# EDGAR Filing Document

**Accession Number:** 0000889512
**File Stem:** 0001752724-25-203552
**Filing Date:** 2025-8
**Character Count:** 177929
**Document Hash:** 0d5135074078b5869623ab813bb0617b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203552.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203552

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LEGG MASON PARTNERS INSTITUTIONAL TRUST
- **CENTRAL INDEX KEY:** 0000889512

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06740
- **FILM NUMBER:** 251253251

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CITIFUNDS INSTITUTIONAL TRUST
- **DATE OF NAME CHANGE:** 19981030

## Series and Classes Contracts Data

### Western Asset SMASh Series Core Plus Completion Fund (Series ID: S000014683)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000040181 | SMASh Series Core Plus Completion Fund | LMECX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason Partners Institutional Trust

- **b. Investment Company Act file number:** 811-06740

- **c. CIK number of Registrant:** 0000889512

- **d. LEI of Registrant:** 54930003LJE4ZPPMRV82

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-877-656-3863

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

- **a. Name of Series:** Western Asset SMASh Series Core Plus Completion Fund

- **b. EDGAR series identifier (if any):** S000014683

- **c. LEI of Series:** 549300S54ZXI065Q3491

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1218446020.47

**Total Liabilities:** $458035358.02

**Net Assets:** $760410662.45

**Stand-by Commitments:** $429689085.20

**Cash Not Reported:** $16828152.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 35.37000000 | **1-Year:** 85327.37000000 | **5-Year:** 574851.22000000 | **10-Year:** 137318.84000000 | **30-Year:** 4597.47000000

