# EDGAR Filing Document

**Accession Number:** 0000851170
**File Stem:** 0001752724-23-009169
**Filing Date:** 2023-1
**Character Count:** 504575
**Document Hash:** 35abc3e4cae772a77010dec01d8ca0d0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009169.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009169

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MFS CHARTER INCOME TRUST
- **CENTRAL INDEX KEY:** 0000851170
- **IRS NUMBER:** 043055815
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05822
- **FILM NUMBER:** 23546026

**BUSINESS ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 18006372929

**MAIL ADDRESS:**
- **STREET 1:** 111 HUNTINGTON AVENUE
- **STREET 2:** 24TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MFS PRINCIPAL INCOME TRUST
- **DATE OF NAME CHANGE:** 19890906

## 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 CHARTER INCOME TRUST

- **b. Investment Company Act file number:** 811-05822

- **c. CIK number of Registrant:** 0000851170

- **d. LEI of Registrant:** 1LFFWFMKO22SVR346G33

- **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 CHARTER INCOME TRUST

- **c. LEI of Series:** 1LFFWFMKO22SVR346G33

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $413798760.46

**Total Liabilities:** $113254614.94

**Net Assets:** $300544145.52

**Delayed Delivery Securities:** $2302745.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -56.11000000 | **1-Year:** -2564.83000000 | **5-Year:** -12346.48000000 | **10-Year:** -18574.03000000 | **30-Year:** -7133.19000000

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

- **3-Month:** -282.86000000 | **1-Year:** -13781.28000000 | **5-Year:** -58860.82000000 | **10-Year:** -22175.60000000 | **30-Year:** -4615.46000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -7.47%               | 8.32%                | 8.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2380066.91              | $-20352052.70                              |
| Month 2  | $-2248063.50             | $8736553.93                                |
| Month 3  | $-2611046.75             | $18147224.27                               |

**Designated Index Information**

- **Index Name:** 42% BBG US HY 2% Issuer Cap, 20% BBG US Gov/Mtge BI, 15.2% FTSE WGBI non Dollar, 12.8% JPM GBI-EM Gbl Div, 10% BBG US Credit

