: 000000000<br>LEI: 549300YECS8HKCIMMB67 | Long             | DBT              | CORP              | SE        |    210000 | PA      | $243082.45    | 0.09%             | 2032-09-09      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     77439 | PA      | $76164.06     | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    563000 | PA      | $547542.27    | 0.20%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | N/A       |         1 | NC      | $820.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                       | BAT International Finance PLC                                                    | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $314950.22    | 0.12%             | 2032-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                            | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    931000 | PA      | $933979.20    | 0.35%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    958000 | PA      | $955531.23    | 0.35%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                    | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    393000 | PA      | $376745.60    | 0.14%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $714.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                          | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147797.63    | 0.05%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |         1 | NC      | $858.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                   | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    452000 | PA      | $430013.99    | 0.16%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    296000 | PA      | $303476.66    | 0.11%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                  | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    520000 | PA      | $503000.10    | 0.19%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                   | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $210481.90    | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                        | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $312269.93    | 0.12%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                   | Anheuser-Busch InBev SA/NV                                                       | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    110000 | PA      | $122749.94    | 0.05%             | 2045-05-19      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                   | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    397000 | PA      | $387334.42    | 0.14%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                        | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    634000 | PA      | $533997.84    | 0.20%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $591.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-47.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                                   | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $412659.99    | 0.15%             | 2033-02-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                    | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    485000 | PA      | $492432.62    | 0.18%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                                                | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |         1 | NC      | $52.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT                                                      | Low Income Investment Fund                                                       | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $238186.65    | 0.09%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                                     | Brundage-Bone Concrete Pumping Holdings Inc                                      | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397000 | PA      | $403470.70    | 0.15%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                           | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    508579 | PA      | $499975.62    | 0.19%             | 2030-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                   | OCP SA                                                                           | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    373000 | PA      | $377704.65    | 0.14%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $185573.02    | 0.07%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    861000 | PA      | $887350.91    | 0.33%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                                | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $123482.67    | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                             | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $265151.63    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                       | WMG Acquisition Corp                                                             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    337000 | PA      | $317687.81    | 0.12%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                           | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $254126.30    | 0.09%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $151.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                   | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    258000 | PA      | $255306.27    | 0.09%             | 2033-03-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                          | HSBC Holdings PLC                                                                | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    318000 | PA      | $313633.64    | 0.12%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                      | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    457000 | PA      | $473465.71    | 0.18%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                      | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    753000 | PA      | $766139.69    | 0.28%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| APA CORP                                                                   | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    178000 | PA      | $181917.13    | 0.07%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                            | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    271000 | PA      | $268019.68    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                        | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |    213795 | PA      | $215073.70    | 0.08%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                      | Guatemala Government Bond                                                        | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    564000 | PA      | $563661.60    | 0.21%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                   | Baxter International Inc                                                         | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115791.61    | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                      | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177739.32    | 0.07%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                   | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    925000 | PA      | $883872.73    | 0.33%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                               | UBS Group AG                                                                     | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    711000 | PA      | $630921.48    | 0.23%             | 2033-02-11      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BOMBARDIER INC                                                             | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $274530.97    | 0.10%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                    | Hungary Government International Bond                                            | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    970000 | PA      | $982173.00    | 0.36%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                 | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    334000 | PA      | $253083.64    | 0.09%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KLEPIERRE SA                                                               | Klepierre SA                                                                     | CUSIP: 000000000<br>LEI: 969500PB4U31KEFHZ621 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $226622.37    | 0.08%             | 2037-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                                                    | Petra Diamonds US Treasury PLC                                                   | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |    263919 | PA      | $146194.68    | 0.05%             | 2030-03-08      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                           | Progressive Corp/The                                                             | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    318000 | PA      | $317214.45    | 0.12%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INFORMA PLC                                                                | Informa PLC                                                                      | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $244551.27    | 0.09%             | 2032-04-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTH KOREAN WON                                                           | SOUTH KOREAN WON                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             |  |  | KR        |       312 | NS      | $0.21         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $-186.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                      | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    593000 | PA      | $613441.30    | 0.23%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                           | Hawaiian Electric Co Inc                                                         | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    509000 | PA      | $510698.53    | 0.19%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                                | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152609.11    | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                        | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    584000 | PA      | $596146.03    | 0.22%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                           | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $3127.