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

- **3-Month:** 251.62000000 | **1-Year:** 12892.81000000 | **5-Year:** 35979.99000000 | **10-Year:** 6788.00000000 | **30-Year:** 455.78000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000040181 | 0.40%                | 0.85%                | 1.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9967773.19             | $3727830.13                                |
| Month 2  | $2973164.51              | $-11021382.92                              |
| Month 3  | $-1073835.53             | $18244998.91                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase Bank, National Association                  | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $68961.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                     | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4979.58      | 0.00%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40000000 | PA      | $40532812.40  | 5.33%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-21M                                           | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     806273 | PA      | $806245.50    | 0.11%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18710000 | PA      | $18401577.25  | 2.42%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                   | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                            | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3286624.88   | 0.43%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67900000 | PA      | $56308324.53  | 7.40%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                             | BCAP LLC 2013-RR3 Trust                                                         | CUSIP: 05542JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     532344 | PA      | $543121.26    | 0.07%             | 2036-11-26      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     680000 | PA      | $700113.05    | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     760000 | PA      | $770025.86    | 0.10%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                | CAESARS ENTERTAIN INC                                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     629475 | PA      | $629947.11    | 0.08%             | 2030-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     277144 | PA      | $190790.54    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $69587.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Trust 2021-BXMF                                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4799674 | PA      | $4794987.79   | 0.63%             | 2026-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212802.59    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     910000 | PA      | $978144.70    | 0.13%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                        | MRCD 2019-MARK Mortgage Trust                                                   | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7980000 | PA      | $7108185.00   | 0.93%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                     | Venture Global LNG Inc                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1173674.06   | 0.15%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                      | JANE STREET GROUP LLC                                                           | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     820000 | PA      | $819913.90    | 0.11%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                      | Bausch Health Cos Inc                                                           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    3960000 | PA      | $2786850.00   | 0.37%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                  | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     290000 | PA      | $288105.63    | 0.04%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -3229 | NC      | $-5742853.70  | -0.76%            |  |  |  | No            |                  1 | On Loan: No      |
| KREF 2021-FL2 Ltd                                          | KREF 2021-FL2 Ltd                                                               | CUSIP: 48275RAJ6<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    3130000 | PA      | $3113539.33   | 0.41%             | 2039-02-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -482 | NC      | $-286187.50   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 5 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        417 | NC      | $6515.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                     | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1880000 | PA      | $1724213.44   | 0.23%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     700000 | PA      | $661013.08    | 0.09%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                             | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    3630000 | PA      | $3570880.73   | 0.47%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                           | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     730000 | PA      | $675725.46    | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1100582.60   | 0.14%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-125375.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4360000 | PA      | $4214212.50   | 0.55%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10162790.90  | 1.34%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10823.77     | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-ACNT                                          | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6669782 | PA      | $6669882.21   | 0.88%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     840000 | PA      | $927734.64    | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14500000 | PA      | $13231250.00  | 1.74%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    1210000 | PA      | $939632.00    | 0.12%             | 2049-11-26      | Fixed         | 9.12%                 | 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        |    1410000 | PA      | $1399450.06   | 0.18%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1618739.81   | 0.21%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     232000 | PA      | $228993.90    | 0.03%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -346 | NC      | $-1031544.95  | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                     | MXN/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $177242.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                          | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    1120000 | PA      | $1018774.40   | 0.13%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                          | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      54480 | PA      | $52941.27     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     240000 | PA      | $235185.92    | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       1557 | NC      | $3043300.52   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH HEALTH COS INC                                      | Bausch Health Cos Inc                                                           | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $200401.60    | 0.03%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1070000 | PA      | $974560.74    | 0.13%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                   | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1470000 | PA      | $1446785.08   | 0.19%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                   | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1376362.80   | 0.18%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                | BNP Paribas SA                                                                  | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1740000 | PA      | $1844811.60   | 0.24%             | 2034-12-05      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1022848.07   | 0.13%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -4857 | NC      | $-3864362.94  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4300000 | PA      | $4306986.60   | 0.57%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32900000 | PA      | $26802605.17  | 3.52%             | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                 | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     650000 | PA      | $605362.93    | 0.08%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                         | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402016.10    | 0.05%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                  | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     830000 | PA      | $861084.33    | 0.11%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                          | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     129340 | PA      | $121570.09    | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10282.35     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                      | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     770000 | PA      | $791347.36    | 0.10%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                        | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4046000 | PA      | $3930103.14   | 0.52%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                      | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     450000 | PA      | $463025.21    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                    | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $103462.01    | 0.01%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      24000 | PA      | $23998.63     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1920000 | PA      | $1817990.92   | 0.24%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2021-XL2                                           | CUSIP: 05609KAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6963758.20   | 0.92%             | 2038-10-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     390000 | PA      | $383655.57    | 