- **Index Identifier:** 42% LF89TRUU, 20% LUMSTRUU, 15.2% SBNUU, 12.8% JGENVUUG, 10% LUCRTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CROWN CASTLE INC                                    | Crown Castle Inc                                                                                                         | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     220000 | PA      | $209548.38    | 0.07%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1989000 | PA      | $2025626.36   | 0.67%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                                                                      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    1280000 | PA      | $1066461.54   | 0.35%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137F4X56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38000000 | PA      | $142758.40    | 0.05%             | 2025-02-25      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                  | Herens Holdco Sarl                                                                                                       | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $400000.00    | 0.13%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                              | Nationstar Mortgage Holdings Inc                                                                                         | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1072749.80   | 0.36%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| P3 GROUP SARL                                       | P3 Group Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     130000 | PA      | $111685.98    | 0.04%             | 2026-01-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                                                                  | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $239505.65    | 0.08%             | 2025-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1296362.50   | 0.43%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     214000 | PA      | $190707.81    | 0.06%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                           | ACRES Commercial Realty 2021-FL2 Ltd                                                                                     | CUSIP: 00500JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     154500 | PA      | $145568.71    | 0.05%             | 2037-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       4000 | PA      | $2913.25      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | 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        |     179000 | PA      | $111317.46    | 0.04%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     904000 | PA      | $819024.00    | 0.27%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-7366.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SES SA                                              | SES SA                                                                                                                   | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $96809.52     | 0.03%             | 2029-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                              | Commonwealth Bank of Australia                                                                                           | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     221000 | PA      | $168530.47    | 0.06%             | 2031-03-11      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                             | Energean Israel Finance Ltd                                                                                              | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     500000 | PA      | $443750.00    | 0.15%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                | Neptune Bidco US Inc                                                                                                     | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     467000 | PA      | $449735.01    | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2753.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                 | Spectrum Brands Inc                                                                                                      | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     295000 | PA      | $220512.50    | 0.07%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Shelter Growth CRE                                  | Shelter Growth CRE Issuer Ltd                                                                                            | CUSIP: 822866AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     157500 | PA      | $147632.23    | 0.05%             | 2036-09-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $18364.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                               | Arrow Electronics Inc                                                                                                    | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     182000 | PA      | $145104.86    | 0.05%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED KRW / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $22942.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                        | Shinhan Bank Co Ltd                                                                                                      | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     227000 | PA      | $201889.34    | 0.07%             | 2032-04-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                               | Crown Americas LLC / Crown Americas Capital Corp V                                                                       | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     920000 | PA      | $879437.20    | 0.29%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                             | Philippine Government International Bond                                                                                 | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     334000 | PA      | $300957.37    | 0.10%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-900.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Minnesota Housing Finance Agency                    | MINNESOTA ST HSG FIN AGY                                                                                                 | CUSIP: 60416TSV1<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |     195000 | PA      | $186887.10    | 0.06%             | 2047-01-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KFW                                                 | Kreditanstalt fuer Wiederaufbau                                                                                          | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     748000 | PA      | $631106.13    | 0.21%             | 2037-03-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                             | Asbury Automotive Group Inc                                                                                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      65000 | PA      | $58806.15     | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                              | Oman Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     800000 | PA      | $746081.60    | 0.25%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $236024.35    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                                                                   | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     305000 | PA      | $316722.20    | 0.11%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                            | Ameriprise Financial Inc                                                                                                 | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      59000 | PA      | $57730.64     | 0.02%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                                                              | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     975000 | PA      | $851906.25    | 0.28%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                              | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     216000 | PA      | $205200.00    | 0.07%             | 2026-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| MOOG INC                                            | Moog Inc                                                                                                                 | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |     885000 | PA      | $794287.50    | 0.26%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $41628.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD BRL                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-21298.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                            | Constellation Brands Inc                                                                                                 | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     104000 | PA      | $83218.11     | 0.03%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $13414.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                     | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     641000 | PA      | $602053.58    | 0.20%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                               | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     880000 | PA      | $721600.00    | 0.24%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  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        |     655000 | PA      | $610268.89    | 0.20%             | 2026-07-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ENLINK MIDSTREAM LLC                                | EnLink Midstream LLC                                                                                                     | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |     790000 | PA      | $802339.80    | 0.27%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                              | Indian Railway Finance Corp Ltd                                                                                          | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     299000 | PA      | $245815.55    | 0.08%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| OSLO KOMMUNE                                        | City of Oslo Norway                                                                                                      | CUSIP: 000000000<br>LEI: 5967007LIEEXZXGVU850 | Long             | DBT              | NUSS              | NO        |    3000000 | PA      | $273283.64    | 0.09%             | 2029-05-18      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                 | Viavi Solutions Inc                                                                                                      | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     830000 | PA      | $684750.00    | 0.23%             | 2029-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $201.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                            | CrownRock LP / CrownRock Finance Inc                                                                                     | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     630000 | PA      | $580009.50    | 0.19%             | 2029-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                  | Boston Gas Co                                                                                                            | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     198000 | PA      | $178945.54    | 0.06%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                               | SS&C Technologies Inc                                                                                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1008333.72   | 0.34%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BXMT Ltd                                            | BXMT 2021-FL4 Ltd                                                                                                        | CUSIP: 05609GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     549000 | PA      | $512969.62    | 0.17%             | 2038-05-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1552.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                               | Canpack SA / Canpack US LLC                                                                                              | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1176000 | PA      | $926100.00    | 0.31%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                                                                                               | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100000 | PA      | $85093.75     | 0.03%             | 2052-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31390ABV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3026 | PA      | $3116.26      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124999 | PA      | $118267.70    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                     | Kingdom of Belgium Government Bond                                                                                       | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    1240000 | PA      | $872290.65    | 0.29%             | 2040-06-22      | Fixed         | 0.40%                 | 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      | $310635.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                             | CarMax Auto Owner Trust 2022-2                                                                                           | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155000 | PA      | $148595.57    | 0.05%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     293000 | PA      | $272166.54    | 0.09%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                                                 | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     790000 | PA      | $687300.00    | 0.23%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                               | AG TTMT Escrow Issuer LLC                                                                                                | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     686000 | PA      | $693058.94    | 0.23%             | 2027-09-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |          1 | NC      | $589511.08    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-390.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                  | Credit Agricole SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105380.53    | 0.04%             | 2034-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                            | Visa Inc                                                                                                                 | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      63000 | PA      | $53608.77     | 0.02%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-361516.16   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                   | CUSIP: 03881EAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     275500 | PA      | $255140.55    | 0.08%             | 2036-05-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| LAMB WESTON HLD                                     | Lamb Weston Holdings Inc                                                                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $955130.40    | 0.32%             | 2030-01-31      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                 | Kinetik Holdings LP                                                                                                      | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     803000 | PA      | $754587.13    | 0.25%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-5652.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B24 Mortgage Trust                                                                                        | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1995239 | PA      | $123607.87    | 0.04%             | 2054-03-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                            | Enel SpA                                                                                                                 | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $111808.57    | 0.04%             | 2030-06-08      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                           | Ball Corp                                                                                                                | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     590000 | PA      | $468754.47    | 0.16%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     690000 | PA      | $563212.50    | 0.19%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31371KML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10720 | PA      | $11130.24     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                              | Marriott International Inc/MD                                                                                            | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $73535.55     | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $93955.78     | 0.03%             | 2032-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24759 | PA      | $22371.87     | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                                                       | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $251272.00    | 0.08%             | 2027-12-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                                                | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     689000 | PA      | $691618.20    | 0.23%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $350550.00    | 0.12%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods Inc                                       | B&G Foods Inc                                                                                                            | CUSIP: 05508RAE6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     470000 | PA      | $414685.70    | 0.14%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $2322.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                              | KOREA DEVELOPMENT BANK                                                                                                   | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     531000 | PA      | $510598.92    | 0.17%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                              | Patrick Industries Inc                                                                                                   | CUSIP: 703343AC7<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     830000 | PA      | $790027.20    | 0.26%             | 2027-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                 | Sherwin-Williams Co/The                                                                                                  | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      38000 | PA      | $28844.07     | 0.01%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV                                                   | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     540000 | PA      | $495108.08    | 0.16%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division    | LONG GILT FUTURE MAR23                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          8 | NC      | $2000.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-10500.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31405GT91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1714 | PA      | $1752.62      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     425000 | PA      | $402258.25    | 0.13%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                             | TRTX 2021-FL4 Issuer Ltd                                                                                                 | CUSIP: 87276WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     310000 | PA      | $292993.40    | 0.10%             | 2038-03-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                            | Novelis Sheet Ingot GmbH                                                                                                 | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |     250000 | PA      | $225443.92    | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                             | Sasol Financing USA LLC                                                                                                  | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     550000 | PA      | $456397.96    | 0.15%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED KRW / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-2060.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                                            | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1244000 | PA      | $1048070.00   | 0.35%             | 2026-03-01      | Fixed         | 7.63%                 | 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      | $-76960.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63190.93     | 0.02%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                                             | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     480000 | PA      | $398400.00    | 0.13%             | 2029-05-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     333000 | PA      | $324141.02    | 0.11%             | 2032-04-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GALP ENERGIA SGPS SA                                | Galp Energia SGPS SA                                                                                                     | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | DBT              | CORP              | PT        |     100000 | PA      | $96697.14     | 0.03%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                 | LYB International Finance III LLC                                                                                        | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     139000 | PA      | $104148.40    | 0.03%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                              | Pertamina Persero PT                                                                                                     | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $187845.11    | 0.06%             | 2043-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LTD                             | QBE Insurance Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $91691.85     | 0.03%             | 2038-09-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                               | Freeport Indonesia PT                                                                                                    | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $185000.00    | 0.06%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $137631.86    | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                            | SLM Corp                                                                                                                 | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      35000 | PA      | $30100.00     | 0.01%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                 | Avantor Funding Inc                                                                                                      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $925520.00    | 0.31%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                            | NextEra Energy Operating Partners LP                                                                                     | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     102000 | PA      | $95985.06     | 0.03%             | 2024-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority              | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                 | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     221000 | PA      | $196257.39    | 0.07%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3133KPWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     299999 | PA      | $283873.92    | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands Inc                                                                                                      | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     250000 | PA      | $211230.00    | 0.07%             | 2031-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140KG3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24910 | PA      | $21793.67     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                   | US Renal Care Inc                                                                                                        | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     480000 | PA      | $191112.32    | 0.06%             | 2027-07-15      | Fixed         | 10.63%                | Yes           |                  2 | On Loan: No      |
| Barclays Capital, Inc.                              | Long: SM11138   CDS EUR R F  1.00000 SM11138_FEE CORPORATE / Short: SM11138   CDS EUR P V 03MEVENT SM11138_PRO CORPORATE | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              |  | LA        |     110000 | OU      | $98.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                              | Axalta Coating Systems LLC                                                                                               | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1096850.30   | 0.36%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $4532.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group NV                                         | NN Group NV                                                                                                              | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $199574.60    | 0.07%             | 2048-01-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                               | Trivium Packaging Finance BV                                                                                             | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $585140.23    | 0.19%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                 | Meritage Homes Corp                                                                                                      | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     620000 | PA      | $525450.00    | 0.17%             | 2029-04-15      | Fixed         | 3.88%                 | 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      | $-538975.39   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                    | Boyd Gaming Corp                                                                                                         | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     395000 | PA      | $367350.00    | 0.12%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     168000 | PA      | $124501.30    | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| QNB FINANCE LTD                                     | QNB Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     554000 | PA      | $501813.20    | 0.17%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                  | Raytheon Technologies Corp                                                                                               | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     166000 | PA      | $113809.76    | 0.04%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS Trust 2021-C10                                                                                                     | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     992301 | PA      | $73005.79     | 0.02%             | 2054-07-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                    | BAT Capital Corp                                                                                                         | CUSIP: 000000000<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     110000 | PA      | $121029.26    | 0.04%             | 2025-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                  | Angolan Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     670000 | PA      | $558277.50    | 0.19%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATL GRID ELECT TRANS                               | National Grid Electricity Transmission PLC                                                                               | CUSIP: 000000000<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $76651.77     | 0.03%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                             | IAA Inc                                                                                                                  | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |     196000 | PA      | $192570.00    | 0.06%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS RIALTO                                                                                                                | CUSIP: 30319YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     297500 | PA      | $282990.03    | 0.09%             | 2038-05-16      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-5996.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-7044.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                            | TerraForm Power Operating LLC                                                                                            | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $983150.00    | 0.33%             | 2028-01-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                      | Microsoft Corp                                                                                                           | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     214000 | PA      | $147379.31    | 0.05%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                              | Eskom Holdings SOC Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     624000 | PA      | $584220.00    | 0.19%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                               | Sri Lanka Government International Bond                                                                                  | CUSIP: 85227SBB1<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     446000 | PA      | $136831.73    | 0.05%             | 2030-03-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| ARD FINANCE SA                                      | ARD Finance SA                                                                                                           | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     655000 | PA      | $484700.00    | 0.16%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      78000 | PA      | $63190.88     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA                                  | AVATION CAPITAL SA                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       6125 | NS      | $1476.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $13828.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                              | Logicor Financing Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     110000 | PA      | $87037.66     | 0.03%             | 2030-01-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31411LSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31059 | PA      | $32677.95     | 0.01%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     538000 | PA      | $391862.56    | 0.13%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                  | Eldorado Gold Corp                                                                                                       | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     550000 | PA      | $449063.63    | 0.15%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET                             | Samhallsbyggnadsbolaget i Norden AB                                                                                      | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $87132.56     | 0.03%             | 2025-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                              | Volkswagen International Finance NV                                                                                      | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $86877.62     | 0.03%             | 2031-03-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-799.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                | Taylor Morrison Communities Inc                                                                                          | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     821000 | PA      | $762783.13    | 0.25%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $47191.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                | Entegris Escrow Corp                                                                                                     | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $513726.99    | 0.17%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                              | Brazilian Government International Bond                                                                                  | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     500000 | PA      | $435989.09    | 0.15%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                             | RTE Reseau de Transport d'Electricite SADIR                                                                              | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $78153.64     | 0.03%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                           | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     183000 | PA      | $161219.63    | 0.05%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BTP FUTURE DEC22                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -36 | NC      | $-119292.34   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                            | NCR Corp                                                                                                                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     410000 | PA      | $352686.00    | 0.12%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                | Paraguay Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $170400.00    | 0.06%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD MXN                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-34754.