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                    | AEP Transmission Co LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    368000 | PA      | $374090.86    | 0.14%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Triton Trust                                                               | Triton Bond Trust 2026-1 in respect of Series 1                                  | CUSIP: 000000000<br>LEI: 549300TDCKWE7KRFWH59 | Long             | ABS-MBS          | CORP              | AU        |    994826 | PA      | $715902.90    | 0.27%             | 2058-02-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                         | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $394421.15    | 0.15%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Silver Arrow SA                                                            | Silver Arrow SA acting in respect of its Compartment 21                          | CUSIP: 000000000<br>LEI: 529900IEOK33A1LGEM65 | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $352234.23    | 0.13%             | 2033-12-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                   | Comision Federal de Electricidad                                                 | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $394952.00    | 0.15%             | 2034-01-28      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                   | Bacardi Ltd / Bacardi-Martini BV                                                 | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    126000 | PA      | $124876.06    | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                     | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    703000 | PA      | $702751.68    | 0.26%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                     | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        30 | NC      | $-128696.12   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                                             | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    418000 | PA      | $406894.98    | 0.15%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                   | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    281000 | PA      | $281114.20    | 0.10%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $802063.89    | 0.30%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                  | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    506000 | PA      | $493073.27    | 0.18%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                              | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    987000 | PA      | $994589.04    | 0.37%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                           | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -1 | NC      | $3343.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                    | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704000 | PA      | $690728.68    | 0.26%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                                   | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $485959.18    | 0.18%             | 2032-01-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |         1 | NC      | $-1878.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                   | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    954000 | PA      | $900801.05    | 0.33%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                      | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    243870 | PA      | $252948.55    | 0.09%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENI SPA                                                                    | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    310000 | PA      | $376454.50    | 0.14%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                   | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    285000 | PA      | $299300.19    | 0.11%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                     | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    582000 | PA      | $571237.77    | 0.21%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                   | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    250000 | PA      | $251925.00    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $421488.60    | 0.16%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                            | HOMES 2026-INV1 Trust                                                            | CUSIP: 43761FAD7<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |    203049 | PA      | $202011.42    | 0.07%             | 2060-08-25      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| EATON CORP                                                                 | Eaton Corp                                                                       | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197010.52    | 0.07%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                 | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1089504 | PA      | $1205260.26   | 0.45%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                   | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    422000 | PA      | $430621.88    | 0.16%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                    | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $398533.81    | 0.15%             | 2053-11-15      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                     | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323081.40    | 0.12%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SNF GROUP SACA                                                             | SNF Group SACA                                                                   | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    246300 | PA      | $249294.68    | 0.09%             | 2031-03-31      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                        | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    272000 | PA      | $272552.04    | 0.10%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                         | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3200000 | PA      | $950857.78    | 0.35%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                              | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    409000 | PA      | $396523.95    | 0.15%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                              | Bank Hapoalim BM                                                                 | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    600000 | PA      | $593237.11    | 0.22%             | 2029-07-14      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $-13530.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                | Aker BP ASA                                                                      | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    330000 | PA      | $390096.33    | 0.14%             | 2032-05-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HLDS CO                                                       | Maple Parent Holdings Corp                                                       | CUSIP: 000000000<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    280000 | PA      | $329438.68    | 0.12%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $384034.86    | 0.14%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                       | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    296000 | PA      | $291781.44    | 0.11%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1064.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                          | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    465000 | PA      | $472201.46    | 0.17%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                  | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    796000 | PA      | $724059.75    | 0.27%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    355000 | PA      | $266313.90    | 0.10%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                       | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    263000 | PA      | $249669.00    | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $1632.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                     | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    585000 | PA      | $557591.18    | 0.21%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                        | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    599000 | PA      | $622675.48    | 0.23%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                   | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    466000 | PA      | $480100.23    | 0.18%             | 2032-03-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                                                     | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    517548 | PA      | $526190.10    | 0.19%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                        | Highwoods Realty LP                                                              | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    398000 | PA      | $394220.43    | 0.15%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                          | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    256000 | PA      | $253482.41    | 0.09%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                  | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245377.92    | 0.09%             | 2032-08-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                      | Mineral Resources Ltd                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    286000 | PA      | $283782.70    | 0.11%             | 2032-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                   | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    540000 | PA      | $626940.05    | 0.23%             | 2033-04-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                             | Amazon.com Inc                                                                   | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    570000 | PA      | $661982.59    | 0.25%             | 2039-03-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                     | Engie Energia Chile SA                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $210167.89    | 0.08%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                           | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243303.55    | 0.09%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                          | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |   1876000 | PA      | $2083201.67   | 0.77%             | 2054-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                                       | BANK 2021-BNK32                                                                  | CUSIP: 06542BBN6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |   3406283 | PA      | $89830.49     | 0.03%             | 2054-04-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                            | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599995.42    | 0.22%             | 2037-01-15      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Cathedral Lake LTD                                                         | Cathedral Lake VI Ltd                                                            | CUSIP: 14919LAW4<br>LEI: 254900VBMJ6DSB3ZGA63 | Long             | ABS-CBDO         | CORP              | KY        |    244558 | PA      | $244699.60    | 0.09%             | 2034-04-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                    | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    393000 | PA      | $386663.23    | 0.14%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                    | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    361000 | PA      | $379041.34    | 0.14%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                           | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    549000 | PA      | $554751.13    | 0.21%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                      | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    405000 | PA      | $433028.84    | 0.16%             | 2031-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                      | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432117.79    | 0.16%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VIER GAS TRANSPORT GMBH                                                    | Vier Gas Transport GmbH                                                          | CUSIP: 000000000<br>LEI: 529900AGED6PJE9AVL37 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $231014.16    | 0.09%             | 2033-09-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                              | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    258000 | PA      | $316202.81    | 0.12%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Development Finance Agency                                   | MASSACHUSETTS ST DEV FIN AGY REVENUE                                             | CUSIP: 57585BTH1<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    145000 | PA      | $149214.08    | 0.06%             | 2035-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                             | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |   1720000 | PA      | $1974458.33   | 0.73%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                          | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1413352.62   | 0.52%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOICE PROPERTIES REIT                                                     | Choice Properties Real Estate Investment Trust                                   | CUSIP: 17039AAZ9<br>LEI: 5493007MYGFSLOZGT937 | Long             | DBT              | CORP              | CA        |    639000 | PA      | $489424.09    | 0.18%             | 2031-02-28      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    499000 | PA      | $520274.37    | 0.19%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | N/A       |         1 | NC      | $-937.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                      | Transurban Finance Co Pty Ltd                                                    | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $150189.86    | 0.06%             | 2037-11-26      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                   | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    705000 | PA      | $690611.40    | 0.26%             | 2035-11-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                      | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBU3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   2223376 | PA      | $117478.31    | 0.04%             | 2054-04-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $13112.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                        | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    406000 | PA      | $422095.98    | 0.16%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                            | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $388669.07    | 0.14%             | 2030-10-02      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $2240.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                          | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    566000 | PA      | $580026.70    | 0.21%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                     | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $409137.68    | 0.15%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                   | Abu Dhabi Developmental Holding Co. PJSC                                         | CUSIP: 000000000<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    853000 | PA      | $772384.56    | 0.29%             | 2054-10-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                   | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $464604.35    | 0.17%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                           | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $519235.62    | 0.19%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| ARQIVA BROADC FINANCE PL                                                   | Arqiva Broadcast Finance PLC                                                     | CUSIP: 000000000<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |    472000 | PA      | $549719.84    | 0.20%             | 2030-07-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                    | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $373637.79    | 0.14%             | 2032-06-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| SWISSCOM FINANCE                                                           | Swisscom Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $681253.69    | 0.25%             | 2037-11-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                   | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6891852 | PA      | $300023.69    | 0.11%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| PLUXEE NV                                                                  | Pluxee NV                                                                        | CUSIP: 000000000<br>LEI: 213800RQNIQT48SEEO85 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $347649.26    | 0.13%             | 2032-09-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PKO BANK POLSKI SA                                                         | Powszechna Kasa Oszczednosci Bank Polski SA                                      | CUSIP: 000000000<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | DBT              | CORP              | PL        |    330000 | PA      | $387579.38    | 0.14%             | 2030-05-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                   | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583000 | PA      | $561729.99    | 0.21%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                 | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    196000 | PA      | $198677.93    | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                                               | Ferrovial SE                                                                     | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $349180.73    | 0.13%             | 2032-09-18      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                     | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8816000 | PA      | $6381268.71   | 2.36%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    802000 | PA      | $942279.13    | 0.35%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                  | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    591000 | PA      | $664875.00    | 0.25%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                            | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187622.67    | 0.07%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1784.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                         | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    309000 | PA      | $316749.19    | 0.12%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                              | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |         1 | NC      | $5666.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                      | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $518639.64    | 0.19%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany S.a r.l., acting in respect of its Compartment 14 | Red & Black Auto Germany                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    291903 | PA      | $342742.67    | 0.13%             | 2035-02-15      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                 | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    226000 | PA      | $219253.30    | 0.08%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                   | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $115715.06    | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                      | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    573000 | PA      | $564127.21    | 0.21%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                                    | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    408000 | PA      | $397422.91    | 0.15%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                               | Broadcom Inc                                                                     | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283332.62    | 0.10%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                            | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    239000 | PA      | $217284.46    | 0.08%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SPIRE INC                                                                  | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    537000 | PA      | $535160.61    | 0.20%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                   | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    279000 | PA      | $327209.24    | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SM ENERGY CO                                                               | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    408000 | PA      | $428018.11    | 0.16%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                                   | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    218000 | PA      | $182288.90    | 0.07%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                              | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    431243 | PA      | $437546.48    | 0.16%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                    | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    566000 | PA      | $564488.95    | 0.21%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                                   | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    488000 | PA      | $505710.01    | 0.19%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                                                | Liberty Series 2026-1                                                            | CUSIP: 000000000<br>LEI: 984500D43B95D9404428 | Long             | ABS-MBS          | CORP              | AU        |    380813 | PA      | $273990.60    | 0.10%             | 2058-10-10      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                   | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493431.80    | 0.18%             | 2036-03-27      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARQIVA FINANCING PLC                                                       | Arqiva Financing PLC                                                             | CUSIP: 000000000<br>LEI: 213800HHECW72RW2QH41 | Long             | DBT              | CORP              | GB        |    200667 | PA      | $262063.73    | 0.10%             | 2032-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN TEMIR ZHOLY                                                     | Kazakhstan Temir Zholy National Co JSC                                           | CUSIP: 48669DAC6<br>LEI: 213800X9NVS4IWFKLS77 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $197204.25    | 0.07%             | 2031-04-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** James Byrne

**Name of Signer:** James Byrne

**Title:** Assistant Treasurer