0.05%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     532422 | PA      | $273922.83    | 0.04%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     192344 | PA      | $156995.35    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                    | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     940000 | PA      | $899378.45    | 0.12%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1619000 | PA      | $1804526.50   | 0.24%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     830000 | PA      | $824551.31    | 0.11%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1446 | NC      | $-225937.50   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                       | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     430000 | PA      | $465671.51    | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      70000 | PA      | $64901.54     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                | DAVITA INC                                                                      | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |     289271 | PA      | $291153.07    | 0.04%             | 2031-05-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                             | IRS BRL                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11662677.57 | -1.53%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                   | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2910000 | PA      | $2918116.69   | 0.38%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                           | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     370000 | PA      | $375356.01    | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10224.16     | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                   | Service Properties Trust                                                        | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2008834.71   | 0.26%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Mortgage LLC                             | STARWOOD PROPERTY MORTGAGE LLC                                                  | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              | CORP              | US        |     410000 | PA      | $410897.90    | 0.05%             | 2027-11-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       2606 | NC      | $196378.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     390000 | PA      | $482340.99    | 0.06%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                      | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    1070000 | PA      | $1082324.26   | 0.14%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                  | Prosus NV                                                                       | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    2400000 | PA      | $2126765.16   | 0.28%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                   | Petrobras Global Finance BV                                                     | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1440000 | PA      | $1115598.96   | 0.15%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   31461000 | PA      | $5391663.31   | 0.71%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3192088.34   | 0.42%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $242533.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $165506.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                           | UFC HOLDINGS LLC                                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     608471 | PA      | $611434.43    | 0.08%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2022-R01                                    | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2773678.68   | 0.36%             | 2041-12-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494311.31    | 0.07%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2636981.49   | 0.35%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $6917006.39   | 0.91%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     310000 | PA      | $309929.24    | 0.04%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                    | Inter-American Development Bank                                                 | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       | 1944000000 | PA      | $23402686.23  | 3.08%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2021-R01                                    | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8870000 | PA      | $9090334.35   | 1.20%             | 2041-10-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $4660143.70   | 0.61%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                                 | SOTERA HEALTH HOLDINGS LLC                                                      | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     612148 | PA      | $615594.80    | 0.08%             | 2031-05-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                               | Spirit Aviation Holdings Inc                                                    | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     121435 | NS      | $605960.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2390000 | PA      | $2240399.62   | 0.29%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     600000 | PA      | $629070.76    | 0.08%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-371831.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1622078.69   | 0.21%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      90000 | PA      | $92565.45     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     510000 | PA      | $504318.66    | 0.07%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     372000 | PA      | $373624.89    | 0.05%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $3716367.56   | 0.49%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-172481.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $148082.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47300000 | PA      | $40935928.79  | 5.38%             | 2055-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1206372.17  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                      | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1229460 | PA      | $983568.26    | 0.13%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  116857000 | PA      | $18292849.11  | 2.41%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   11770000 | PA      | $8292434.74   | 1.09%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     680000 | PA      | $674075.36    | 0.09%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                   | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    3630000 | PA      | $2760678.53   | 0.36%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1060928.30   | 0.14%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                               | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     204049 | PA      | $200074.60    | 0.03%             | 2031-06-11      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                             | RALI Series 2007-QS7 Trust                                                      | CUSIP: 74923WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3736562 | PA      | $2871977.95   | 0.38%             | 2037-05-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F062671<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7800000 | PA      | $8054536.31   | 1.06%             | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1020275.68   | 0.13%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | CHF/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $85123.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                    | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     960000 | PA      | $997626.24    | 0.13%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                     | RR Donnelley & Sons Co                                                          | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1090822.95   | 0.14%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        469 | NC      | $87937.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                               | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $77626.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     160000 | PA      | $157961.32    | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1388648.82   | 0.18%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3841878.65   | 0.51%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    6570000 | PA      | $6697293.75   | 0.88%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                   | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181595.51    | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                       | KIND Trust 2021-KIND                                                            | CUSIP: 482606AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9918548 | PA      | $9864725.66   | 1.30%             | 2038-08-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2540000 | PA      | $2590551.08   | 0.34%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $517291.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18300000 | PA      | $17979012.88  | 2.36%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                      | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     750000 | PA      | $785219.87    | 0.10%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1594588.28   | 0.21%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                   | PM General Purchaser LLC                                                        | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     690000 | PA      | $479163.60    | 0.06%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                             | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     930000 | PA      | $938825.67    | 0.12%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SPIRIT AVIA HOL RESTRICT                                   | SPIRIT AVIA HOL RESTRICT                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        705 | NS      | $3517.