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $162222.81    | 0.05%             | 2027-01-12      | Fixed         | 4.63%                 | 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      | $-25534.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EURONET WORLDWIDE INC                               | Euronet Worldwide Inc                                                                                                    | CUSIP: 000000000<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |     200000 | PA      | $187079.08    | 0.06%             | 2026-05-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                   | CUSIP: 46590XAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     781000 | PA      | $644325.00    | 0.21%             | 2032-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                            | Telefonaktiebolaget LM Ericsson                                                                                          | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |     140000 | PA      | $125796.10    | 0.04%             | 2027-02-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                               | Southern Gas Corridor CJSC                                                                                               | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |    1265000 | PA      | $1293336.00   | 0.43%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                                                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     143000 | PA      | $119490.64    | 0.04%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      86000 | PA      | $75243.75     | 0.03%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $25235.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                              | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $286726.30    | 0.10%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                               | Dick's Sporting Goods Inc                                                                                                | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     124000 | PA      | $98690.77     | 0.03%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                              | MGM China Holdings Ltd                                                                                                   | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     420000 | PA      | $411600.00    | 0.14%             | 2024-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31418EE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     599941 | PA      | $513697.03    | 0.17%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50000 | PA      | $45184.73     | 0.02%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                            | International Flavors & Fragrances Inc                                                                                   | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      96000 | PA      | $80229.51     | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-13909.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                                                 | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     540000 | PA      | $467873.00    | 0.16%             | 2028-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                                                               | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     135000 | PA      | $115536.01    | 0.04%             | 2040-10-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                | WEC Energy Group Inc                                                                                                     | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      37000 | PA      | $29216.32     | 0.01%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                                            | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1343152.50   | 0.45%             | 2029-02-15      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                             | PFP 2021-7 Ltd                                                                                                           | CUSIP: 69290LAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     199990 | PA      | $185171.76    | 0.06%             | 2038-04-14      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |          1 | NC      | $29762.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     497000 | PA      | $413932.12    | 0.14%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                 | Jazz Securities DAC                                                                                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    1160000 | PA      | $1052723.20   | 0.35%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                    | Deutsche Bank AG/New York NY                                                                                             | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     306000 | PA      | $218444.51    | 0.07%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  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        |     130711 | PA      | $158990.58    | 0.05%             | 2040-12-28      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                                                             | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $124721.50    | 0.04%             | 2032-11-14      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                                    | Pernod Ricard SA                                                                                                         | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $107467.35    | 0.04%             | 2032-11-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority       | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                       | CUSIP: 57563RSU4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     290000 | PA      | $279227.69    | 0.09%             | 2038-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1794.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                             | HCA Inc                                                                                                                  | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     103000 | PA      | $91807.16     | 0.03%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $106.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW INC                                  | Scripps Escrow Inc                                                                                                       | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $703100.00    | 0.23%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140KHW31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21217 | PA      | $18570.64     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                                            | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1550357.70   | 0.52%             | 2031-02-15      | Fixed         | 3.75%                 | 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      | $-40050.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2022-FL8 Ltd                                                                                                         | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110841 | PA      | $104152.08    | 0.03%             | 2037-02-19      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC                                      | Sabre GLBL Inc                                                                                                           | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     292000 | PA      | $299300.00    | 0.10%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD NZD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1104.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                                                     | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     755000 | PA      | $446393.75    | 0.15%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                                      | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     815000 | PA      | $666262.50    | 0.22%             | 2031-09-01      | Fixed         | 3.88%                 | 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      | $-2692.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD MXN                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7880.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                               | Japan Government Twenty Year Bond                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  127600000 | PA      | $1044307.45   | 0.35%             | 2033-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                    | APi Group DE Inc                                                                                                         | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $866830.35    | 0.29%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     150000 | PA      | $122611.82    | 0.04%             | 2028-08-03      | Fixed         | 1.54%                 | 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      | $9992.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FXZ50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3186249 | PA      | $64603.43     | 0.02%             | 2031-01-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | Long: SM11110   CDS EUR R F  1.00000 SM11110_FEE CORPORATE / Short: SM11110   CDS EUR P V 03MEVENT SM11110_PRO CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | LA        |     150000 | OU      | $-2180.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                            | Corporate Office Properties LP                                                                                           | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      52000 | PA      | $40243.57     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                                            | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     510000 | PA      | $448733.70    | 0.15%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                     | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     727000 | PA      | $697579.25    | 0.23%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                                                                   | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     327000 | PA      | $314135.04    | 0.10%             | 2037-01-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                                             | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     890000 | PA      | $797129.12    | 0.27%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                | GrafTech Finance Inc                                                                                                     | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     838000 | PA      | $698682.50    | 0.23%             | 2028-12-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2022-B36 Mortgage Trust                                                                                        | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8926377 | PA      | $441244.20    | 0.15%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | N/A       |          1 | NC      | $-9.96        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     111000 | PA      | $107670.00    | 0.04%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | AU        |          1 | NC      | $50470.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                             | InterContinental Hotels Group PLC                                                                                        | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $104768.09    | 0.03%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140JPLF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51465 | PA      | $48207.92     | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $20952.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2022-B37 Mortgage Trust                                                                                        | CUSIP: 08161QAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46000 | PA      | $46197.60     | 0.02%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                             | Equate Petrochemical BV                                                                                                  | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    1022000 | PA      | $966562.63    | 0.32%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     329000 | PA      | $245603.39    | 0.08%             | 2031-07-13      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| SPRINT LLC                                          | Sprint LLC                                                                                                               | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     838000 | PA      | $881351.42    | 0.29%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BRUCE POWER LP                                      | Bruce Power LP                                                                                                           | CUSIP: 116705AK0<br>LEI: 549300R8DACS3G0K8262 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $133892.87    | 0.04%             | 2028-12-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   13370000 | PA      | $1903790.24   | 0.63%             | 2026-03-11      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream Inc                                                                                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1064000 | PA      | $937490.40    | 0.31%             | 2029-06-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HAMMERSON IRELAND                                   | Hammerson Ireland Finance DAC                                                                                            | CUSIP: 000000000<br>LEI: 63540093EUHUMTGSHN61 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $81905.21     | 0.03%             | 2027-06-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                     | Allegro CLO IV Ltd                                                                                                       | CUSIP: 01749TAQ3<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $242516.25    | 0.08%             | 2030-01-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                             | US Acute Care Solutions LLC                                                                                              | CUSIP: 90367UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $485163.73    | 0.16%             | 2026-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                 | NCL Corp Ltd                                                                                                             | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     539000 | PA      | $442131.58    | 0.15%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     951000 | PA      | $592780.73    | 0.20%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    2249000 | PA      | $1667071.25   | 0.55%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-175768.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAC4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1468629.30   | 0.49%             | 2028-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1146.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                 | Vulcan Materials Co                                                                                                      | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     137000 | PA      | $122052.38    | 0.04%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $6805.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                                                     | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     410000 | PA      | $300298.34    | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     821458 | PA      | $67523.35     | 0.02%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  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        |    2280686 | PA      | $209757.70    | 0.07%             | 2054-02-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $49931.94     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | 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        |     755000 | PA      | $680677.80    | 0.23%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                      | AA Bond Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $90871.41     | 0.03%             | 2028-07-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                            | iHeartCommunications Inc                                                                                                 | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     781000 | PA      | $695090.00    | 0.23%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                            | American Transmission Systems Inc                                                                                        | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146000 | PA      | $119224.61    | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                         | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12006000 | PA      | $11045988.95  | 3.68%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                             | Colgate Energy Partners III LLC                                                                                          | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109045.42    | 0.04%             | 2026-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $901.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                               | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $178446.40    | 0.06%             | 2048-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                                                                     | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      79000 | PA      | $64213.45     | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOL HUNGARIAN OIL & GAS                             | MOL Hungarian Oil & Gas PLC                                                                                              | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | DBT              | CORP              | HU        |     110000 | PA      | $94571.81     | 0.03%             | 2027-10-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED KRW / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |          1 | NC      | $20717.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd                                                                 | CUSIP: 03880WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     300000 | PA      | $286296.00    | 0.10%             | 2035-02-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                               | Nabors Industries Ltd                                                                                                    | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     234000 | PA      | $224932.50    | 0.07%             | 2026-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |          1 | NC      | $7385.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140MKFU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     604586 | PA      | $535066.34    | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                                                               | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $436004.40    | 0.15%             | 2029-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3612.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                  | Cyprus Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     353000 | PA      | $291367.60    | 0.10%             | 2030-01-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                 | Benin Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     400000 | PA      | $301948.84    | 0.10%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                             | Jersey Central Power & Light Co                                                                                          | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      98000 | PA      | $79694.23     | 0.03%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD SEK                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-51331.59    | -0.02%            |  |  |  | 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      | $22442.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust             | Securitized Term Auto Loan Receivables Trust 2019-CRT                                                                    | CUSIP: 81379MAC8<br>LEI: 549300DC604TIE09UO03 | Long             | ABS-O            | CORP              | CA        |      74210 | PA      | $73712.11     | 0.02%             | 2026-03-25      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $456.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $10047.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                                         | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $919350.00    | 0.31%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                             | Sensata Technologies BV                                                                                                  | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     385000 | PA      | $365609.33    | 0.12%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                 | Province of Alberta Canada                                                                                               | CUSIP: 013051DB0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     125000 | PA      | $97783.70     | 0.03%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                           | IQVIA Inc                                                                                                                | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $964458.32    | 0.32%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                            | Catalent Pharma Solutions Inc                                                                                            | CUSIP: 000000000<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |     220000 | PA      | $189459.55    | 0.06%             | 2028-03-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-23081.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                    | Triton Container International Ltd                                                                                       | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     104000 | PA      | $82021.89     | 0.03%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                               | Dun & Bradstreet Corp/The                                                                                                | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     705000 | PA      | $606546.75    | 0.20%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-300.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                     | Fair Isaac Corp                                                                                                          | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     131000 | PA      | $119865.00    | 0.04%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                                      | Qatar Government International Bond                                                                                      | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     683000 | PA      | $662510.00    | 0.22%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                               | Cikarang Listrindo Tbk PT                                                                                                | CUSIP: 000000000<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $184307.07    | 0.06%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                 | Prestige Brands Inc                                                                                                      | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |     630000 | PA      | $593775.00    | 0.20%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                            | First Quantum Minerals Ltd                                                                                               | CUSIP: 000000000<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $333382.35    | 0.11%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR ULTRA FUT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -24 | NC      | $-4848.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                    | Vector Group Ltd                                                                                                         | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     425000 | PA      | $369142.25    | 0.12%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                            | Banco BTG Pactual SA/Cayman Islands                                                                                      | CUSIP: 05971AAE1<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |     906000 | PA      | $875196.00    | 0.29%             | 2025-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD NZD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1707344.02  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                               | Caesars Entertainment Inc                                                                                                | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     545000 | PA      | $456437.50    | 0.15%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| SWF ESCROW ISSUER CORP                              | SWF Escrow Issuer Corp                                                                                                   | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     575000 | PA      | $338531.25    | 0.11%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp                                                                                                     | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     455000 | PA      | $384188.35    | 0.13%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140M9KT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71901 | PA      | $59325.14     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                     | RAC Bond Co PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $232851.54    | 0.08%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                | LXP Industrial Trust                                                                                                     | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     195000 | PA      | $156035.57    | 0.05%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD / LTEE                                | Videotron Ltd                                                                                                            | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     473000 | PA      | $452188.00    | 0.15%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust               | Wells Fargo Commercial Mortgage Trust 2021-C60                                                                           | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1984971 | PA      | $177948.11    | 0.06%             | 2054-08-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |          1 | NC      | $418.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                              | Engie Energia Chile SA                                                                                                   | CUSIP: 000000000<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $287250.00    | 0.10%             | 2025-01-29      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     515000 | PA      | $464566.05    | 0.15%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED BRL / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $19104.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FEZY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15983000 | PA      | $114989.69    | 0.04%             | 2028-04-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                            | Ubisoft Entertainment SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $79405.69     | 0.03%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                  | Regency Centers LP                                                                                                       | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      71000 | PA      | $62062.38     | 0.02%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     149000 | PA      | $115667.76    | 0.04%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                         | Equinix Inc                                                                                                              | CUSIP: 000000000<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $78527.01     | 0.03%             | 2033-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                       | Stellantis NV                                                                                                            | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $91567.19     | 0.03%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                            | Electricite de France SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $172739.61    | 0.06%             | 2026-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Bill                                                                                              | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     555000 | PA      | $537921.54    | 0.18%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                            | Corporate Office Properties LP                                                                                           | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     149000 | PA      | $130865.82    | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED CZK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |          1 | NC      | $5882.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VTR COMUNICACIONES SPA                              | VTR Comunicaciones SpA                                                                                                   | CUSIP: 000000000<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     267000 | PA      | $152190.00    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6030.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD SGD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-10895.08    | -0.00%            |  |  |  | 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      | $21816.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2022-BNK41                                                                                                          | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257000 | PA      | $218949.66    | 0.07%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp                                                                                                               | CUSIP: 87971MBV4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     225000 | PA      | $142878.30    | 0.05%             | 2031-11-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $0.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMERYS SA                                           | Imerys SA                                                                                                                | CUSIP: 000000000<br>LEI: 54930075MZSSIB2TGC64 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $73128.17     | 0.02%             | 2031-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                                                         | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     559000 | PA      | $487635.27    | 0.16%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 2SARL                              | Albion Financing 2SARL                                                                                                   | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |     635000 | PA      | $539676.82    | 0.18%             | 2027-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     870000 | PA      | $751462.50    | 0.25%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC         | BBCMS Mortgage Trust 2022-C18                                                                                            | CUSIP: 054975AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118289 | PA      | $124355.64    | 0.04%             | 2055-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $14266.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI GREEN ENERGY UP                               | Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ                                         | CUSIP: 00654AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    1081000 | PA      | $1033760.30   | 0.34%             | 2024-12-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |          1 | NC      | $8170.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                               | INTELSAT EMERGENCE SA                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       7057 | NS      | $155254.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                            | Warnermedia Holdings Inc                                                                                                 | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169799.83    | 0.06%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $-474.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Co Inc                                                                                       | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     556000 | PA      | $512454.08    | 0.17%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                   | Post Holdings Inc                                                                                                        | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     788000 | PA      | $751775.64    | 0.25%             | 2028-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 10YR NOTE (CBT)MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -122 | NC      | $-53910.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| RAC BOND CO PLC                                     | RAC Bond Co PLC                                                                                                          | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $109818.81    | 0.04%             | 2026-05-06      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                  | Credit Agricole SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120297.75    | 0.04%             | 2027-11-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUPE ACM                                          | Groupe des Assurances du Credit Mutuel SADIR                                                                             | CUSIP: 000000000<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $154658.14    | 0.05%             | 2042-04-21      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $1660.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                                                                | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     106000 | PA      | $75006.10     | 0.02%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                                                                       | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61429.61     | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $22191.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                            | Trustees of the University of Pennsylvania/The                                                                           | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      35000 | PA      | $22379.64     | 0.01%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                              | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     134000 | PA      | $121807.40    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                              | Group 1 Automotive Inc                                                                                                   | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     719000 | PA      | $609891.40    | 0.20%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $119545.45    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                              | Real Hero Merger Sub 2 Inc                                                                                               | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     560000 | PA      | $386400.00    | 0.13%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                                   | Q-Park Holding I BV                                                                                                      | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |     380000 | PA      | $332851.54    | 0.11%             | 2027-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                             | Empire Communities Corp                                                                                                  | CUSIP: 29163VAC7<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     545000 | PA      | $479290.93    | 0.16%             | 2025-12-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                                                             | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $107739.57    | 0.04%             | 2030-11-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                    | Guara Norte Sarl                                                                                                         | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |     187230 | PA      | $154932.83    | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| COMMERCIAL BANK PSQC/THE                            | Commercial Bank PSQC/The                                                                                                 | CUSIP: 000000000<br>LEI: 2138004FUUD4I7X8H721 | Long             | DBT              | CORP              | QA        |     272000 | PA      | $242433.60    | 0.08%             | 2026-03-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                                    | Summer BC Bidco B LLC                                                                                                    | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |     740000 | PA      | $595700.00    | 0.20%             | 2026-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                                               | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     304000 | PA      | $297263.36    | 0.10%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                        | Calpine Corp                                                                                                             | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     927000 | PA      | $847976.14    | 0.28%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     192003 | PA      | $163106.14    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-18341.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                            | Virgin Media Vendor Financing Notes IV DAC                                                                               | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    1200000 | PA      | $1028712.00   | 0.34%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LTRI HOLDINGS, LP                                   | LTRI HOLDINGS, LP                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        615 | NS      | $252931.05    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| TOLL ROAD INV PART II                               | Toll Road Investors Partnership II LP                                                                                    | CUSIP: 88948ABM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1968329 | PA      | $481037.93    | 0.16%             | 2043-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                            | Uzbek Industrial and Construction Bank ATB                                                                               | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     269000 | PA      | $246807.50    | 0.08%             | 2024-12-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                             | Sensata Technologies BV                                                                                                  | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $349244.00    | 0.12%             | 2024-11-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                             | Gates Global LLC / Gates Corp                                                                                            | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     805000 | PA      | $776189.05    | 0.26%             | 2026-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                    | Unicaja Banco SA                                                                                                         | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $91547.41     | 0.03%             | 2026-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $3860.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                                                                | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     153000 | PA      | $147743.20    | 0.05%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd                                                                   | CUSIP: 03881CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $186247.40    | 0.06%             | 2035-12-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-160084.98   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99265 | PA      | $84982.25     | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc                                                                                                            | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     275000 | PA      | $273663.50    | 0.09%             | 2026-03-15      | Fixed         | 6.25%                 | 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      | $-3632.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                                                                | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      92000 | PA      | $81446.78     | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal          | CAN 5YR BOND FUT MAR23                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -174 | NC      | $-52155.25    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                      | EPR Properties                                                                                                           | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      89000 | PA      | $65254.45     | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1127835.00   | 0.38%             | 2028-10-01      | Fixed         | 6.13%                 | 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        |    1960000 | PA      | $1685057.00   | 0.56%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                                                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $105797.39    | 0.04%             | 2027-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                               | Indonesia Government International Bond                                                                                  | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     400000 | PA      | $341882.95    | 0.11%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                    | Sensata Technologies Inc                                                                                                 | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     410000 | PA      | $363098.05    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                 | Sprint Capital Corp                                                                                                      | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1128484.65   | 0.38%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                        | NiSource Inc                                                                                                             | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      92000 | PA      | $82709.06     | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NESTE OYJ                                           | Neste Oyj                                                                                                                | CUSIP: 000000000<br>LEI: 5493009GY1X8GQ66AM14 | Long             | DBT              | CORP              | FI        |     100000 | PA      | $89819.39     | 0.03%             | 2028-03-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                        | US Foods Inc                                                                                                             | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     855000 | PA      | $761907.60    | 0.25%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $1485.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                              | Southwestern Energy Co                                                                                                   | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     630000 | PA      | $592326.00    | 0.20%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                | Thaioil Treasury Center Co Ltd                                                                                           | CUSIP: 88322YAD3<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     355000 | PA      | $283764.06    | 0.09%             | 2048-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                 | NatWest Markets PLC                                                                                                      | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123894.21    | 0.04%             | 2027-11-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                        | Ctec II GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $173728.18    | 0.06%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |          1 | NC      | $1677.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-67492.73    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED CZK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |          1 | NC      | $23266.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS MIDSTREAM HOLDIN                            | Solaris Midstream Holdings LLC                                                                                           | CUSIP: 83419MAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     420000 | PA      | $413700.00    | 0.14%             | 2026-04-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| SARENS FINANCE CO NV                                | Sarens Finance Co NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300B68EWZ6IHPCL79 | Long             | DBT              | CORP              | BE        |     210000 | PA      | $165074.55    | 0.05%             | 2027-02-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2021-1 LLC                                                                                       | CUSIP: 12327BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86884 | PA      | $75625.90     | 0.03%             | 2036-04-15      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $709.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  970000000 | PA      | $688383.51    | 0.23%             | 2027-06-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                       | Nordstrom Inc                                                                                                            | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     106000 | PA      | $82313.24     | 0.03%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     250000 | PA      | $175615.83    | 0.06%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                           | Aviva PLC                                                                                                                | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $164425.58    | 0.05%             | 2055-06-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-11285.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                         | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $599001.75    | 0.20%             | 2031-04-30      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-2220.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                           | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     465000 | PA      | $428309.18    | 0.14%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                  | Crown Americas LLC                                                                                                       | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     550000 | PA      | $508750.00    | 0.17%             | 2030-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PFP III                                             | PFP 2021-8 Ltd                                                                                                           | CUSIP: 69357XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     105000 | PA      | $94360.56     | 0.03%             | 2037-08-09      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B23 Mortgage Trust                                                                                        | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3620101 | PA      | $248248.42    | 0.08%             | 2054-02-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                                         | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     989000 | PA      | $877648.49    | 0.29%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-45227.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                            | Wyndham Hotels & Resorts Inc                                                                                             | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     813000 | PA      | $727034.56    | 0.24%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                            | Tengizchevroil Finance Co International Ltd                                                                              | CUSIP: 88034QAC1<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     323000 | PA      | $226100.00    | 0.08%             | 2030-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $695286.37    | 0.23%             | 2029-10-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     885000 | PA      | $829060.81    | 0.28%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                      | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     721000 | PA      | $656701.22    | 0.22%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                    | Colgate Energy Partners III LLC                                                                                          | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     574000 | PA      | $528080.00    | 0.18%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                | Enel Finance International NV                                                                                            | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $149128.74    | 0.05%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                     | Sands China Ltd                                                                                                          | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $549978.00    | 0.18%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                       | AIA Group Ltd                                                                                                            | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     320000 | PA      | $258010.99    | 0.09%             | 2033-09-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                             | Dornoch Debt Merger Sub Inc                                                                                              | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     704000 | PA      | $468488.68    | 0.16%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                | Enel Finance International NV                                                                                            | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $176125.77    | 0.06%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                                            | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $296460.00    | 0.10%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                        | WP Carey Inc                                                                                                             | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     282000 | PA      | $224225.88    | 0.07%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     719995 | PA      | $71655.05     | 0.02%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE6 Trust                                                                                                    | CUSIP: 04002VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     100000 | PA      | $92199.60     | 0.03%             | 2037-01-16      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3622.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-3665.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                      | ANGI Group LLC                                                                                                           | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     891000 | PA      | $669363.75    | 0.22%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                  | Serbia International Bond                                                                                                | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     647000 | PA      | $406023.84    | 0.14%             | 2036-09-23      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                                                                    | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     454000 | PA      | $348445.00    | 0.12%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $190074.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                       | Carnival Corp                                                                                                            | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     530000 | PA      | $394100.05    | 0.13%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                     | JAB Holdings BV                                                                                                          | CUSIP: 000000000<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $74311.33     | 0.02%             | 2039-12-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                       | DISH DBS Corp                                                                                                            | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $393672.00    | 0.13%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                               | Arrow Electronics Inc                                                                                                    | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      86000 | PA      | $82609.64     | 0.03%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                              | Emirates NBD Bank PJSC                                                                                                   | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |     238000 | PA      | $228064.93    | 0.08%             | 2026-04-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                | Glencore Funding LLC                                                                                                     | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     144000 | PA      | $118588.50    | 0.04%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| NFP CORP                                            | NFP Corp                                                                                                                 | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     730000 | PA      | $617455.90    | 0.21%             | 2028-08-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LA BANQUE POSTALE                                   | La Banque Postale SA                                                                                                     | CUSIP: 000000000<br>LEI: 96950066U5XAAIRCPA78 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104389.88    | 0.03%             | 2034-03-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                        | SM Energy Co                                                                                                             | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     410000 | PA      | $400943.10    | 0.13%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24890 | PA      | $24883.72     | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4 LP                                                                                                              | CUSIP: 12510HAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     437500 | PA      | $398752.59    | 0.13%             | 2050-02-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                            | Constellation Brands Inc                                                                                                 | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44028.00     | 0.01%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED CZK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CZ        |          1 | NC      | $6433.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                     | ERO Copper Corp                                                                                                          | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     333000 | PA      | $255024.62    | 0.08%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                  | Camelot Finance SA                                                                                                       | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     410000 | PA      | $388565.20    | 0.13%             | 2026-11-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                            | Smyrna Ready Mix Concrete LLC                                                                                            | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     550000 | PA      | $489500.00    | 0.16%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SBB TREASURY OYJ                                    | SBB Treasury Oyj                                                                                                         | CUSIP: 000000000<br>LEI: 5493003HHOCW6FIMH724 | Long             | DBT              | CORP              | FI        |     100000 | PA      | $62733.61     | 0.02%             | 2029-11-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   67100000 | PA      | $3235956.10   | 1.08%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                      | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      28549 | NS      | $3076440.24   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $13698.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $357612.61    | 0.12%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                        | Peru LNG Srl                                                                                                             | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     518000 | PA      | $427997.50    | 0.14%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                         | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     485000 | PA      | $429566.93    | 0.14%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                            | Univision Communications Inc                                                                                             | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     508000 | PA      | $432435.00    | 0.14%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BANK 2021-BN35                                      | BANK 2021-BNK35                                                                                                          | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1303287 | PA      | $78062.31     | 0.03%             | 2064-06-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                   | Ipoteka-Bank ATIB                                                                                                        | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |     700000 | PA      | $598500.00    | 0.20%             | 2025-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $-1027.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                   | MDGH GMTN RSC Ltd                                                                                                        | CUSIP: 55276VAJ1<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    1086000 | PA      | $969255.00    | 0.32%             | 2029-11-07      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                             | BPCE SA                                                                                                                  | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $186411.29    | 0.06%             | 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        |     120000 | PA      | $103563.00    | 0.03%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                | Targa Resources Corp                                                                                                     | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      13000 | PA      | $11368.24     | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                     | Madison IAQ LLC                                                                                                          | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     882000 | PA      | $652441.86    | 0.22%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNICREDIT SPA                                       | UniCredit SpA                                                                                                            | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $160363.75    | 0.05%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADS                                    | Samhallsbyggnadsbolaget i Norden AB                                                                                      | CUSIP: 000000000<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |     280000 | PA      | $114420.22    | 0.04%             | 2026-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD SGD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1789.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                            | Aon Corp / Aon Global Holdings PLC                                                                                       | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $20465.36     | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority       | MASSACHUSETTS ST EDUCTNL FING AUTH                                                                                       | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     150000 | PA      | $136255.14    | 0.05%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal          | CAN 10YR BOND FUT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        134 | NC      | $78297.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tencent Holdings Ltd                                | Tencent Holdings Ltd                                                                                                     | CUSIP: 88032XAD6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     700000 | PA      | $674595.22    | 0.22%             | 2025-02-11      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                   | American Builders & Contractors Supply Co Inc                                                                            | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1334889.75   | 0.44%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     642000 | PA      | $567412.44    | 0.19%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                    | Arches Buyer Inc                                                                                                         | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     830000 | PA      | $666979.70    | 0.22%             | 2028-12-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: BM05096   CDS EUR R V 03MEVENT SM05096_PRO CCPITRAXX / Short: BM05096   CDS EUR P F  1.00000 SM05096_FEE CCPITRAXX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    6390000 | OU      | $26551.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-35469.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |          1 | NC      | $94115.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                                        | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     893000 | PA      | $844715.49    | 0.28%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  337300000 | PA      | $2671677.85   | 0.89%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     570000 | PA      | $532950.00    | 0.18%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                               | China Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    8280000 | PA      | $1184892.74   | 0.39%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B26 Mortgage Trust                                                                                        | CUSIP: 08163EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5527378 | PA      | $275795.73    | 0.09%             | 2054-06-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                | Ryan Specialty Group LLC                                                                                                 | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     361000 | PA      | $308655.00    | 0.10%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                             | Thermo Fisher Scientific Finance I BV                                                                                    | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $73977.09     | 0.02%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                            | Province of British Columbia Canada                                                                                      | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     115000 | PA      | $70531.17     | 0.02%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $60644.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-21356.