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94569.95     | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     195753 | PA      | $184252.65    | 0.02%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10360.06     | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                         | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1949708.40   | 0.26%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                      | Amrize Finance US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101389.72    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                 | CUSIP: 491798AL8<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    2470000 | PA      | $2004292.62   | 0.26%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1114769.08   | 0.15%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                      | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1683304.26   | 0.22%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                | GSAMP Trust 2005-SEA1                                                           | CUSIP: 36242DL68<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     688925 | PA      | $820604.88    | 0.11%             | 2035-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                           | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2164488.95   | 0.28%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                         | 2023-MIC Trust/THE                                                              | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2740000 | PA      | $2991955.60   | 0.39%             | 2038-12-05      | Variable      | 8.73%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     870000 | PA      | $875858.66    | 0.12%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1331919.25   | 0.18%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                   | FOCUS FINANCIAL PARTNERS LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     817945 | PA      | $817131.00    | 0.11%             | 2031-09-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -1327 | NC      | $-348337.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                          | GIP PILOT ACQUISITION PA                                                        | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |     403074 | PA      | $404920.33    | 0.05%             | 2030-10-04      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2692753.27   | 0.35%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                              | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2055187.50   | 0.27%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5000000 | PA      | $5134210.50   | 0.68%             | 2055-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -1327 | NC      | $-8293.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  194500000 | PA      | $154016060.08 | 20.25%            | 2055-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                      | USD CALL VERSUS CHF PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -20185000 | NC      | $-7.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10473.54     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                       | Colombia Government International Bond                                          | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1930000 | PA      | $1225592.85   | 0.16%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4900000 | PA      | $4691115.35   | 0.62%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1263031.25   | 0.17%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                           | AMWINS GROUP INC                                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     408972 | PA      | $409573.62    | 0.05%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                         | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        316 | NC      | $589393.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                   | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $242512.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -80 | NC      | $-105016.80   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1080673.29   | 0.14%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     270000 | PA      | $273833.37    | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | STACR Trust 2018-HRP1                                                           | CUSIP: 3137G0VB2<br>LEI: 549300D2VO9JVX6KU482 | Long             | ABS-MBS          | CORP              | US        |    8443390 | PA      | $10224515.22  | 1.34%             | 2043-05-25      | Floating      | 16.17%                | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 5 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1436 | NC      | $-157062.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| KNDR Trust 2021-KIND                                       | KIND Trust 2021-KIND                                                            | CUSIP: 482606AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   78050000 | PA      | $81.95        | 0.00%             | 2038-08-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     720000 | PA      | $676036.50    | 0.09%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59300000 | PA      | $59295698.97  | 7.80%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       1036 | NC      | $194250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                   | Builders FirstSource Inc                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1474137.09   | 0.19%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37600000 | PA      | $31950670.69  | 4.20%             | 2055-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     360000 | PA      | $358187.46    | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3577561.45   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNY MELLON CASH RESERVE EOD FUND                           | BNY MELLON CASH RESERVE EOD FUND                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    5897693 | NS      | $5897693.32   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES LLC                                        | SPIRIT AIRLINES LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      86279 | NS      | $430532.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightning Power, LLC                                       | LIGHTNING POWER LLC                                                             | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |     410000 | PA      | $411223.85    | 0.05%             | 2031-08-18      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                        | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3349827.52   | 0.44%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                              | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     420000 | PA      | $364350.00    | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8950000 | PA      | $8905250.00   | 1.17%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                        | Nigeria Government International Bond                                           | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    1250000 | PA      | $1191750.11   | 0.16%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | CNH/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $452544.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                           | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4476920.31   | 0.59%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                   | Blue Racer Midstream LLC / Blue Racer Finance Corp                              | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1410188.36   | 0.19%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                    | Bahamas Government International Bond                                           | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     690000 | PA      | $701730.00    | 0.09%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $490989.50    | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                            | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     340000 | PA      | $344029.24    | 0.05%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                          | IRON MOUNTAIN INC                                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |     608456 | PA      | $608708.21    | 0.08%             | 2031-01-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112041.77    | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10892.29     | 0.00%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                   | Uruguay Government International Bond                                           | CUSIP: 917288BP6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1101263 | PA      | $27526.72     | 0.00%             | 2045-05-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     180000 | PA      | $185763.93    | 0.02%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                              | CommScope LLC                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1474120.08   | 0.19%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                   | Medline Borrower LP/Medline Co-Issuer Inc                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2170206.74   | 0.29%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4209000 | PA      | $4122673.83   | 0.54%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     960000 | PA      | $823492.91    | 0.11%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 5 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1046 | NC      | $-269671.88   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                         | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     220000 | PA      | $220773.08    | 0.03%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $4076386.93   | 0.54%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | USD/INR FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-232511.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10136.33     | 0.00%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                      | Jamaica Government International Bond                                           | CUSIP: 470160CF7<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |  843000000 | PA      | $5468945.43   | 0.72%             | 2030-11-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-928376.87   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                   | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     640000 | PA      | $534686.71    | 0.07%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                             | BCAP LLC 2014-RR5 Trust                                                         | CUSIP: 05544GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7925059 | PA      | $7297479.42   | 0.96%             | 2036-01-26      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | USD/CNH FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1015097.87  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                               | ELP Commercial Mortgage Trust 2021-ELP                                          | CUSIP: 26863LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7491280 | PA      | $7486158.54   | 0.98%             | 2038-11-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                          | CI Financial Corp                                                               | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $950042.66    | 0.12%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1341413.13   | 0.18%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     230000 | PA      | $249157.16    | 0.03%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33126.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 5 YEAR U.S. TREASURY NOTE WEEK 4                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1044 | NC      | $8156.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton Water Holdings Inc                                  | PRIMO BRANDS CORP                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     409127 | PA      | $411057.97    | 0.05%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                   | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     640000 | PA      | $640923.60    | 0.08%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                             | Alternative Loan Trust 2007-OA8                                                 | CUSIP: 02148GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2457796 | PA      | $2130909.43   | 0.28%             | 2047-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2221581.02   | 0.29%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Government National Mortgage Association                                        | CUSIP: 38378XUN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2091534 | PA      | $12660.47     | 0.00%             | 2055-05-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-107791.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation                        | Ali Group North America Corp                                                    | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     191492 | PA      | $192839.30    | 0.03%             | 2029-07-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                            | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-5057352.22  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                         | UBS AG/Stamford CT                                                              | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     280000 | PA      | $302124.62    | 0.04%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                             | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $367832.50    | 0.05%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       1327 | NC      | $829375.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America, National Association                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1909517.86  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      10000 | PA      | $11108.81     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                       | Range Resources Corp                                                            | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1859382.71   | 0.24%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10366.44     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                    | Fremont Home Loan Trust 2006-B                                                  | CUSIP: 35729QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13978499 | PA      | $5719783.89   | 0.75%             | 2036-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -954 | NC      | $-342843.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     730000 | PA      | $710837.50    | 0.09%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                         | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -48 | NC      | $100146.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                   | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     233500 | PA      | $232966.59    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $410314.28    | 0.05%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                            | CDS CDX.NA.IG.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $19194817.79  | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                             | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $224457.62    | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1808744.67   | 0.24%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     520000 | PA      | $534013.57    | 0.07%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                   | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $648530.24    | 0.09%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                             | Ginnie Mae                                                                      | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11700000 | PA      | $10638434.20  | 1.40%             | 2055-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                      | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     380000 | PA      | $384210.80    | 0.05%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                          | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     600000 | PA      | $626989.40    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2887554.65   | 0.38%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VALE CANADA LTD                                            | Vale Canada Ltd                                                                 | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |     614000 | PA      | $669213.95    | 0.09%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $894698.85    | 0.12%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                 | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355346.37    | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     724538 | PA      | $277133.70    | 0.04%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     209252 | PA      | $187018.80    | 0.02%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                     | Teck Resources Ltd                                                              | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $239243.87    | 0.03%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     410444 | PA      | $332309.12    | 0.04%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 6-7 U.S. TREASURY NOTE WEEK 2                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        723 | NC      | $485765.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    2230000 | PA      | $2290076.20   | 0.30%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                             | VOC Escrow Ltd                                                                  | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2640000 | PA      | $2628314.30   | 0.35%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                  | TRS JPEIFNTR INDEX                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $403975.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                         | Viking Cruises Ltd                                                              | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    1600000 | PA      | $1615032.00   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                    | Home Equity Asset Trust 2005-6                                                  | CUSIP: 437084NG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2980000 | PA      | $2878895.75   | 0.38%             | 2035-12-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                              | Carnival Corp                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1550000 | PA      | $1586854.35   | 0.21%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -1926 | NC      | $-9039641.05  | -1.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP                                        | MEDLINE BORROWER LP                                                             | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     608467 | PA      | $609851.60    | 0.08%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -414 | NC      | $-16394.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6530000 | PA      | $6085096.73   | 0.80%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        482 | NC      | $670281.