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                                                          | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     624000 | PA      | $532771.20    | 0.18%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-24007.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8044.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                              | Millicom International Cellular SA                                                                                       | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     635400 | PA      | $574585.87    | 0.19%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-14236.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     131367 | PA      | $115804.84    | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31376KQF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19142 | PA      | $20095.97     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $76402.94     | 0.03%             | 2032-02-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore 2021-CRE5 Issuer Ltd                                                                                            | CUSIP: 53947XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     258000 | PA      | $238369.55    | 0.08%             | 2036-07-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4106.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                 | AssuredPartners Inc                                                                                                      | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     500000 | PA      | $425000.00    | 0.14%             | 2029-01-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                                             | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     520000 | PA      | $464653.12    | 0.15%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD BRL                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-29578.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | N/A       |          1 | NC      | $4293.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                | Glencore Capital Finance DAC                                                                                             | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |     140000 | PA      | $125570.87    | 0.04%             | 2028-03-10      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                               | Indonesia Government International Bond                                                                                  | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     796000 | PA      | $781563.97    | 0.26%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ICA TENEDORA SA DE CV                               | ICA TENEDORA SA DE CV                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     110829 | NS      | $97651.76     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                            | Hilton Domestic Operating Co Inc                                                                                         | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     921000 | PA      | $758268.51    | 0.25%             | 2032-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                               | Bath & Body Works Inc                                                                                                    | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1454076.40   | 0.48%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                            | Virginia Electric and Power Co                                                                                           | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190167.13    | 0.06%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-105039.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                                         | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     605000 | PA      | $464337.50    | 0.15%             | 2030-12-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2929.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                              | Energizer Holdings Inc                                                                                                   | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     472000 | PA      | $401539.84    | 0.13%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                              | Logicor Financing Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $71986.63     | 0.02%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                       | DISH DBS Corp                                                                                                            | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $558025.00    | 0.19%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                    | Ziggo Bond Co BV                                                                                                         | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     370000 | PA      | $294060.57    | 0.10%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896340 | PA      | $89787.72     | 0.03%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45846 | PA      | $39247.98     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                              | Victoria's Secret & Co                                                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     650000 | PA      | $548600.00    | 0.18%             | 2029-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                       | TransDigm Inc                                                                                                            | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     535000 | PA      | $525439.55    | 0.17%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                            | Credit Agricole Assurances SA                                                                                            | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $169243.19    | 0.06%             | 2030-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                                                                 | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     315000 | PA      | $252005.89    | 0.08%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      36000 | PA      | $28898.27     | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority              | OKLAHOMA ST DEV FIN AUTH HLTHSYS REVENUE                                                                                 | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     346000 | PA      | $303838.48    | 0.10%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                     | MV24 Capital BV                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     502228 | PA      | $445259.66    | 0.15%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3739954 | PA      | $122312.20    | 0.04%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B28 Mortgage Trust                                                                                        | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2340836 | PA      | $167638.47    | 0.06%             | 2054-08-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                                   | Syneos Health Inc                                                                                                        | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $894191.22    | 0.30%             | 2029-01-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     761000 | PA      | $696914.28    | 0.23%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     226000 | PA      | $196861.82    | 0.07%             | 2030-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                         | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     115500 | PA      | $83913.46     | 0.03%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                       | UniCredit SpA                                                                                                            | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     180000 | PA      | $162162.07    | 0.05%             | 2028-01-18      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| EFSF                                                | European Financial Stability Facility                                                                                    | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |     143000 | PA      | $158572.23    | 0.05%             | 2037-04-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-2993.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $4844.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                             | International Bank for Reconstruction & Development                                                                      | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     210000 | PA      | $144032.82    | 0.05%             | 2025-06-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                     | 180 Medical Inc                                                                                                          | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |     765000 | PA      | $650179.49    | 0.22%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE DEC22                                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         66 | NC      | $195161.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                    | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     215000 | PA      | $204763.33    | 0.07%             | 2025-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fortress CBO Investments Ltd                        | FORT CRE 2022-FL3 Issuer LLC                                                                                             | CUSIP: 34706CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     114000 | PA      | $108904.66    | 0.04%             | 2039-02-23      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                  | Gray Escrow II Inc                                                                                                       | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1161000 | PA      | $885808.17    | 0.29%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                   | Republic of Kenya Government International Bond                                                                          | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     478000 | PA      | $417198.40    | 0.14%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                                       | Cable One Inc                                                                                                            | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     679000 | PA      | $547077.09    | 0.18%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SE        |          1 | NC      | $2600.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avation Capital SA                                  | Avation Capital SA                                                                                                       | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |     360050 | PA      | $288040.00    | 0.10%             | 2026-10-31      | Fixed         | 8.25%                 | 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      | $-5422.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                   | Post Holdings Inc                                                                                                        | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $877350.00    | 0.29%             | 2030-04-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                                     | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     110000 | PA      | $90499.80     | 0.03%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd                                  | ACREC 2021-FL1 Ltd                                                                                                       | CUSIP: 00500RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     229500 | PA      | $215007.51    | 0.07%             | 2036-10-16      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Iowa Student Loan Liquidity Corp                    | IOWA ST STUDENT LOAN LIQUIDITY CORP                                                                                      | CUSIP: 462590NG1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     200000 | PA      | $184689.84    | 0.06%             | 2039-12-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                       | Parkland Corp                                                                                                            | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    1535000 | PA      | $1287097.50   | 0.43%             | 2030-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Housing Finance Agency                | MASSACHUSETTS ST HSG FIN AGY HSG REVENUE                                                                                 | CUSIP: 57587GTN5<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |     190000 | PA      | $191500.89    | 0.06%             | 2052-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WABTEC TRANSPORTATION                               | Wabtec Transportation Netherlands BV                                                                                     | CUSIP: 000000000<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $90125.95     | 0.03%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                             | Mong Duong Finance Holdings BV                                                                                           | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     592000 | PA      | $503200.00    | 0.17%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-339907.94   | -0.11%            |  |  |  | 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      | $38663.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL7 Issuer Ltd                                                                                                | CUSIP: 05602CAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $91922.00     | 0.03%             | 2038-12-15      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2021-1 LLC                                                                                       | CUSIP: 12327BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75501 | PA      | $61316.02     | 0.02%             | 2036-04-15      | Fixed         | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3133KM4Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     498952 | PA      | $427143.03    | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                              | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      77000 | PA      | $73330.62     | 0.02%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                            | Comision Federal de Electricidad                                                                                         | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     202000 | PA      | $155239.02    | 0.05%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5417.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2020-FL4 Ltd                                                                                                         | CUSIP: 58003UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     154000 | PA      | $147635.63    | 0.05%             | 2035-11-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                                                                   | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     650000 | PA      | $469162.20    | 0.16%             | 2051-06-23      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                             | Realogy Group LLC / Realogy Co-Issuer Corp                                                                               | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $316050.00    | 0.11%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                               | Argentine Republic Government International Bond                                                                         | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     627494 | PA      | $146684.35    | 0.05%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                               | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     731000 | PA      | $662516.27    | 0.22%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     108093 | PA      | $92563.15     | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | Newell Brands Inc                                                                                                        | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     392000 | PA      | $388609.20    | 0.13%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4092.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                             | Asbury Automotive Group Inc                                                                                              | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     939000 | PA      | $819277.50    | 0.27%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                            | Canadian Pacific Railway Co                                                                                              | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     111000 | PA      | $92505.17     | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4415.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31418DRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87333 | PA      | $80688.11     | 0.03%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $62865.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      69000 | PA      | $57731.60     | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                 | GTCR AP Finance Inc                                                                                                      | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     360000 | PA      | $347348.94    | 0.12%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6693.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                                                                  | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     753000 | PA      | $695201.56    | 0.23%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                               | Foundation Building Materials Inc                                                                                        | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     593000 | PA      | $442586.81    | 0.15%             | 2029-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                        | Virtusa Corp                                                                                                             | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     525000 | PA      | $393750.00    | 0.13%             | 2028-12-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                            | Dar Al-Arkan Sukuk Co Ltd                                                                                                | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |     850000 | PA      | $791135.80    | 0.26%             | 2027-02-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-2054.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                                      | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     243000 | PA      | $189013.66    | 0.06%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                          | Allianz SE                                                                                                               | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $169750.00    | 0.06%             | 2025-11-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $19780.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SARL                                  | Segro Capital Sarl                                                                                                       | CUSIP: 000000000<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $75344.67     | 0.03%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                       | Synaptics Inc                                                                                                            | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     710000 | PA      | $591577.98    | 0.20%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US LONG BOND(CBT) MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         15 | NC      | $7210.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140XCDB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $165020.65    | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                                                                     | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1113200.00   | 0.37%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CN        |          1 | NC      | $8035.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                      | Stericycle Inc                                                                                                           | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     757000 | PA      | $658590.00    | 0.22%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137H2NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     670491 | PA      | $43122.29     | 0.01%             | 2031-07-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                            | NextEra Energy Operating Partners LP                                                                                     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     490000 | PA      | $461212.50    | 0.15%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                  | Garden Spinco Corp                                                                                                       | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     453000 | PA      | $480924.18    | 0.16%             | 2030-07-20      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                               | Cellnex Finance Co SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $318323.72    | 0.11%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                            | Discovery Communications LLC                                                                                             | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      78000 | PA      | $68668.58     | 0.02%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Crest Ltd                                           | CREST 2004-1 Ltd                                                                                                         | CUSIP: 22608WAR0<br>LEI: 549300MJZTHEPDTYM573 | Long             | ABS-CBDO         | CORP              | KY        |    4324931 | PA      | $43.25        | 0.00%             | 2040-01-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISLANDSBANKI                                        | Islandsbanki HF                                                                                                          | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $89024.38     | 0.03%             | 2025-03-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140LXAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238744 | PA      | $204690.64    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      62000 | PA      | $60760.00     | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     901677 | PA      | $62274.68     | 0.02%             | 2030-11-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                                                                    | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $153362.42    | 0.05%             | 2052-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-5838.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                            | Venture Global Calcasieu Pass LLC                                                                                        | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     625000 | PA      | $539062.50    | 0.18%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD CZK                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-113595.11   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $781.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140MSMM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49917 | PA      | $42738.89     | 0.01%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HISCOX LTD                                          | Hiscox Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 5493007JXOLJ0QCY2D70 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $120891.45    | 0.04%             | 2027-09-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED JPY / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $15747.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137F4D82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15572000 | PA      | $233628.27    | 0.08%             | 2028-02-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $91305.58     | 0.03%             | 2028-02-23      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                    | Ziggo Bond Co BV                                                                                                         | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    1315000 | PA      | $1066820.05   | 0.35%             | 2030-02-28      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                              | Philip Morris International Inc                                                                                          | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49103.60     | 0.02%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                      | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NZ        |          1 | NC      | $291609.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $-9392.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                 | AUST 10Y BOND FUT DEC22                                                                                                  | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -142 | NC      | $-111009.43   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                         | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26802000 | PA      | $20032401.23  | 6.67%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                            | Corebridge Financial Inc                                                                                                 | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24561.85     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-73636.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    2912000 | PA      | $2463029.39   | 0.82%             | 2032-06-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE AG LONDON                             | Credit Suisse AG/London                                                                                                  | CUSIP: 000000000<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |     100000 | PA      | $99056.59     | 0.03%             | 2024-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                | Bank of America Corp                                                                                                     | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     301000 | PA      | $288608.25    | 0.10%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 2021-FL6 Ltd                                                                                                         | CUSIP: 55283TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $423537.57    | 0.14%             | 2036-07-16      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $34096.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-24994.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                                                      | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     785000 | PA      | $806477.60    | 0.27%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137F4XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36576000 | PA      | $275706.23    | 0.09%             | 2028-02-25      | Variable      | 0.26%                 | 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      | $-49132.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EASYJET FINCO BV                                    | easyJet FinCo BV                                                                                                         | CUSIP: 000000000<br>LEI: 2138005GUMKABRAKJU30 | Long             | DBT              | CORP              | NL        |     140000 | PA      | $122437.21    | 0.04%             | 2028-03-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                              | Energizer Gamma Acquisition BV                                                                                           | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |     340000 | PA      | $282217.71    | 0.09%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                     | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     774000 | PA      | $521420.77    | 0.17%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HOLCIM STERLING FINANCE                             | Holcim Sterling Finance Netherlands BV                                                                                   | CUSIP: 000000000<br>LEI: 529900KU5LFL22MEGK07 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $85087.80     | 0.03%             | 2034-04-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                            | Ford Motor Credit Co LLC                                                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     885000 | PA      | $825076.65    | 0.27%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                             | F-Brasile SpA / F-Brasile US LLC                                                                                         | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     725000 | PA      | $589062.50    | 0.20%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                              | MGM China Holdings Ltd                                                                                                   | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     234000 | PA      | $204820.20    | 0.07%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     139000 | PA      | $118904.04    | 0.04%             | 2033-03-02      | Fixed         | 3.35%                 | 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      | $-6998.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                    | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     345000 | PA      | $296044.50    | 0.10%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-690.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-19080.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $-14021.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                    | Credit Acceptance Corp                                                                                                   | CUSIP: 225310AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     640000 | PA      | $602297.36    | 0.20%             | 2024-12-31      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                | Paraguay Government International Bond                                                                                   | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1150000 | PA      | $966000.00    | 0.32%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                                                                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650000 | PA      | $657378.91    | 0.22%             | 2052-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                            | Tengizchevroil Finance Co International Ltd                                                                              | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     987000 | PA      | $838950.00    | 0.28%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 Multifamily Housing Mortgage Loan Trust                                                                              | CUSIP: 55282XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     755000 | PA      | $703896.32    | 0.23%             | 2036-07-15      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $92.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                                                          | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $659312.50    | 0.22%             | 2029-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2020-B18 Mortgage Trust                                                                                        | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3382974 | PA      | $270552.36    | 0.09%             | 2053-07-15      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                | Booking Holdings Inc                                                                                                     | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110699.03    | 0.04%             | 2034-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                | Las Vegas Sands Corp                                                                                                     | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     119000 | PA      | $102196.41    | 0.03%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $3580.