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                           | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2068233.87   | 0.27%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                       | ALPHA GENERATION LLC                                                            | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     608467 | PA      | $608363.90    | 0.08%             | 2031-09-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     210000 | PA      | $194137.43    | 0.03%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                   | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    3062428 | PA      | $2208776.30   | 0.29%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6140000 | PA      | $6269946.96   | 0.82%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                               | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216832.46    | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                     | Chart Indus 03/18/30                                                            | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |     610000 | PA      | $612668.75    | 0.08%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company L P                   | CALPINE CONSTRUCTION FIN                                                        | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |     820000 | PA      | $821025.00    | 0.11%             | 2030-07-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                             | JPMBB Commercial Mortgage Securities Trust 2014-C25                             | CUSIP: 46643PBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3940000 | PA      | $3030900.16   | 0.40%             | 2047-11-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     410000 | PA      | $411697.65    | 0.05%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7930000 | PA      | $8238110.95   | 1.08%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     140000 | PA      | $146458.48    | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22980000 | PA      | $20992588.95  | 2.76%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                      | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102674.08    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp | TRANS UNION LLC6/06/2031                                                        | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     612145 | PA      | $613607.55    | 0.08%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                     | Bausch Health Americas Inc                                                      | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     540000 | PA      | $539103.60    | 0.07%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        967 | NC      | $271968.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                               | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181502.75    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1608103.07   | 0.21%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |      -1162 | NC      | $-413962.50   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                              | DISH DBS Corp                                                                   | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2620000 | PA      | $1748850.00   | 0.23%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                   | BX Commercial Mortgage Trust 2020-VIVA                                          | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6847863 | PA      | $6136675.45   | 0.81%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                    | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     960000 | PA      | $889165.88    | 0.12%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 5 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1254 | NC      | $568218.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIT Mortgage Loan Trust                                    | CIT Mortgage Loan Trust 2007-1                                                  | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5972720 | PA      | $6035453.42   | 0.79%             | 2037-10-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31820000 | PA      | $31796383.51  | 4.18%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103582.17    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                    | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      20000 | PA      | $18599.72     | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103127.30    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                        | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     210000 | PA      | $221151.16    | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                        | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2342350.23   | 0.31%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                      | American Airlines Inc                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     810000 | PA      | $849818.79    | 0.11%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                   | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     960000 | PA      | $940096.14    | 0.12%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                    | United Rentals North America Inc                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3879370.04   | 0.51%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                        | SkyMiles IP Ltd                                                                 | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     585654 | PA      | $590158.03    | 0.08%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $386399.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                        | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    1720000 | PA      | $1257656.26   | 0.17%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30922.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                             | Banc of America Funding 2014-R2 Trust                                           | CUSIP: 05968KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7030999 | PA      | $6219481.47   | 0.82%             | 2037-05-26      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2715.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6003000 | PA      | $5364008.80   | 0.71%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                               | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2420000 | PA      | $2045741.43   | 0.27%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                                       | PCI GAMING AUTHORITY                                                            | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    1091908 | PA      | $1093048.80   | 0.14%             | 2031-07-21      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                             | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-665237.52   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-6721308.87  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160861.93    | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                      | GFL Environmental Inc                                                           | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1257207.60   | 0.17%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1774740 | PA      | $865958.89    | 0.11%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                     | EquipmentShare.com Inc                                                          | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     220000 | PA      | $230665.60    | 0.03%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                               | UBS Group AG                                                                    | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     730000 | PA      | $770341.99    | 0.10%             | N/A             | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                      | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     210000 | PA      | $213172.59    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10303.33     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                      | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2160000 | PA      | $1369645.20   | 0.18%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                 | Impac Secured Assets Trust 2006-3                                               | CUSIP: 45255RAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5574244 | PA      | $4846064.95   | 0.64%             | 2036-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     260000 | PA      | $252660.75    | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                   | First Quantum Minerals Ltd                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    1310000 | PA      | $1392002.14   | 0.18%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                        | Freddie Mac STACR REMIC Trust 2021-DNA3                                         | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |    3980000 | PA      | $4491817.25   | 0.59%             | 2033-10-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                              | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     490000 | PA      | $536888.06    | 0.07%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | CAD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $76551.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12357.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     390000 | PA      | $380748.16    | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                        | NCL Corp Ltd                                                                    | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    3290000 | PA      | $3470311.74   | 0.46%             | 2029-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                   | Permian Resources Operating LLC                                                 | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60595.50     | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     612285 | PA      | $285530.27    | 0.04%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                           | Hilton USA Trust 2016-HHV                                                       | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2744466.20   | 0.36%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10385.61     | 0.00%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   35000000 | PA      | $6112647.48   | 0.80%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONEOK INC                                                  | ONEOK Inc                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10140.30     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                  | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6200000 | PA      | $5931266.27   | 0.78%             | 2055-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                     | USD/CAD FORWARD                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-174055.