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                            | Virgin Media Finance PLC                                                                                                 | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $832100.00    | 0.28%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VGP NV                                              | VGP NV                                                                                                                   | CUSIP: 000000000<br>LEI: 315700NENYPIXFR94T49 | Long             | DBT              | CORP              | BE        |     100000 | PA      | $69245.34     | 0.02%             | 2029-04-08      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-2137142.89  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| Teleflex Inc                                        | Teleflex Inc                                                                                                             | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     995000 | PA      | $940613.30    | 0.31%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                  | PBF Holding Co LLC / PBF Finance Corp                                                                                    | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $324029.80    | 0.11%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     140000 | PA      | $112395.21    | 0.04%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                  | CommScope Technologies LLC                                                                                               | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     937000 | PA      | $714762.34    | 0.24%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                | SRS Distribution Inc                                                                                                     | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     685000 | PA      | $568151.65    | 0.19%             | 2029-07-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                            | Uruguay Government International Bond                                                                                    | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   49975000 | PA      | $1084388.35   | 0.36%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-453355.30   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                        | IAMGOLD Corp                                                                                                             | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     565000 | PA      | $400688.32    | 0.13%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                            | NextEra Energy Operating Partners LP                                                                                     | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     528000 | PA      | $510202.23    | 0.17%             | 2024-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKET                            | Advantage Sales & Marketing Inc                                                                                          | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     587000 | PA      | $459515.34    | 0.15%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                              | Clearway Energy Operating LLC                                                                                            | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     455000 | PA      | $420312.60    | 0.14%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $7856.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                  | STWD 2021-FL2 Ltd                                                                                                        | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $92554.24     | 0.03%             | 2038-04-18      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-8990.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD JPY                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4435.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                            | ContourGlobal Power Holdings SA                                                                                          | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |     280000 | PA      | $254947.01    | 0.08%             | 2026-01-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                  | Leviathan Bond Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     679000 | PA      | $666271.47    | 0.22%             | 2025-06-30      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                                                         | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     204000 | PA      | $167783.04    | 0.06%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                        | Broadcom Inc                                                                                                             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     133000 | PA      | $108066.51    | 0.04%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                  | STORE Capital Corp                                                                                                       | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |     313000 | PA      | $244078.75    | 0.08%             | 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        |     500000 | PA      | $410000.00    | 0.14%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    1470000 | PA      | $1452568.66   | 0.48%             | 2027-04-22      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                            | Dana Inc                                                                                                                 | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     544000 | PA      | $498477.76    | 0.17%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FTZU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     731897 | PA      | $79262.40     | 0.03%             | 2030-04-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-7185.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                               | Argentum Netherlands BV for Zurich Insurance Co Ltd                                                                      | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $91799.45     | 0.03%             | 2049-02-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                       | AIB Group PLC                                                                                                            | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $107594.30    | 0.04%             | 2029-02-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                | EnBW International Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |      30000 | PA      | $31831.31     | 0.01%             | 2029-11-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                 | United Kingdom Gilt                                                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    3214000 | PA      | $3537750.16   | 1.18%             | 2027-07-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137H4BT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2699427 | PA      | $104258.89    | 0.03%             | 2031-09-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| CTP NV                                              | CTP NV                                                                                                                   | CUSIP: 000000000<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $62505.93     | 0.02%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49548 | PA      | $44771.86     | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  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        |    3789104 | PA      | $225913.97    | 0.08%             | 2054-11-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $134300.99    | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | Yes           |                  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        |    1425000 | PA      | $1200562.50   | 0.40%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                 | Senegal Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     247000 | PA      | $206245.00    | 0.07%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                | Bank Leumi Le-Israel BM                                                                                                  | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     846000 | PA      | $836457.12    | 0.28%             | 2027-07-27      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ENEL SPA                                            | Enel SpA                                                                                                                 | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     100000 | PA      | $89407.21     | 0.03%             | 2026-12-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140MMK64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424999 | PA      | $350740.63    | 0.12%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFS Institutional Money Market Portfolio            | MFS Institutional Money Market Portfolio                                                                                 | CUSIP: 55291X109<br>LEI: 5L2W638H85N8T1136O07 | Long             | STIV             | RF                | US        |    8308771 | NS      | $8308770.90   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                              | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     910000 | PA      | $813903.48    | 0.27%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CROATIA                                             | Croatia Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |     344000 | PA      | $280875.63    | 0.09%             | 2033-03-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Verscend Escrow Corp                                | Verscend Escrow Corp                                                                                                     | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $700161.00    | 0.23%             | 2026-08-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | N/A       |          1 | NC      | $146.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                   | Iliad Holding SASU                                                                                                       | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1012000 | PA      | $955338.12    | 0.32%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                             | CF Hippolyta Issuer LLC                                                                                                  | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      91436 | PA      | $80931.97     | 0.03%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                                                                                               | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     100000 | PA      | $101186.00    | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                            | Telenet Finance Luxembourg Notes Sarl                                                                                    | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1253700.00   | 0.42%             | 2028-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                               | Canpack SA / Canpack US LLC                                                                                              | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     350000 | PA      | $301000.00    | 0.10%             | 2025-11-01      | Fixed         | 3.13%                 | 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      | $549.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                             | Consolidated Energy Finance SA                                                                                           | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $611625.00    | 0.20%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     985000 | PA      | $845036.43    | 0.28%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | Newell Brands Inc                                                                                                        | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     474000 | PA      | $465705.00    | 0.15%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANCO RESERVAS REP DOMIN                            | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                                             | CUSIP: 000000000<br>LEI: 549300CKQT0JZ2EGNC56 | Long             | DBT              | CORP              | DO        |    1074000 | PA      | $1071315.00   | 0.36%             | 2023-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                    | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     540000 | PA      | $449832.15    | 0.15%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |          1 | NC      | $234955.30    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-28958.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                  | Republic of Poland Government International Bond                                                                         | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      72000 | PA      | $75916.80     | 0.03%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                      | Mastercard Inc                                                                                                           | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     212000 | PA      | $204151.34    | 0.07%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3581.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                    | Oryx Funding Ltd                                                                                                         | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $188600.00    | 0.06%             | 2031-02-03      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                              | APA Infrastructure Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     110000 | PA      | $93633.19     | 0.03%             | 2029-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                            | Primo Water Holdings Inc                                                                                                 | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     912000 | PA      | $788113.92    | 0.26%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                            | Grand City Properties SA                                                                                                 | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $45794.73     | 0.02%             | 2026-03-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                      | Wynn Macau Ltd                                                                                                           | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     375000 | PA      | $337500.00    | 0.11%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-16921.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                  | BSPRT 2021-FL7 Issuer Ltd                                                                                                | CUSIP: 05602CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $92678.00     | 0.03%             | 2038-12-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| PEACH PROPERTY FINANCE                              | Peach Property Finance GmbH                                                                                              | CUSIP: 000000000<br>LEI: 5299006REENAMLK8A121 | Long             | DBT              | CORP              | DE        |     225000 | PA      | $168816.03    | 0.06%             | 2025-11-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMMERZBANK AG                                      | Commerzbank AG                                                                                                           | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $204521.62    | 0.07%             | 2028-03-21      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                              | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     670000 | PA      | $604608.00    | 0.20%             | 2027-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $110033.97    | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     855000 | PA      | $795304.52    | 0.26%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                            | Sabine Pass Liquefaction LLC                                                                                             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     193000 | PA      | $182361.36    | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                 | LSF11 A5 HoldCo LLC                                                                                                      | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |     678000 | PA      | $558204.18    | 0.19%             | 2029-10-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CREDIT LOGEMENT SA                                  | Credit Logement SA                                                                                                       | CUSIP: 000000000<br>LEI: 969500FYPDQY3Y12Z881 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $84111.70     | 0.03%             | 2034-02-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     100000 | PA      | $81000.31     | 0.03%             | 2030-09-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                                                         | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     260000 | PA      | $223525.62    | 0.07%             | 2031-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED SEK / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $55735.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                            | Weekley Homes LLC / Weekley Finance Corp                                                                                 | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     543000 | PA      | $440091.12    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                             | International Game Technology PLC                                                                                        | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     225000 | PA      | $223593.75    | 0.07%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SWITCH LTD                                          | Switch Ltd                                                                                                               | CUSIP: 87105NAA8<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |     601000 | PA      | $605869.74    | 0.20%             | 2028-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                            | First Quantum Minerals Ltd                                                                                               | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     314000 | PA      | $299091.60    | 0.10%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                              | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     340000 | PA      | $281724.45    | 0.09%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| LANDSBANKINN HF                                     | Landsbankinn HF                                                                                                          | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     100000 | PA      | $89063.00     | 0.03%             | 2025-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ CA FIN INC                            | Mercedes-Benz Finance Canada Inc                                                                                         | CUSIP: 000000000<br>LEI: 549300G6QKWRPOX3M965 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $62257.81     | 0.02%             | 2027-02-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                           | IQVIA Inc                                                                                                                | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     455000 | PA      | $437937.50    | 0.15%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                     | Sands China Ltd                                                                                                          | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     505000 | PA      | $435562.50    | 0.14%             | 2030-06-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                    | CSC Holdings LLC                                                                                                         | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     200000 | PA      | $179028.50    | 0.06%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 4549250000 | PA      | $3113073.14   | 1.04%             | 2029-06-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                      | Mastercard Inc                                                                                                           | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      77000 | PA      | $67172.08     | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                             | SBA Communications Corp                                                                                                  | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $884948.22    | 0.29%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                          | Vonovia SE                                                                                                               | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $58024.69     | 0.02%             | 2051-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     428000 | PA      | $403522.09    | 0.13%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     160000 | PA      | $122662.34    | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5020.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                                                                 | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      84000 | PA      | $59314.00     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     389000 | PA      | $341436.24    | 0.11%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                              | TMS International Corp/DE                                                                                                | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |     170000 | PA      | $121616.62    | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-27594.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                           | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     200000 | PA      | $177310.00    | 0.06%             | 2026-10-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $8282.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     220000 | PA      | $170554.35    | 0.06%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED THB / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |          1 | NC      | $1246.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | N/A       |          1 | NC      | $66398.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                     | Xcel Energy Inc                                                                                                          | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      46000 | PA      | $44218.17     | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                             | Australia & New Zealand Banking Group Ltd                                                                                | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     152000 | PA      | $110862.21    | 0.04%             | 2035-11-25      | Fixed         | 2.57%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                                                        | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $107329.57    | 0.04%             | 2032-11-16      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CA        |          1 | NC      | $40099.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31401WV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22887 | PA      | $23869.57     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                              | APA Infrastructure Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $80721.66     | 0.03%             | 2036-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                      | Bombardier Inc                                                                                                           | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     427000 | PA      | $419523.23    | 0.14%             | 2026-06-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                               | Guatemala Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     300000 | PA      | $275424.76    | 0.09%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BELFIUS BANK SA/NV                                  | Belfius Bank SA                                                                                                          | CUSIP: 000000000<br>LEI: A5GWLFH3KM7YV2SFQL84 | Long             | DBT              | CORP              | BE        |     200000 | PA      | $163827.91    | 0.05%             | 2034-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $7175.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                            | Marriott Ownership Resorts Inc                                                                                           | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     365000 | PA      | $307505.91    | 0.10%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                            | Empresa Nacional del Petroleo                                                                                            | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     600000 | PA      | $563618.85    | 0.19%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                 | Clarivate Science Holdings Corp                                                                                          | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $179756.00    | 0.06%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Osaka Exchange                                      | JPN 10Y BOND(OSE) DEC22                                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |         -6 | NC      | $-14838.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NZ        |          1 | NC      | $120646.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                         | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     965000 | PA      | $492150.00    | 0.16%             | 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        |      91436 | PA      | $79793.26     | 0.03%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                                               | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     572000 | PA      | $525273.32    | 0.17%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                               | Waste Connections Inc                                                                                                    | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      49000 | PA      | $46276.19     | 0.02%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                             | International Game Technology PLC                                                                                        | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $941210.00    | 0.31%             | 2026-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                            | State Oil Co of the Azerbaijan Republic                                                                                  | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |     500000 | PA      | $505904.00    | 0.17%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust         | Navistar Financial Dealer Note Master Owner Trust II                                                                     | CUSIP: 63938PBR9<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |     103000 | PA      | $103134.70    | 0.03%             | 2027-05-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                              | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     275000 | PA      | $229625.00    | 0.08%             | 2030-08-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     285000 | PA      | $276169.86    | 0.09%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                 | Virgin Money UK PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $111238.84    | 0.04%             | 2030-12-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                 | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $149793.37    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                                      | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     455000 | PA      | $394945.06    | 0.13%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2021-L6                                                                                   | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3116012 | PA      | $200763.72    | 0.07%             | 2054-06-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                       | Life Time Inc                                                                                                            | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     170000 | PA      | $153518.00    | 0.05%             | 2026-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| WYNN MACAU LTD                                      | Wynn Macau Ltd                                                                                                           | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     788000 | PA      | $652653.12    | 0.22%             | 2028-08-26      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                            | Altice France Holding SA                                                                                                 | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    1255000 | PA      | $841591.03    | 0.28%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                               | GFL Environmental Inc                                                                                                    | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     255000 | PA      | $223336.65    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                  | Morocco Government International Bond                                                                                    | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     459000 | PA      | $363610.62    | 0.12%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1031345.95  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED BRL / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $16497.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                             | EXOR NV                                                                                                                  | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $90858.33     | 0.03%             | 2030-04-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                 | American Tower Corp                                                                                                      | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      81000 | PA      | $73317.78     | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                       | Bank Hapoalim BM                                                                                                         | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $170644.00    | 0.06%             | 2032-01-21      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                             | Becton Dickinson and Co                                                                                                  | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      45000 | PA      | $42843.79     | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3133B3VA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24895 | PA      | $20566.04     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                       | INTELSAT JACKSON HOLDINGS S A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        738 | NS      | $4243.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAVITA INC                                          | DaVita Inc                                                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     805000 | PA      | $651631.40    | 0.22%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| TRIMAS CORP                                         | TriMas Corp                                                                                                              | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1641915.00   | 0.55%             | 2029-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $12162.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                | ERAC USA Finance LLC                                                                                                     | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $130531.02    | 0.04%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-5289.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      98859 | PA      | $86917.64     | 0.03%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     175000 | PA      | $174948.62    | 0.06%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4479.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                                             | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     290000 | PA      | $256270.23    | 0.09%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ghana                                   | Ghana Government International Bond                                                                                      | CUSIP: 37443GAB7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     305000 | PA      | $107591.80    | 0.04%             | 2032-03-26      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                      | Morgan Stanley Capital I Trust 2021-L5                                                                                   | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1032272 | PA      | $72440.82     | 0.02%             | 2054-05-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BOBL FUTURE DEC22                                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -160 | NC      | $288853.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP III                                             | PFP 2021-7 Ltd                                                                                                           | CUSIP: 69290LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     212489 | PA      | $198022.70    | 0.07%             | 2038-04-14      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                             | SPCM SA                                                                                                                  | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     705000 | PA      | $561356.25    | 0.19%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                              | Brixmor Operating Partnership LP                                                                                         | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2621.80      | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1669.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                                                                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     108000 | PA      | $79251.27     | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                            | Virgin Media Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     255000 | PA      | $210637.22    | 0.07%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOTION BONDCO DAC                                   | Motion Bondco DAC                                                                                                        | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     630000 | PA      | $542182.72    | 0.18%             | 2027-11-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-1689.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                            | Banque Ouest Africaine de Developpement                                                                                  | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    1055000 | PA      | $865627.50    | 0.29%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                    | DT Midstream Inc                                                                                                         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     949000 | PA      | $818711.79    | 0.27%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                               | Tenet Healthcare Corp                                                                                                    | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     360000 | PA      | $341128.80    | 0.11%             | 2030-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     111000 | PA      | $84086.58     | 0.03%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         85 | NC      | $36492.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     690000 | PA      | $638312.10    | 0.21%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                             | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $665676.00    | 0.22%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                              | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     646000 | PA      | $516800.00    | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PTC Inc                                             | PTC Inc                                                                                                                  | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     305000 | PA      | $290745.15    | 0.10%             | 2025-02-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CNH                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-19618.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                 | Toledo Hospital/The                                                                                                      | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     142000 | PA      | $137300.01    | 0.05%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31402KJ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3268 | PA      | $3306.78      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                            | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                                               | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     596000 | PA      | $501369.39    | 0.17%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                    | Deutsche Bank AG/New York NY                                                                                             | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     290000 | PA      | $213205.27    | 0.07%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | GB        |          1 | NC      | $6970.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                              | United States Treasury Note/Bond                                                                                         | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28291000 | PA      | $17968100.42  | 5.98%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WHEEL PROS INC                                      | Wheel Pros Inc                                                                                                           | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     318000 | PA      | $117029.50    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Michigan Finance Authority                          | MICHIGAN ST FIN AUTH REVENUE                                                                                             | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     215000 | PA      | $170812.68    | 0.06%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                            | Univar Solutions USA Inc/Washington                                                                                      | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |     342000 | PA      | $328904.82    | 0.11%             | 2027-12-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -484 | NC      | $-262209.42   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                                     | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     430000 | PA      | $417656.85    | 0.14%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 Multifamily Housing Mortgage Loan Trust                                                                              | CUSIP: 55282XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     213000 | PA      | $198036.11    | 0.07%             | 2036-07-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                                                               | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $105948.49    | 0.04%             | 2032-09-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                                                                   | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      38000 | PA      | $31458.30     | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                              | Egypt Government International Bond                                                                                      | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     320000 | PA      | $237056.00    | 0.08%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| LoanCore 2021-CRE5 Issuer, Ltd                      | LoanCore 2021-CRE5 Issuer Ltd                                                                                            | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     375000 | PA      | $347703.71    | 0.12%             | 2036-07-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch International                         | CS100052 MFS                                                                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCR              |  | US        |   12030000 | NC      | $36142.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Acres PLC                                           | ACRES Commercial Realty 2021-FL2 Ltd                                                                                     | CUSIP: 00500JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     261500 | PA      | $247455.31    | 0.08%             | 2037-01-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                     | Fair Isaac Corp                                                                                                          | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1318236.15   | 0.44%             | 2026-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                | BANK 2021-BNK34                                                                                                          | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     998253 | PA      | $56759.98     | 0.02%             | 2063-06-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                            | TerraForm Power Operating LLC                                                                                            | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     445000 | PA      | $400500.00    | 0.13%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FTG43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     845640 | PA      | $90537.01     | 0.03%             | 2030-04-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FUZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2034877 | PA      | $219337.36    | 0.07%             | 2030-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     250000 | PA      | $231886.80    | 0.08%             | 2026-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                         | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     955000 | PA      | $859480.90    | 0.29%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                             | Legacy LifePoint Health LLC                                                                                              | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     255000 | PA      | $211384.06    | 0.07%             | 2027-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                   | Hellenic Republic Government Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     245000 | PA      | $157460.37    | 0.05%             | 2052-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                            | Spain Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     569000 | PA      | $571824.33    | 0.19%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD KRW                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1684.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM E                            | Telefonaktiebolaget LM Ericsson                                                                                          | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |     140000 | PA      | $110851.54    | 0.04%             | 2029-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                     | Nigeria Government International Bond                                                                                    | CUSIP: 65412JAK9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     519000 | PA      | $431366.85    | 0.14%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     242000 | PA      | $194283.15    | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |          1 | NC      | $172176.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                              | Southwestern Energy Co                                                                                                   | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |      44200 | PA      | $43758.00     | 0.01%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                         | PURCHASED USD / SOLD TWD                                                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DFE              |  | US        |          1 | NC      | $3061.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                    | TriNet Group Inc                                                                                                         | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1309218.75   | 0.44%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COVESTRO AG                                         | Covestro AG                                                                                                              | CUSIP: 000000000<br>LEI: 3912005AWHKLQ1CPLV11 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $105469.81    | 0.04%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                               | Element Solutions Inc                                                                                                    | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     925000 | PA      | $790560.50    | 0.26%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                                        | AutoZone Inc                                                                                                             | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47074.82     | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31385W2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1153 | PA      | $1187.71      | 0.00%             | 2033-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                  | VICI Properties LP                                                                                                       | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     192000 | PA      | $181507.79    | 0.06%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  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        |    1981939 | PA      | $146133.10    | 0.05%             | 2053-04-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                             | Sensata Technologies BV                                                                                                  | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    1160000 | PA      | $1133493.33   | 0.38%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ARION BANKI HF                                      | Arion Banki HF                                                                                                           | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |     140000 | PA      | $140787.28    | 0.05%             | 2024-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                            | Plains All American Pipeline LP / PAA Finance Corp                                                                       | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     227000 | PA      | $197820.45    | 0.07%             | 2029-12-15      | Fixed         | 3.55%                 | 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      | $-83363.67    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                            | Anheuser-Busch InBev Worldwide Inc                                                                                       | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     189000 | PA      | $173043.25    | 0.06%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $386277.66    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137H4SM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     659754 | PA      | $26405.60     | 0.01%             | 2031-12-25      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUXL 30Y BND DEC22                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         41 | NC      | $119990.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                              | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     660000 | PA      | $613319.50    | 0.20%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | N/A       |          1 | NC      | $12686.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-7513.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                              | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | N/A       |          1 | NC      | $491.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                              | Indian Railway Finance Corp Ltd                                                                                          | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     800000 | PA      | $657700.46    | 0.22%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                  | Howard Hughes Corp/The                                                                                                   | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     939000 | PA      | $774327.99    | 0.26%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49995 | PA      | $47743.64     | 0.02%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                            | New Enterprise Stone & Lime Co Inc                                                                                       | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     260000 | PA      | $235300.00    | 0.08%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                                                                    | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     560000 | PA      | $539032.93    | 0.18%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     455646 | PA      | $33347.14     | 0.01%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                             | Eni SpA                                                                                                                  | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $185608.90    | 0.06%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                             | Penske Automotive Group Inc                                                                                              | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     726000 | PA      | $610907.22    | 0.20%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                                      | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      56000 | PA      | $52548.19     | 0.02%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                             | Unibail-Rodamco-Westfield SE                                                                                             | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $89502.01     | 0.03%             | 2023-07-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                 | Petroleos Mexicanos                                                                                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     980000 | PA      | $622067.15    | 0.21%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | N/A       |          1 | NC      | $5555.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                            | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                              | CUSIP: 50050MAB1<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    1116000 | PA      | $200880.00    | 0.07%             | 2026-11-08      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| SUMMER BC HOLDCO A SARL                             | Summer BC Holdco A Sarl                                                                                                  | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |     423495 | PA      | $341568.95    | 0.11%             | 2027-10-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                            | SeaWorld Parks & Entertainment Inc                                                                                       | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     495000 | PA      | $426566.20    | 0.14%             | 2029-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                            | Bundesrepublik Deutschland Bundesanleihe                                                                                 | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     942449 | PA      | $587554.65    | 0.20%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED AUD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |          1 | NC      | $19533.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                 | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | N/A       |          1 | NC      | $2065.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     300000 | PA      | $238042.88    | 0.08%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-5053.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iceland Bondco PLC                                  | Iceland Bondco PLC                                                                                                       | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |     190000 | PA      | $189495.52    | 0.06%             | 2025-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                               | Australia Government Bond                                                                                                | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   14241000 | PA      | $8946994.28   | 2.98%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                 | Intesa Sanpaolo SpA                                                                                                      | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     150000 | PA      | $118027.17    | 0.04%             | 2036-03-11      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                              | Credit Suisse Group AG                                                                                                   | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     100000 | PA      | $102550.93    | 0.03%             | 2029-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                               | Antero Resources Corp                                                                                                    | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510170.67    | 0.17%             | 2029-02-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                | WMG Acquisition Corp                                                                                                     | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    1129000 | PA      | $978469.99    | 0.33%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCM MERGER INC                                      | CCM Merger Inc                                                                                                           | CUSIP: 14985VAE1<br>LEI: 549300P77RSBKKFME089 | Long             | DBT              | CORP              | US        |     541000 | PA      | $500819.93    | 0.17%             | 2026-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                 | Southern California Edison Co                                                                                            | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     104000 | PA      | $77601.11     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Harbourview CLO VII Ltd                             | Harbourview CLO VII-R                                                                                                    | CUSIP: 41165TAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     440000 | PA      | $412993.68    | 0.14%             | 2031-07-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| AREIT CRE Trust                                     | AREIT 2022-CRE6 Trust                                                                                                    | CUSIP: 04002VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     100000 | PA      | $92776.60     | 0.03%             | 2037-01-16      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                              | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     565000 | PA      | $476454.41    | 0.16%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $965.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY COR                            | Garda World Security Corp                                                                                                | CUSIP: 36257BAA7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     522000 | PA      | $482899.03    | 0.16%             | 2027-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |          1 | NC      | $-3006.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $78435.44     | 0.03%             | 2030-01-19      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                               | Guatemala Government Bond                                                                                                | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     777000 | PA      | $713350.12    | 0.24%             | 2050-06-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED CAD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |          1 | NC      | $31800.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                            | Clarios Global LP / Clarios US Finance Co                                                                                | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1115000 | PA      | $1091146.69   | 0.36%             | 2027-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TPG Real Estate Finance                             | TRTX 2021-FL4 Issuer Ltd                                                                                                 | CUSIP: 87276WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     150000 | PA      | $142517.40    | 0.05%             | 2038-03-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                 | Korea Treasury Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 3343670000 | PA      | $2166975.98   | 0.72%             | 2030-06-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-7398.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                               | HUB International Ltd                                                                                                    | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1152328.50   | 0.38%             | 2029-12-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                 | BellRing Brands Inc                                                                                                      | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |     870000 | PA      | $840498.30    | 0.28%             | 2030-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                              | FMG Resources August 2006 Pty Ltd                                                                                        | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1255000 | PA      | $1057337.50   | 0.35%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-313.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED GBP / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | GB        |          1 | NC      | $1553.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                        | Business Jet Securities 2020-1 LLC                                                                                       | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     229480 | PA      | $207987.31    | 0.07%             | 2035-11-15      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| INFORMA PLC                                         | Informa PLC                                                                                                              | CUSIP: 000000000<br>LEI: 5493006VM2LKUPSEDU20 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $120424.18    | 0.04%             | 2026-07-05      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                 | Macquarie Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     130000 | PA      | $140726.02    | 0.05%             | 2029-05-31      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                             | Hungary Government International Bond                                                                                    | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     850000 | PA      | $812430.00    | 0.27%             | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                          | Fiserv Inc                                                                                                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      95000 | PA      | $78299.79     | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS US TREAS                             | Petra Diamonds US Treasury PLC                                                                                           | CUSIP: 000000000<br>LEI: 635400LZYOO6WHAO2H58 | Long             | DBT              | CORP              | GB        |     347660 | PA      | $347660.44    | 0.12%             | 2026-03-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49068 | PA      | $48864.02     | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stevens Holding Co Inc                              | Stevens Holding Co Inc                                                                                                   | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $524373.20    | 0.17%             | 2026-10-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                | Kaiser Aluminum Corp                                                                                                     | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     928000 | PA      | $816092.48    | 0.27%             | 2028-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                              | Star Energy Geothermal Wayang Windu Ltd                                                                                  | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     732963 | PA      | $686594.96    | 0.23%             | 2033-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                                             | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     380000 | PA      | $311600.00    | 0.10%             | 2031-08-15      | Fixed         | 3.88%                 | 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      | $-84240.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                   | Iron Mountain Inc                                                                                                        | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     520000 | PA      | $488950.80    | 0.16%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                   | NatWest Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120774.54    | 0.04%             | 2033-06-06      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                            | EQM Midstream Partners LP                                                                                                | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     560000 | PA      | $492184.00    | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                             | Romanian Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     247000 | PA      | $186422.56    | 0.06%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121165 | PA      | $103737.83    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-42.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                             | CARS-DB4 LP                                                                                                              | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144388 | PA      | $134986.06    | 0.04%             | 2050-02-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                       | TransDigm Inc                                                                                                            | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1163987.50   | 0.39%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                    | PURCHASED EUR / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | N/A       |          1 | NC      | $25368.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     448000 | PA      | $22453.58     | 0.01%             | 2027-03-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-SCHATZ FUT DEC22                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -278 | NC      | $346164.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     880000 | PA      | $708400.00    | 0.24%             | 2029-03-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                  | Mattamy Group Corp                                                                                                       | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     615000 | PA      | $506443.28    | 0.17%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                            | Moss Creek Resources Holdings Inc                                                                                        | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372160.00    | 0.12%             | 2026-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                                    | Boyd Gaming Corp                                                                                                         | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     270000 | PA      | $235575.00    | 0.08%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                            | Performance Food Group Inc                                                                                               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     850000 | PA      | $820250.00    | 0.27%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Gold Pool                                                                                                    | CUSIP: 31297C5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23870 | PA      | $24708.57     | 0.01%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASH MULTIFAM ACQ INC                               | WASH Multifamily Acquisition Inc                                                                                         | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     458000 | PA      | $429292.56    | 0.14%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                            | Cheniere Energy Partners LP                                                                                              | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     515000 | PA      | $472770.00    | 0.16%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                    | ASR Nederland NV                                                                                                         | CUSIP: 000000000<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108455.08    | 0.04%             | 2043-12-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                            | Encino Acquisition Partners Holdings LLC                                                                                 | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     430000 | PA      | $411479.75    | 0.14%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                              | Comstock Resources Inc                                                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $732487.50    | 0.24%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140MXVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     456589 | PA      | $421161.70    | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | 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      | $304764.42    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24311 | PA      | $21583.85     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI                              | Crown Americas LLC / Crown Americas Capital Corp VI                                                                      | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $474520.90    | 0.16%             | 2026-02-01      | Fixed         | 4.75%                 | 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        |    1080000 | PA      | $980100.00    | 0.33%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                 | Benin Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     214000 | PA      | $161542.63    | 0.05%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                           | Boeing Co/The                                                                                                            | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     151000 | PA      | $142461.57    | 0.05%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                              | Anglo American Capital PLC                                                                                               | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     209000 | PA      | $207874.34    | 0.07%             | 2030-04-01      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7542.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                            | Electricite de France SA                                                                                                 | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $98830.55     | 0.03%             | 2029-01-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                            | OCP SA                                                                                                                   | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $163397.60    | 0.05%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     460000 | PA      | $350796.00    | 0.12%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                             | Standard Industries Inc/NJ                                                                                               | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     225000 | PA      | $196156.44    | 0.07%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                            | Charles River Laboratories International Inc                                                                             | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    1381000 | PA      | $1201637.11   | 0.40%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                              | XHR LP                                                                                                                   | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     655000 | PA      | $559848.15    | 0.19%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD BRL                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-69569.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                       | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $543283.50    | 0.18%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp                               | Encompass Health Corp                                                                                                    | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     445000 | PA      | $440308.73    | 0.15%             | 2025-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                | BWX Technologies Inc                                                                                                     | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     500000 | PA      | $445000.00    | 0.15%             | 2028-06-30      | Fixed         | 4.13%                 | 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      | $7927.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                            | Republic of South Africa Government International Bond                                                                   | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $184725.20    | 0.06%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                 | Bangkok Bank PCL/Hong Kong                                                                                               | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     750000 | PA      | $608845.43    | 0.20%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                            | Constellation Brands Inc                                                                                                 | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      72000 | PA      | $63822.98     | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TI AUTOMOTIVE FINANCE                               | TI Automotive Finance PLC                                                                                                | CUSIP: 000000000<br>LEI: 549300MZ54ZRN8UFQS35 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $305468.15    | 0.10%             | 2029-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      24892 | PA      | $24393.69     | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                       | Videotron Ltd                                                                                                            | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |     283000 | PA      | $239065.72    | 0.08%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUXL 30Y BND MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -13 | NC      | $-23746.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PROSUS NV                                           | Prosus NV                                                                                                                | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $71283.18     | 0.02%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                         | Bouygues SA                                                                                                              | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $110335.86    | 0.04%             | 2032-06-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                             | Hyundai Capital America                                                                                                  | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     177000 | PA      | $180772.73    | 0.06%             | 2030-04-08      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-10990.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                | OneMain Finance Corp                                                                                                     | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     580000 | PA      | $561901.10    | 0.19%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                      | Microsoft Corp                                                                                                           | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     145000 | PA      | $140249.09    | 0.05%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49475 | PA      | $42356.42     | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                               | Province of Ontario Canada                                                                                               | CUSIP: 68333ZAL1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    4346000 | PA      | $2068723.79   | 0.69%             | 2051-12-02      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                          | Mattel Inc                                                                                                               | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     210000 | PA      | $165375.00    | 0.06%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                      | ARD Finance SA                                                                                                           | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $171528.40    | 0.06%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                              | Match Group Holdings II LLC                                                                                              | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      55000 | PA      | $42029.45     | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-815.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22496 | PA      | $20055.61     | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                                                       | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     572000 | PA      | $540671.56    | 0.18%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Jersey Economic Development Authority           | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                                                                | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     499000 | PA      | $539299.94    | 0.18%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                             | MPT Operating Partnership LP / MPT Finance Corp                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $176731.66    | 0.06%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                    | HealthEquity Inc                                                                                                         | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     630000 | PA      | $551943.00    | 0.18%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ELO SACA                                            | ELO SACA                                                                                                                 | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $97847.00     | 0.03%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                               | Japan Government Thirty Year Bond                                                                                        | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  150100000 | PA      | $870240.86    | 0.29%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                       | Interface Inc                                                                                                            | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     995000 | PA      | $803222.65    | 0.27%             | 2028-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                                                             | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $105773.87    | 0.04%             | 2033-02-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                  | STWD 2021-FL2 Ltd                                                                                                        | CUSIP: 78486BAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     190000 | PA      | $181688.58    | 0.06%             | 2038-04-18      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| 1375209 BC LTD                                      | 1375209 BC Ltd                                                                                                           | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     255000 | PA      | $250537.50    | 0.08%             | 2028-01-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                   | HSBC Holdings PLC                                                                                                        | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     269000 | PA      | $258116.95    | 0.09%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                 | Sirius XM Radio Inc                                                                                                      | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    1395000 | PA      | $1298884.50   | 0.43%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                              | VICI Properties LP / VICI Note Co Inc                                                                                    | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     685000 | PA      | $655519.39    | 0.22%             | 2025-06-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                              | Westinghouse Air Brake Technologies Corp                                                                                 | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     207000 | PA      | $198835.46    | 0.07%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                         | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48481 | PA      | $39973.96     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                            | Aretec Escrow Issuer Inc                                                                                                 | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $527058.29    | 0.18%             | 2029-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1512.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                | BANK 2021-BNK32                                                                                                          | CUSIP: 06542BBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1577616 | PA      | $69592.73     | 0.02%             | 2054-04-15      | Variable      | 0.89%                 | 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        |     208000 | PA      | $190710.00    | 0.06%             | 2037-01-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| DUA CAPITAL LTD                                     | Dua Capital Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800ILVLALFTITCB43 | Long             | DBT              | CORP              | MY        |     404000 | PA      | $319976.08    | 0.11%             | 2031-05-11      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED KRW / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $19324.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED CNH / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $4752.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101000 | PA      | $75780.14     | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                 | Griffon Corp                                                                                                             | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     751000 | PA      | $698542.65    | 0.23%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                  | CNX Resources Corp                                                                                                       | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     192000 | PA      | $192103.68    | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                              | Standard Chartered PLC                                                                                                   | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $83428.44     | 0.03%             | 2029-11-17      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      49877 | PA      | $47633.56     | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                   | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1080000 | PA      | $816804.00    | 0.27%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                    | LPL Holdings Inc                                                                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     860000 | PA      | $794476.60    | 0.26%             | 2027-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                             | LCPR Senior Secured Financing DAC                                                                                        | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     210000 | PA      | $173573.13    | 0.06%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ESB FINANCE DAC                                     | ESB Finance DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400VCPRSU89DLMZ57 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $78763.85     | 0.03%             | 2034-07-19      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                        | Cimpress PLC                                                                                                             | CUSIP: 17186HAC6<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     890000 | PA      | $621068.70    | 0.21%             | 2026-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                               | GYP Holdings III Corp                                                                                                    | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $850467.48    | 0.28%             | 2029-05-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                              | Williams Scotsman International Inc                                                                                      | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $921019.60    | 0.31%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                             | Global Aircraft Leasing Co Ltd                                                                                           | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2167693 | PA      | $1809946.98   | 0.60%             | 2024-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                        | Novelis Corp                                                                                                             | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     735000 | PA      | $653487.23    | 0.22%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                              | Export-Import Bank of India                                                                                              | CUSIP: 30216JAF2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     300000 | PA      | $238877.78    | 0.08%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                 | UAE INTERNATIONAL GOVERNMENT BOND                                                                                        | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     579000 | PA      | $572649.53    | 0.19%             | 2052-07-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     181000 | PA      | $166236.77    | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                    | Taseko Mines Ltd                                                                                                         | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     510000 | PA      | $427891.52    | 0.14%             | 2026-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                 | White Cap Buyer LLC                                                                                                      | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     625000 | PA      | $538724.07    | 0.18%             | 2028-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5932.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249390 | PA      | $213505.69    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                       | PURCHASED USD / SOLD NOK                                                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-19396.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                   | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4364.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                            | Compass Minerals International Inc                                                                                       | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     695000 | PA      | $655405.85    | 0.22%             | 2027-12-01      | Fixed         | 6.75%                 | 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      | $-91860.51    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD AUD                                                                                                 | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-46740.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                                                                    | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $291984.38    | 0.10%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust         | MF1 Multifamily Housing Mortgage Loan Trust                                                                              | CUSIP: 55282XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     423500 | PA      | $400257.81    | 0.13%             | 2036-07-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                            | Thermo Fisher Scientific Inc                                                                                             | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     137000 | PA      | $117185.52    | 0.04%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                    | French Republic Government Bond OAT                                                                                      | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     691500 | PA      | $445768.04    | 0.15%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                            | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-25409.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                  | Dominican Republic International Bond                                                                                    | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     181000 | PA      | $137905.71    | 0.05%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                  | Medco Bell Pte Ltd                                                                                                       | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |     492000 | PA      | $437038.05    | 0.15%             | 2027-01-30      | Fixed         | 6.38%                 | 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      | $-10045.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPP DISTRIBUCIA AS                                  | SPP-Distribucia AS                                                                                                       | CUSIP: 000000000<br>LEI: 213800AGL5LRVQNANS48 | Long             | DBT              | CORP              | SK        |     150000 | PA      | $101854.97    | 0.03%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                             | Mong Duong Finance Holdings BV                                                                                           | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     280000 | PA      | $238000.00    | 0.08%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                             | Nationwide Building Society                                                                                              | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $120883.01    | 0.04%             | 2027-12-07      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD CAD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6680.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $27982.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $218.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                       | Ingevity Corp                                                                                                            | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     923000 | PA      | $786857.50    | 0.26%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $96442.81     | 0.03%             | 2028-05-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd     | Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd                                                                   | CUSIP: 03881EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $93535.30     | 0.03%             | 2036-05-15      | Floating      | 5.48%                 | 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      | $-38830.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK                             | China Construction Bank Corp                                                                                             | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |     960000 | PA      | $946312.72    | 0.31%             | 2029-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                            | Benchmark 2021-B27 Mortgage Trust                                                                                        | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6958584 | PA      | $498387.01    | 0.17%             | 2054-07-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 31402NP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12710 | PA      | $12857.85     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CEZ AS                                              | CEZ AS                                                                                                                   | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |     100000 | PA      | $95433.43     | 0.03%             | 2027-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED MXN / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |          1 | NC      | $17116.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                    | Coeur Mining Inc                                                                                                         | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $895539.50    | 0.30%             | 2029-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -140 | NC      | $-79295.02    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140Q8AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42358 | PA      | $39624.81     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140QPNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34299 | PA      | $30352.13     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                                                                | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     929000 | PA      | $813299.39    | 0.27%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED NZD / SOLD USD                                                                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |          1 | NC      | $19700.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS S A                       | INTELSAT JACKSON HOLDINGS S A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |        738 | NS      | $4797.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                       | Life Time Inc                                                                                                            | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     565000 | PA      | $543287.05    | 0.18%             | 2026-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                                                       | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     485000 | PA      | $390444.40    | 0.13%             | 2026-12-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                | Kraft Heinz Foods Co                                                                                                     | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     137000 | PA      | $132117.34    | 0.04%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                            | Terraform Global Operating LP                                                                                            | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |     545000 | PA      | $509972.85    | 0.17%             | 2026-03-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD EUR                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-5051.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.    | Freddie Mac Multifamily Structured Pass Through Certificates                                                             | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1884347 | PA      | $109138.96    | 0.04%             | 2029-07-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                        | Tapestry Inc                                                                                                             | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     157000 | PA      | $121484.85    | 0.04%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                          | Fannie Mae Pool                                                                                                          | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $85731.25     | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE MAR23                                                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $29.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOLDING D'INFRASTRUCTURE                            | Holding d'Infrastructures de Transport SASU                                                                              | CUSIP: 000000000<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $83324.18     | 0.03%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                  | PURCHASED USD / SOLD GBP                                                                                                 | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-57293.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                               | Encompass Health Corp                                                                                                    | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     555000 | PA      | $492562.50    | 0.16%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                     | Bermuda Government International Bond                                                                                    | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     200000 | PA      | $162874.97    | 0.05%             | 2030-08-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                 | Go Daddy Operating Co LLC / GD Finance Co Inc                                                                            | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1067334.28   | 0.36%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                              | Egypt Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1265000 | PA      | $844083.90    | 0.28%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                      | Bombardier Inc                                                                                                           | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     301000 | PA      | $301451.50    | 0.10%             | 2025-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CAIXA GERAL DE DEPOSITOS                            | Caixa Geral de Depositos SA                                                                                              | CUSIP: 000000000<br>LEI: TO822O0VT80V06K0FH57 | Long             | DBT              | CORP              | PT        |     100000 | PA      | $106293.31    | 0.04%             | 2028-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                               | Toronto-Dominion Bank/The                                                                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $599625.00    | 0.20%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                          | Terex Corp                                                                                                               | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     960000 | PA      | $868022.40    | 0.29%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                       | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     198982 | PA      | $194999.31    | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-14

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

**Signature:** Kasey Phillips

**Name of Signer:** Kasey Phillips

**Title:** Assistant Treasurer