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                      | USD CALL VERSUS CHF PUT                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   20185000 | NC      | $143.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1242318 | PA      | $628704.38    | 0.08%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                    | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1301820.27   | 0.17%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1050471.27   | 0.14%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                      | CITADEL SECURITIES LP                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     816203 | PA      | $820439.12    | 0.11%             | 2031-10-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23000000 | PA      | $23449218.75  | 3.08%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                              | ZF North America Capital Inc                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4292143.56   | 0.56%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20370.84     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                       | Range Resources Corp                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1833828.98   | 0.24%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203832.15    | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       9974 | NC      | $7077696.56   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GHANA                                          | Ghana Government International Bond                                             | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     789960 | PA      | $616561.09    | 0.08%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                             | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20110000 | PA      | $18915039.67  | 2.49%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                        | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     410000 | PA      | $412716.25    | 0.05%             | 2031-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                             | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1319280.41   | 0.17%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                   | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3536248.16   | 0.47%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11200000 | PA      | $10491790.40  | 1.38%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Belron Finance US LLC                                      | BELRON FINANCE 2019 LLC                                                         | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     608467 | PA      | $611981.24    | 0.08%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                       | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1460000 | PA      | $1471862.50   | 0.19%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | U.S. TREASURY BOND                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        241 | NC      | $222171.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9880000 | PA      | $9420541.37   | 1.24%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                           | Connecticut Avenue Securities Trust 2023-R05                                    | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4140000 | PA      | $4324786.42   | 0.57%             | 2043-06-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | IRS USD                                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1083177.20   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                      | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     230000 | PA      | $246449.14    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                              | TransDigm Inc                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3545511.84   | 0.47%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                   | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   15311000 | PA      | $15303341.44  | 2.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1246786.22   | 0.16%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1985036.35   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     540000 | PA      | $449752.95    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -598 | NC      | $-9343.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     270000 | PA      | $202162.50    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                    | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     980000 | PA      | $986743.05    | 0.13%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                            | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1165479 | PA      | $1167049.11   | 0.15%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                      | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     470000 | PA      | $456210.38    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                      | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1108664.69   | 0.15%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     612951 | PA      | $607311.74    | 0.08%             | 2028-08-21      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                             | Banc of America Funding Corp                                                    | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |   11997546 | PA      | $10213755.43  | 1.34%             | 2036-03-27      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                      | USD/CHF FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-351568.43   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                    | Jane Street Group / JSG Finance Inc                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     910000 | PA      | $936236.21    | 0.12%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                            | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2039843.75   | 0.27%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                   | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     360000 | PA      | $364619.74    | 0.05%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1833038.89   | 0.24%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $762990.41    | 0.10%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                     | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214300.98    | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                     | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1689490.38   | 0.22%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                   | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3095135 | PA      | $2220759.01   | 0.29%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                     | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     830000 | PA      | $791118.65    | 0.10%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities,                              | Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1            | CUSIP: 25157GBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1753142 | PA      | $307780.70    | 0.04%             | 2036-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        471 | NC      | $26493.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                      | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     384850 | PA      | $313389.28    | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                       | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     790000 | PA      | $806296.82    | 0.11%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Terex Corporation                                          | TEREX CORP                                                                      | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |     408975 | PA      | $411829.65    | 0.05%             | 2031-10-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                           | THREE-MONTH SOFR                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       -483 | NC      | $-277725.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     780000 | PA      | $710766.93    | 0.09%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                          | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     204051 | PA      | $203732.44    | 0.03%             | 2030-05-06      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.                       | LIGHT & WONDER INTERNATIONAL INC                                                | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     408099 | PA      | $408966.15    | 0.05%             | 2029-04-14      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                   | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     280000 | PA      | $283494.51    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2264.23      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                          | NEXSTAR MEDIA INC                                                               | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    5460000 | PA      | $5456587.50   | 0.72%             | 2032-06-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                            | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2264444.71   | 0.30%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                   | VERTIV GROUP CORP                                                               | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |     408970 | PA      | $409875.72    | 0.05%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $732236.52    | 0.10%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Legg Mason Partners Institutional Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer