# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0001145549-23-008723
**Filing Date:** 2023-2
**Character Count:** 725353
**Document Hash:** 679b68aa04eab4e1caf75d8fb1879385
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008723.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001145549-23-008723

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 23658996

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### Global Bond Fund (Series ID: S000014481)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000039452 | Investor      | GGBFX           |
| C000158246 | Institutional | GGBEX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Guidestone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** Global Bond Fund

- **b. EDGAR series identifier (if any):** S000014481

- **c. LEI of Series:** 5493004FPJC35IONTV17

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $601225922.40

**Total Liabilities:** $69386936.81

**Net Assets:** $531838985.59

**Delayed Delivery Securities:** $11732984.96

**Cash Not Reported:** $7398380.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 94.239445215698 | **1-Year:** 7493.404356271936 | **5-Year:** 27666.688377724039 | **10-Year:** 39767.539078626347 | **30-Year:** 35163.730333013924

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

- **3-Month:** 35.730901666690 | **1-Year:** 4179.488275563239 | **5-Year:** 17096.302671974489 | **10-Year:** 11650.980902999471 | **30-Year:** 7390.287673008044

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039452 | 0.13%                | 4.39%                | -0.24%               |
| Class ID C000158246 | 0.25%                | 4.37%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1412111.57             | $3139643.13                                |
| Month 2  | $-2639635.63             | $23731787.30                               |
| Month 3  | $-219777.69              | $-2248553.20                               |

**Designated Index Information**

- **Index Name:** 70% LGAINXUSDH/ 15% EMBI_PLUS/ 15% LEH_HY2C

- **Index Identifier:** LGAEMBUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ovintiv Inc                                                                            | OVV 7.2 11/01/31                                                           | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $5280.24      | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 3.85 11/01/48                                                           | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        35000 | PA      | $24352.33     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 8 11/01/26 144A                                                       | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        15000 | PA      | $15082.08     | 0.00%             | 2026-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 6.375 05/15/29                                                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       135000 | PA      | $139180.60    | 0.03%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                              | TPMT 2019-4 A1                                                             | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        61688 | PA      | $57618.78     | 0.01%             | 2059-10-25      | Floating      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 5.25 03/01/26                                                           | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       315000 | PA      | $310826.49    | 0.06%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL 4.625 10/01/28                                                          | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |        50000 | PA      | $46964.52     | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 3.75 02/01/50                                                           | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        65000 | PA      | $45246.44     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westvaco Corporation                                                                   | WRK 8.2 01/15/30                                                           | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |        75000 | PA      | $84976.90     | 0.02%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 8.125 09/15/30                                                         | CUSIP: 012873AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        15000 | PA      | $16546.91     | 0.00%             | 2030-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Westvaco Corporation                                                                   | WRK 7.95 02/15/31                                                          | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |        25000 | PA      | $28239.82     | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                    | GP 8.875 05/15/31                                                          | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |       305000 | PA      | $373935.96    | 0.07%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                      | MAS 6.5 08/15/32                                                           | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27846.17     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                   | WY 6.875 12/15/33                                                          | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       250000 | PA      | $270196.48    | 0.05%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY 8 11/01/31 *                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       175000 | PA      | $181844.85    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Commercial Mortgage 2012-Lc4                                                           | COMM 2012-LC4 B                                                            | CUSIP: 126192AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        16510 | PA      | $16479.41     | 0.00%             | 2044-12-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS 3.95 04/23/27                                                           | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |        35000 | PA      | $33163.27     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.75 07/01/26                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        95000 | PA      | $76974.70     | 0.01%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM V5.75 PERP A                                                            | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4221.98      | 0.00%             | 2049-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                         | CRM 3.7 04/11/28                                                           | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |        60000 | PA      | $57774.51     | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 7 01/15/28 144A                                                      | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |         5000 | PA      | $2424.64      | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                                      | DPABS 2019-1A A2                                                           | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |       131288 | PA      | $113757.17    | 0.02%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Dillards, Inc.                                                                         | DDS 7.75 07/15/26                                                          | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       450000 | PA      | $468622.30    | 0.09%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 7.375 11/01/31                                                         | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        10000 | PA      | $10710.19     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                    | NAVI 5.625 08/01/33 MTN                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7141.75      | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 6.5 08/15/34                                                           | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       120000 | PA      | $121647.42    | 0.02%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Telecom Italia Capital S.A.                                                            | TITIM 6.375 11/15/33                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       125000 | PA      | $102453.75    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                     | F 6.625 10/01/28                                                           | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |        75000 | PA      | $74278.50     | 0.01%             | 2028-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Pulte Group Inc                                                                        | PHM 6 02/15/35                                                             | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        95000 | PA      | $91477.62     | 0.02%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hercules Incorporated                                                                  | ASH 6.5 06/30/29                                                           | CUSIP: 427056AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       130000 | PA      | $123460.35    | 0.02%             | 2029-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Group LLC                                                                    | JEF 6.25 01/15/36                                                          | CUSIP: 472319AC6<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |       350000 | PA      | $355841.94    | 0.07%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                                | TEVA 6.15 02/01/36                                                         | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |        75000 | PA      | $66134.75     | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Avon Products, Inc.                                                                    | AVP 6.95 03/15/43                                                          | CUSIP: 054303AZ5<br>LEI: 5493007RY69UEB1F1B45 | Long             | DBT              | CORP              | US        |        50000 | PA      | $47960.00     | 0.01%             | 2043-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS 4.35 09/08/26 GMTN                                                      | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       120000 | PA      | $116776.54    | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                 | UAL 3.65 10/07/25 16-2                                                     | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        57176 | PA      | $50512.50     | 0.01%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JELD-WEN, Inc.                                                                         | JELD 4.875 12/15/27 144A                                                   | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |       150000 | PA      | $113137.50    | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                         | WES 5.3 03/01/48                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        50000 | PA      | $41126.56     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                               | DISH 2.375 03/15/24                                                        | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       830000 | PA      | $750942.50    | 0.14%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 6.875 03/15/25                                                         | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       125000 | PA      | $120363.13    | 0.02%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V3.419 12/20/28                                                        | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       435000 | PA      | $394672.97    | 0.07%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.5 08/15/48                                                           | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4164.94      | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 4.125 06/15/29                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        70000 | PA      | $64210.82     | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                               | SRFC 2019-2A C                                                             | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        19378 | PA      | $18075.88     | 0.00%             | 2036-05-20      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 4.875 06/15/30 144A                                                   | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       145000 | PA      | $135470.46    | 0.03%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                           | MUTOMA 6.8 06/15/36 144A                                                   | CUSIP: 628312AA8<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |       605000 | PA      | $634813.36    | 0.12%             | 2036-06-15      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                  | WFCM 2013-LC12 B                                                           | CUSIP: 94988QAQ4<br>LEI: 549300V2DF3KW9L1CV04 | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $23733.07     | 0.00%             | 2046-07-17      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                               | DISH 3.375 08/15/26                                                        | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       565000 | PA      | $355385.00    | 0.07%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                                     | BA 3.625 03/01/48                                                          | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3317.74      | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 3.625 05/15/27                                                        | CUSIP: U74079AK7<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103244.69    | 0.02%             | 2027-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 5.375 11/15/29 144A                                                   | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9717.75      | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 5.875 11/15/28                                                        | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |        90000 | PA      | $91442.70     | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                       | OXY 7.875 09/15/31                                                         | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        10000 | PA      | $11027.75     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                       | KMI 6.5 02/01/37                                                           | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |        40000 | PA      | $40652.53     | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                          | OC 7 12/01/36                                                              | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       523000 | PA      | $557905.57    | 0.10%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                       | KMI 6.95 01/15/38 MTN                                                      | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |        50000 | PA      | $53547.23     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 6.625 08/15/37                                                         | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $30418.84     | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                      | MAS 7.75 08/01/29                                                          | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |        62000 | PA      | $68096.43     | 0.01%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RBS COMMERCIAL FUNDING INC TRUST                                                       | RBSCF 2013-GSP A                                                           | CUSIP: 74932QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $96316.23     | 0.02%             | 2032-01-15      | Floating      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                                 | GM 5.2 04/01/45                                                            | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       255000 | PA      | $209803.39    | 0.04%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                  | FCX 5.4 11/14/34                                                           | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       230000 | PA      | $217593.94    | 0.04%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Biomarin Pharmaceutical Inc.                                                           | BMRN 0.599 08/01/24                                                        | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |        80000 | PA      | $85104.00     | 0.02%             | 2024-08-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.7 10/15/25 B                                                         | CUSIP: 02377DAA0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-O            | CORP              | US        |        65403 | PA      | $58890.71     | 0.01%             | 2027-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.25 03/15/26 144A                                                     | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        50000 | PA      | $49419.50     | 0.01%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS 6.75 10/01/37                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       180000 | PA      | $192253.07    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance Co.                                                                   | ENTERP 7 10/15/37 144A                                                     | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |       535000 | PA      | $586023.52    | 0.11%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                            | OVV 6.5 02/01/38                                                           | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         5000 | PA      | $4998.38      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MBIA Insurance Corporation                                                             | MBI 0 01/15/33 144A                                                        | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |       215000 | PA      | $17324.70     | 0.00%             | 2033-01-15      | Floating      | 15.34%                | Yes           |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                  | AAL 5.9 10/01/24                                                           | CUSIP: 90345WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65327 | PA      | $63261.89     | 0.01%             | 2026-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                     | F 4.75 01/15/43                                                            | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |        90000 | PA      | $64844.15     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                   | MUFG 3.85 03/01/26                                                         | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       280000 | PA      | $268492.70    | 0.05%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 4.1 10/01/46                                                          | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $122720.05    | 0.02%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.5 04/01/27                                                           | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9508.10      | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 7.5 04/01/25 144A                                                     | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $195080.04    | 0.04%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 3.9 10/01/27                                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       105000 | PA      | $97191.94     | 0.02%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 4.875 04/15/28                                                        | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19356.73     | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 3.825 03/01/59                                                          | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $64701.47     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 3.1 05/01/26                                                            | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28298.06     | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                               | IHRT 8.375 05/01/27                                                        | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |        50000 | PA      | $42609.38     | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| DCP Midstream Operating, LP                                                            | DCP 5.125 05/15/29                                                         | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19300.92     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 7.5 09/15/27 144A                                                     | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       305000 | PA      | $305524.60    | 0.06%             | 2027-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.625 03/01/30 144A                                                    | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        75000 | PA      | $62330.28     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Penn Mutual Life Insurance Co.                                                         | PMUL 7.625 06/15/40 144A                                                   | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |       345000 | PA      | $375480.97    | 0.07%             | 2040-06-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Management Holding Company LLC                                                | TWC 4.5 09/15/42                                                           | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |        55000 | PA      | $40662.62     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Group LLC                                                                    | JEF 6.5 01/20/43                                                           | CUSIP: 472319AM4<br>LEI: NY9Q8VBNB6D1L6YV0J84 | Long             | DBT              | CORP              | US        |       260000 | PA      | $255865.05    | 0.05%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.45 04/01/44                                                          | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8311.36      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                 | UAL 4 04/11/26 A                                                           | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        73580 | PA      | $68528.67     | 0.01%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                 | GM 6.25 10/02/43                                                           | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |        45000 | PA      | $41965.22     | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 3.15 10/01/26                                                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |        45000 | PA      | $39443.85     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 3.75 10/15/25                                                          | CUSIP: 023771S41<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       167425 | PA      | $149657.68    | 0.03%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 4.75 02/15/26                                                          | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        95000 | PA      | $89670.50     | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Navient Corporation                                                                    | NAVI 6.75 06/15/26                                                         | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       125000 | PA      | $119216.45    | 0.02%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2019-3A A                                                            | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       145000 | PA      | $135176.11    | 0.03%             | 2026-03-20      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| S-JETS 2017-1 Ltd                                                                      | SJETS 2017-1 A                                                             | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-O            | CORP              | BM        |       150466 | PA      | $116966.41    | 0.02%             | 2042-08-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.375 05/15/29                                                           | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       217000 | PA      | $197775.16    | 0.04%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC and GD Finance Co Inc                                   | GDDY 3.5 03/01/29 144A                                                     | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       105000 | PA      | $88041.65     | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                      | GCAR 2021-2A D                                                             | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $59040.42     | 0.01%             | 2027-04-15      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2021-1 LTD                                                        | TRK 2021-1 A1                                                              | CUSIP: 89053BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       100000 | PA      | $94996.04     | 0.02%             | 2024-06-25      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                     | WEN 2021-1A A2I                                                            | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |        59100 | PA      | $47876.70     | 0.01%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                              | TOYOTA 0.5 06/18/24 MTN                                                    | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       595000 | PA      | $558743.13    | 0.11%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                              | AMH 2.375 07/15/31                                                         | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |        20000 | PA      | $15531.14     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                        | BANK 2021-BN35 AS                                                          | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85000 | PA      | $66050.93     | 0.01%             | 2064-06-17      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 4.5 08/15/29 144A                                                     | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       345000 | PA      | $301229.85    | 0.06%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                  | BELL 2021-1A A2II                                                          | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       108900 | PA      | $87752.45     | 0.02%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.5 02/15/39                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       354000 | PA      | $334848.05    | 0.06%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                  | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       745000 | PA      | $677925.77    | 0.13%             | 2052-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.625 02/15/26                                                           | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       350000 | PA      | $324105.47    | 0.06%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.5 10/31/24                                                             | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       160000 | PA      | $151703.12    | 0.03%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                     | HAROT 2021-1 A3                                                            | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       108693 | PA      | $105160.45    | 0.02%             | 2025-04-21      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 4.375 04/01/31 144A                                                  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $83360.85     | 0.02%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                             | CAT 0.45 05/17/24 MTN                                                      | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       595000 | PA      | $560401.01    | 0.11%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 3.125 05/15/26 144A                                                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23006.39     | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 5 06/01/29 144A                                                     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $51676.50     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V1.542 09/10/27                                                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |        65000 | PA      | $56225.64     | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                      | NWG V1.642 06/14/27                                                        | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $173620.90    | 0.03%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Splunk Inc                                                                             | SPLK 1.125 06/15/27                                                        | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |        60000 | PA      | $50928.00     | 0.01%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Softbank Group Corp.                                                                   | SOFTBK 4.625 07/06/28                                                      | CUSIP: J75963BR8<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $166209.00    | 0.03%             | 2028-07-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.25 01/15/34 144A                                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       295000 | PA      | $218300.00    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                             | FCAT 2021-3 D                                                              | CUSIP: 33846QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $43451.15     | 0.01%             | 2027-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.75 07/31/27                                                            | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       576000 | PA      | $545917.50    | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                  | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1330000 | PA      | $1350781.25   | 0.25%             | 2052-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                  | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2085000 | PA      | $2092317.06   | 0.39%             | 2052-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL V4.65 PERP B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       120000 | PA      | $100586.39    | 0.02%             | 2049-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                       | PCG 3.25 06/01/31                                                          | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       160000 | PA      | $130895.06    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 4.25 04/15/31 144A                                                     | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29820.00     | 0.01%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                             | CSMC 2021-RPL3 M2                                                          | CUSIP: 12661GAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $71568.52     | 0.01%             | 2060-01-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST                                                             | PROG 2021-SFR3 E1                                                          | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $16986.17     | 0.00%             | 2038-05-19      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V4.7 PERP C                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       125000 | PA      | $78593.75     | 0.01%             | 2049-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 3.75 12/01/31 144A                                                  | CUSIP: 46590XAC0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |        50000 | PA      | $41100.16     | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2                                           | WLAKE 2021-2A D                                                            | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $59250.91     | 0.01%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corporation                                                               | ARCC 2.875 06/15/28                                                        | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       105000 | PA      | $84501.18     | 0.02%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation                                                           | ORCC 2.875 06/11/28                                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       105000 | PA      | $82578.29     | 0.02%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                      | CCI 2.5 07/15/31                                                           | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       185000 | PA      | $150057.17    | 0.03%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                  | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2035000 | PA      | $1960913.28   | 0.37%             | 2052-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                              | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       880000 | PA      | $872884.37    | 0.16%             | 2052-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 09/07/34                                                           | CUSIP: G4527HPM7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |        60000 | PA      | $76940.00     | 0.01%             | 2034-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                  | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1860000 | PA      | $1746876.31   | 0.33%             | 2052-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                                              | SHIMAO 6.125 02/21/24                                                      | CUSIP: G81043AP9<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $37777.52     | 0.01%             | 2024-02-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                      | WFRBS 2013-C15 B                                                           | CUSIP: 92938CAH0<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $29934.12     | 0.01%             | 2046-08-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                           | FORDO 2021-A A3                                                            | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       199253 | PA      | $193588.84    | 0.04%             | 2025-08-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| YUM Brands Inc                                                                         | YUM 4.625 01/31/32                                                         | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       195000 | PA      | $172741.10    | 0.03%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                  | WLAKE 2021-1A D                                                            | CUSIP: 96043FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       140000 | PA      | $129955.72    | 0.02%             | 2026-04-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                     | ORCL 3.95 03/25/51                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       150000 | PA      | $108213.35    | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                  | THAIGB 2 12/17/31                                                          | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     14795000 | PA      | $411814.80    | 0.08%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                                         | ORBIA 2.875 05/11/31 144A                                                  | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       200000 | PA      | $156539.00    | 0.03%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 3.625 05/15/31 144A                                                    | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       105000 | PA      | $89298.21     | 0.02%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                       | AMZN 0.45 05/12/24                                                         | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       595000 | PA      | $560947.52    | 0.11%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                      | EXPE 2.95 03/15/31                                                         | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       460000 | PA      | $372465.82    | 0.07%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 4.4 12/01/61                                                          | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       245000 | PA      | $158584.51    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                           | ACAR 2021-3 D                                                              | CUSIP: 025286AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80000 | PA      | $74316.39     | 0.01%             | 2027-11-15      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                    | CNC 2.625 08/01/31                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       100000 | PA      | $78604.99     | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                    | EART 2021-3A D                                                             | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $109009.55    | 0.02%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                    | DTAOT 2021-3A D                                                            | CUSIP: 23344QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       165000 | PA      | $144785.59    | 0.03%             | 2027-05-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | PPC 3.5 03/01/32 144A                                                      | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       145000 | PA      | $113672.03    | 0.02%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                   | POLGB 1.25 10/25/30 1030                                                   | CUSIP: X8T024V85<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3060000 | PA      | $470110.03    | 0.09%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                       | BRX 2.25 04/01/28                                                          | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12546.52     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                           | ENOIGA 5.875 03/30/31                                                      | CUSIP: 993706530<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |        90000 | PA      | $78918.75     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                           | ENOIGA 5.375 03/30/28                                                      | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |        65000 | PA      | $58500.00     | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 5.5 04/01/28 144A                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       130000 | PA      | $103976.60    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V4.7 PERP B                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       140000 | PA      | $94062.50     | 0.02%             | 2049-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                           | BMRN 1.25 05/15/27                                                         | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |       235000 | PA      | $253696.80    | 0.05%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Teladoc Health Inc                                                                     | TDOC 1.25 06/01/27                                                         | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |       275000 | PA      | $212628.57    | 0.04%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Livongo Health Inc                                                                     | TDOC 0.875 06/01/25                                                        | CUSIP: 539183AA1<br>LEI: 54930061HKCVF1H2O156 | Long             | DBT              | CORP              | US        |        35000 | PA      | $30758.00     | 0.01%             | 2025-06-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 4.875 07/01/31 144A                                                 | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        20000 | PA      | $16349.06     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Gartner Incorporation                                                                  | IT 3.625 06/15/29 144A                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8799.25      | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                          | DELL 8.35 07/15/46                                                         | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        31000 | PA      | $35675.45     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| 510 ASSET BACKED 2021-NPL1 TRUST                                                       | FTAB 2021-NPL1 A1                                                          | CUSIP: 33835CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80210 | PA      | $73729.58     | 0.01%             | 2061-05-25      | Floating      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V4.375 PERP                                                           | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $153000.00    | 0.03%             | 2049-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.25 05/15/42                                                            | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       185000 | PA      | $163349.22    | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3.25 06/30/27                                                            | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       894000 | PA      | $865922.81    | 0.16%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM 2012 Commercial Mortage Trust                                                     | COMM 2012-CR3 AM                                                           | CUSIP: 12624PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10472 | PA      | $9466.80      | 0.00%             | 2045-10-17      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Czech (Republic of)                                                                    | CZGB 0.95 05/15/30 94                                                      | CUSIP: X73311KU9<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     17870000 | PA      | $593207.71    | 0.11%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Trinet Group Inc                                                                       | TNET 3.5 03/01/29 144A                                                     | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |        95000 | PA      | $78232.50     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| Carnival Corporation                                                                   | CCL 5.75 03/01/27 144A                                                     | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        80000 | PA      | $57261.60     | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                   | CLIF 2021-1A A                                                             | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       101610 | PA      | $86915.14     | 0.02%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 2.85 04/15/31 HH                                                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        75000 | PA      | $60892.03     | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                    | DTAOT 2021-2A D                                                            | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $22967.57     | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors Incorporated                                                             | LAD 3.875 06/01/29 144A                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |        45000 | PA      | $37059.98     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc                                                         | VAC 4.5 06/15/29 144A                                                      | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |        45000 | PA      | $37391.68     | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                           | ATH 1.608 06/29/26 144A                                                    | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       110000 | PA      | $95125.23     | 0.02%             | 2026-06-29      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.75 08/15/41                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       671000 | PA      | $462924.47    | 0.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-G                                                    | GSMS 2014-GC18 AS                                                          | CUSIP: 36252RAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        45000 | PA      | $43090.92     | 0.01%             | 2047-01-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wf-Rbs Com Mg Tst                                                                      | WFRBS 2014-C20 B                                                           | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35000 | PA      | $30224.96     | 0.01%             | 2047-05-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                                         | Guidestone Fds MONEY MKT INSTL                                             | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      4400507 | NS      | $4400507.28   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corporation                                                                    | CNC 2.5 03/01/31                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       215000 | PA      | $168645.59    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                         | OFC 2.75 04/15/31                                                          | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |        20000 | PA      | $15060.60     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                               | AMCAR 2021-1 D                                                             | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        55000 | PA      | $49270.03     | 0.01%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 3.125 03/24/31                                                        | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        45000 | PA      | $37493.36     | 0.01%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                                            | LMAT 2020-RPL1 A2                                                          | CUSIP: 52474HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120000 | PA      | $102707.33    | 0.02%             | 2059-09-25      | Floating      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                             | AALLN 2.875 03/17/31 144A                                                  | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $164310.97    | 0.03%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 1.7 04/15/26                                                           | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |        85000 | PA      | $75491.24     | 0.01%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                                      | DPABS 2021-1A A2I                                                          | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |       137900 | PA      | $115045.58    | 0.02%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 1.25 07/31/51                                                          | CUSIP: G4527HUU3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      1226000 | PA      | $802300.15    | 0.15%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                   | GLENLN 2.85 04/27/31 144A                                                  | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       420000 | PA      | $345963.67    | 0.07%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: —       |
| FLAGSHIP CREDIT AUTO TRUST                                                             | FCAT 2021-2 D                                                              | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        40000 | PA      | $35688.85     | 0.01%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 4.875 06/01/28 144A                                                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        65000 | PA      | $41464.27     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 3.875 04/15/30                                                        | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       255000 | PA      | $232194.51    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                          | DELL 8.1 07/15/36                                                          | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       122000 | PA      | $137709.14    | 0.03%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                        | IEP 4.375 02/01/29                                                         | CUSIP: 451102CC9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       280000 | PA      | $237186.60    | 0.04%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                   | SLOVGB 4 10/19/32                                                          | CUSIP: X5S008DD4<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |        21000 | PA      | $23176.38     | 0.00%             | 2032-10-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                            | NZGB 4.25 05/15/34 0534                                                    | CUSIP: Q54627FF8<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1450000 | PA      | $900047.85    | 0.17%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ncl Finance Limited                                                                    | NCLH 6.125 03/15/28 144A                                                   | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |        25000 | PA      | $18486.78     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                      | GCAR 2021-1A D                                                             | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       175000 | PA      | $165351.89    | 0.03%             | 2027-01-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                                         | VOLT 2021-NPL6 A1                                                          | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        83491 | PA      | $73998.35     | 0.01%             | 2051-04-25      | Floating      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                                               | PRPM 2021-5 A1                                                             | CUSIP: 69358DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        82036 | PA      | $74610.11     | 0.01%             | 2026-06-25      | Floating      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                           | HESM 4.25 02/15/30 144A                                                    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $25689.13     | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2 08/15/51                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4056600 | PA      | $2683852.89   | 0.50%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc.                                                                         | COMM 4.75 09/01/29 144A                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       240000 | PA      | $193938.00    | 0.04%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                  | TITIM 2.375 10/12/27 EMTN                                                  | CUSIP: T92777AQ3<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      1400000 | PA      | $1264914.23   | 0.24%             | 2027-10-12      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                                                           | HHT 2019-MAUI F                                                            | CUSIP: 41975AAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       780000 | PA      | $743235.09    | 0.14%             | 2038-05-17      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.5 06/01/33 144A                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $900016.65    | 0.17%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                   | ACAFP V7.5 PERP REGS                                                       | CUSIP: F2276JXM2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      1590000 | PA      | $1870090.15   | 0.35%             | 2049-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Apcoa Parking Holdings Gmbh                                                            | APPARK 4.625 01/15/27 REGS                                                 | CUSIP: D03783AB9<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |       710000 | PA      | $656260.16    | 0.12%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                        | WBD 5.141 03/15/52 144A                                                    | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       550000 | PA      | $403933.75    | 0.08%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V4.762 03/29/33                                                       | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $174424.20    | 0.03%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                 | CS V9.75 PERP 144A                                                         | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $873567.37    | 0.16%             | 2049-12-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas SA                                                                         | BNP V7.75 PERP 144A                                                        | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       860000 | PA      | $851400.00    | 0.16%             | 2049-12-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| ENEL Finance International N.V.                                                        | ENELIM 6.8 10/14/25 144A                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      1630000 | PA      | $1677113.05   | 0.32%             | 2025-10-14      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Hilton Usa Trust 2016-Hhv                                                              | HILT 2016-HHV D                                                            | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       540000 | PA      | $478284.29    | 0.09%             | 2038-11-05      | Floating      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST                                                          | SFO 2021-555 D                                                             | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       760000 | PA      | $657394.15    | 0.12%             | 2038-05-17      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Provincia de Buenos Aires                                                              | BUENOS 5.25 09/01/37 144A                                                  | CUSIP: BR3458824<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | CORP              | AR        |       623391 | PA      | $218186.85    | 0.04%             | 2037-09-01      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R01 1B1                                                           | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       790000 | PA      | $744620.27    | 0.14%             | 2041-10-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                             | AER 3.3 01/30/32                                                           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       510000 | PA      | $401437.93    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Gabonese (Republic of)                                                                 | GABON 7 11/24/31 144A                                                      | CUSIP: 362420AE1<br>LEI: 213800XA7X746GRPXA35 | Long             | DBT              | NUSS              | GA        |      1020000 | PA      | $838848.00    | 0.16%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Energy Company                                                            | SWN 4.75 02/01/32                                                          | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       760000 | PA      | $650951.40    | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                                | ZIGGO 5 01/15/32 144a                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      1370000 | PA      | $1115771.03   | 0.21%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                        | WBD 5.05 03/15/42 144A                                                     | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       360000 | PA      | $278063.43    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.95 06/29/43                                                          | CUSIP: Y5325PAY0<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      4000000 | PA      | $618018.41    | 0.12%             | 2043-06-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 7.6 02/01/24 *                                                          | CUSIP: 29273RBB4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       220000 | PA      | $223791.69    | 0.04%             | 2024-02-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.1 05/21/45                                                           | CUSIP: Y5325PAZ7<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      1000000 | PA      | $157762.94    | 0.03%             | 2045-05-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Russian Federation                                                                     | RFLB 7.25 05/10/34 6225                                                    | CUSIP: X5424XBV9<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    262547000 | PA      | $1103587.39   | 0.21%             | 2034-05-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cab                                                                                    | BIOGRP 3.375 02/01/28 144A                                                 | CUSIP: BN8010116<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $518170.62    | 0.10%             | 2028-02-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                       | AAL 5.5 04/20/26 144A                                                      | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | KY        |       780000 | PA      | $751243.95    | 0.14%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| International Design Group S.P.A.                                                      | INTDGP F 05/15/26 144A                                                     | CUSIP: BP4652668<br>LEI: 815600907387ED411436 | Long             | DBT              | CORP              | IT        |       250000 | PA      | $254298.79    | 0.05%             | 2026-05-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                             | ALVGR V3.2 PERP 144A                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $2386432.77   | 0.45%             | 2049-12-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: —       |
| TMNL Holding B.V                                                                       | TMOBNL 3.75 01/15/29 144A                                                  | CUSIP: BS9025138<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |       480000 | PA      | $451492.72    | 0.08%             | 2029-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| IU FINANCE MANAGEMENT TL                                                               | IU FINANCE MANAGEMENT TL                                                   | CUSIP: 281977249<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       690000 | PA      | $714605.70    | 0.13%             | 2028-11-29      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 2.9 02/10/29                                                             | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       875000 | PA      | $700030.63    | 0.13%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                    | CMCSA 2.987 11/01/63                                                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       307000 | PA      | $188952.78    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                 | CS V6.373 07/15/26 144A                                                    | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      1730000 | PA      | $1627013.23   | 0.31%             | 2026-07-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                               | AXP V3.55 PERP                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $824000.00    | 0.15%             | 2049-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                              | NSLT 2021-CA D                                                             | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1040000 | PA      | $824245.03    | 0.15%             | 2062-04-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Lakeshore Learning                                                                     | Lakeshore Learning Term Loan B 350 2028-09-15                              | CUSIP: 51207KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       794000 | PA      | $777623.75    | 0.15%             | 2028-09-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                        | WBD 4.279 03/15/32 144A                                                    | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       180000 | PA      | $148928.70    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                             | RABOBK V3.649 04/06/28 144A                                                | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $231033.97    | 0.04%             | 2028-04-06      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 3.7 03/22/61                                                            | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       350000 | PA      | $248012.05    | 0.05%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 3.55 03/22/51                                                           | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       150000 | PA      | $107915.95    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                  | ROMANI 2 04/14/33 144A                                                     | CUSIP: X7360WBV3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       560000 | PA      | $385715.61    | 0.07%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA3 B1                                                         | CUSIP: 35564KFG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       610000 | PA      | $566475.01    | 0.11%             | 2033-10-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| RADNOR RE LTD                                                                          | RMIR 2021-1 M1C                                                            | CUSIP: 75279YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       790000 | PA      | $738608.05    | 0.14%             | 2033-12-27      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                               | DVN 5.875 06/15/28                                                         | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       384000 | PA      | $389062.84    | 0.07%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V4.716 08/11/26                                                     | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      2070000 | PA      | $2028945.98   | 0.38%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V5.21 08/11/28                                                        | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       680000 | PA      | $658120.18    | 0.12%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Russian Federation                                                                     | RFLB 7.05 01/19/28 6212                                                    | CUSIP: X5424XAK4<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    423153000 | PA      | $1778677.02   | 0.33%             | 2028-01-19      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                                       | AAL 5.75 04/20/29 144A                                                     | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | KY        |       750000 | PA      | $685497.90    | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cidron Aida Finco S.r.l.                                                               | ADVZCN 6.25 04/01/28 144A                                                  | CUSIP: BO6889907<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |       580000 | PA      | $573241.22    | 0.11%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V3.328 04/22/52                                                        | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1880000 | PA      | $1295139.53   | 0.24%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V3.311 04/22/42                                                        | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1380742.64   | 0.26%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                                 | SLMA 2003-10A A4                                                           | CUSIP: 78442GJH0<br>LEI: 5493000NQN5E3MSIIG77 | Long             | ABS-O            | USGA              | US        |       538050 | PA      | $521760.73    | 0.10%             | 2039-12-15      | Floating      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                      | ADRBID 5.25 02/01/30 144A                                                  | CUSIP: BT4294935<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $387634.05    | 0.07%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GEO Group Inc                                                                          | GEO 10.5 06/30/28                                                          | CUSIP: 36162JAC0<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       217000 | PA      | $220562.06    | 0.04%             | 2028-06-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.789 11/18/33                                                         | CUSIP: U6176TLD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       820000 | PA      | $994229.83    | 0.19%             | 2033-11-18      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                             | ALVGR V2.625 PERP                                                          | CUSIP: D0R6AWR46<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $791469.37    | 0.15%             | 2049-12-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: —       |
| PMT CREDIT RISK TRANSFER TRUST                                                         | PMTCR 2021-1R A                                                            | CUSIP: 69356UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        99679 | PA      | $95582.21     | 0.02%             | 2026-02-27      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                               | AESOP 2021-1A A                                                            | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       770000 | PA      | $672432.03    | 0.13%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                                       | TUICRU 6.5 05/15/26 144A                                                   | CUSIP: BP3848283<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       120000 | PA      | $107740.80    | 0.02%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 3.875 04/15/30                                                        | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       420000 | PA      | $382438.02    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.75 12/01/28 144A                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       770000 | PA      | $616000.00    | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                              | ASSDLN 4.5 02/16/26 144A                                                   | CUSIP: BS1570305<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |       840000 | PA      | $854068.99    | 0.16%             | 2026-02-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                                  | RRC 4.75 02/15/30 144A                                                     | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       840000 | PA      | $741336.20    | 0.14%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                | SASOL 5.5 03/18/31                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1198821.74   | 0.23%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Garda World Security                                                                   | Garda World Security Term Loan B 425 2026-10-01                            | CUSIP: C4000KAD6<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |       405369 | PA      | $395437.04    | 0.07%             | 2026-10-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                                       | Allied Universal Term Loan B (Incremental) 375 2028-04-19                  | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |       488812 | PA      | $465351.93    | 0.09%             | 2028-04-19      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                     | UNSEAM 6 06/01/29 144A                                                     | CUSIP: 019576AC1<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |       270000 | PA      | $196306.10    | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Comcast Corporation                                                                    | CMCSA 2.937 11/01/56                                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       801000 | PA      | $502883.89    | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Focus Financial                                                                        | Focus Financial Term Loan B (Incremental) 325 2028-06-01                   | CUSIP: 34416DAW8<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |       271494 | PA      | $268835.76    | 0.05%             | 2028-06-01      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                | BERMUD 4.75 02/15/29 REGS                                                  | CUSIP: G10367AF0<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       200000 | PA      | $199523.74    | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                | BERMUD 3.717 01/25/27 REGS                                                 | CUSIP: G10367AD5<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |       200000 | PA      | $193250.00    | 0.04%             | 2027-01-25      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Dianjian International Finance Ltd.                                                    | CHPWCN V4.6 PERP                                                           | CUSIP: G27582AA6<br>LEI: 549300UN39CUV8F5DI82 | Long             | DBT              | CORP              | VG        |       200000 | PA      | $199700.00    | 0.04%             | 2049-12-31      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Iberdrola Finanzas S.A.U.                                                              | IBESM 7.375 01/29/24 EMTN                                                  | CUSIP: E62412BE5<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $123695.34    | 0.02%             | 2024-01-29      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                       | ADNOUH 4.6 11/02/47 REGS                                                   | CUSIP: M0R52WAB9<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $184540.00    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financing S.a r.l.                                                             | LNCFIN 3.625 04/01/24 REGS                                                 | CUSIP: L6033UAB4<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |       215000 | PA      | $227900.31    | 0.04%             | 2024-04-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DP World Crescent LTD                                                                  | DPWDU 3.875 07/18/29 EMTN                                                  | CUSIP: G28288AC5<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $187514.80    | 0.04%             | 2029-07-18      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                                   | VW 1.25 12/15/25 EMTN                                                      | CUSIP: D9T638HL9<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       782000 | PA      | $772149.52    | 0.15%             | 2025-12-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V1.375 01/24/26 EMTN                                                  | CUSIP: G0809LFX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $300923.10    | 0.06%             | 2026-01-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| DKT Finance ApS                                                                        | TDCDC 7 06/17/23 REGS                                                      | CUSIP: K22628AB5<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |       204000 | PA      | $217621.71    | 0.04%             | 2023-06-17      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                   | SERBIA 1.5 06/26/29 REGS                                                   | CUSIP: X8T0HCAA9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       390000 | PA      | $300519.76    | 0.06%             | 2029-06-26      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 4.05 02/01/30                                                          | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        20000 | PA      | $17345.52     | 0.00%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                  | FCX 4.25 03/01/30                                                          | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |        15000 | PA      | $13639.59     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 5 01/30/28 144A                                                      | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $24078.72     | 0.00%             | 2028-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 6.125 02/01/25                                                         | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20079.60     | 0.00%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.25 02/01/50                                                          | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |        25000 | PA      | $20414.72     | 0.00%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL 3 02/01/30 MTN                                                          | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |        30000 | PA      | $25181.49     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                            | AKERBP 3.75 01/15/30 144A                                                  | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       150000 | PA      | $132640.56    | 0.02%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 5.25 01/30/30 144A                                                   | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        25000 | PA      | $12040.90     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.5 09/01/30                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        40000 | PA      | $34698.14     | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company LLC                                                | TWC 5.5 09/01/41                                                           | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29280.50     | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Airways Group Inc.                                                                  | AAL 4.625 06/03/25                                                         | CUSIP: 90345WAD6<br>LEI: 5493004XNBKB5SFUJI60 | Long             | ABS-O            | CORP              | US        |        57964 | PA      | $52913.29     | 0.01%             | 2026-12-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VCAT LLC                                                                               | VCAT 2021-NPL5 A1                                                          | CUSIP: 91824AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        76556 | PA      | $67527.61     | 0.01%             | 2051-08-25      | Floating      | 1.87%                 | Yes           |                  2 | On Loan: No      |
| VCAT 2021-NPL6 LLC                                                                     | VCAT 2021-NPL6 A1                                                          | CUSIP: 91824WAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       121729 | PA      | $106719.02    | 0.02%             | 2051-09-25      | Floating      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.95 06/30/62                                                         | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       245000 | PA      | $146515.31    | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.137 11/15/35 144A                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        50000 | PA      | $37086.49     | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 2.9 11/15/31                                                           | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        15000 | PA      | $11923.92     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                           | TPR 3.05 03/15/32                                                          | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |        30000 | PA      | $23496.53     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDWC 2.67 12/01/26                                                         | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $22242.33     | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N4                                                 | CRVNA 2021-N4 D                                                            | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $45447.39     | 0.01%             | 2028-09-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                         | DE 1.25 01/10/25 MTN                                                       | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |        85000 | PA      | $79638.43     | 0.01%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                | JBSSBZ 3 02/02/29 144A                                                     | CUSIP: 46590XAF3<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | LU        |        45000 | PA      | $37315.31     | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                            | JBLU 0.5 04/01/26                                                          | CUSIP: 477143AP6<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |        40000 | PA      | $29363.08     | 0.01%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Fidelity National Information Services Inc                                             | FIS 5.1 07/15/32                                                           | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |        40000 | PA      | $38807.31     | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                     | META 3.5 08/15/27 144A                                                     | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       105000 | PA      | $98199.95     | 0.02%             | 2027-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 5.678 10/01/25                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29915.53     | 0.01%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                               | AXP 5.85 11/05/27                                                          | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |        95000 | PA      | $98969.22     | 0.02%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc.                                                                       | BBDC 3.3 11/23/26                                                          | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |        75000 | PA      | $63755.85     | 0.01%             | 2026-11-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-6                                             | EART 2022-6A C                                                             | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $20045.43     | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 4.25 07/01/26 144A                                                     | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |        10000 | PA      | $8095.98      | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                           | RKTRM 4 10/15/33 144A                                                      | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       165000 | PA      | $123470.33    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                             | AER 3.3 01/30/32                                                           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       150000 | PA      | $118069.98    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                     | F 3.25 02/12/32                                                            | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |        20000 | PA      | $15036.61     | 0.00%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DCP Midstream Operating, LP                                                            | DCP 3.25 02/15/32                                                          | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       135000 | PA      | $111591.68    | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                            | SWN 4.75 02/01/32                                                          | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4282.58      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 5.875 02/15/27 144A                                                   | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        65000 | PA      | $56384.58     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Spotify USA Inc                                                                        | SPOT 0 03/15/26                                                            | CUSIP: 84921RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        65000 | PA      | $52650.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                         | SNX 1.75 08/09/26                                                          | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |       135000 | PA      | $115052.90    | 0.02%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unity Software Inc                                                                     | U 0 11/15/26                                                               | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |        65000 | PA      | $48977.50     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                   | WY 6.95 10/01/27                                                           | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |        30000 | PA      | $32222.47     | 0.01%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                       | EMBRBZ 5.4 02/01/27                                                        | CUSIP: 29082HAB8<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       130000 | PA      | $124698.60    | 0.02%             | 2027-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gcat 2019-RPL1 Trust                                                                   | GCAT 2019-RPL1 A1                                                          | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        41830 | PA      | $39442.07     | 0.01%             | 2068-11-25      | Floating      | 2.65%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                              | NAVSL 2021-FA B                                                            | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $65023.97     | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                     | AASET 2021-2A A                                                            | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       234948 | PA      | $189974.65    | 0.04%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 0 12/15/25                                                            | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       155000 | PA      | $131324.74    | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST 2021-P4                                                 | CRVNA 2021-P4 C                                                            | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $20616.32     | 0.00%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD D                                                             | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $18292.23     | 0.00%             | 2038-12-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                         | DE 0.9 01/10/24 MTN                                                        | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |        55000 | PA      | $52994.30     | 0.01%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: —       |
| Antares Holdings LP                                                                    | ANTHOL 3.75 07/15/27                                                       | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |       250000 | PA      | $202747.79    | 0.04%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                        | WBD 4.054 03/15/29 144A                                                    | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |        40000 | PA      | $34748.27     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: —       |
| Peloton Interactive Inc                                                                | PTON 0 02/15/26                                                            | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7138.19      | 0.00%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 2.7 03/15/32                                                          | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       485000 | PA      | $394391.92    | 0.07%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 6.75 11/01/29                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       185000 | PA      | $188982.60    | 0.04%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                     | ORCL 6.15 11/09/29                                                         | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        65000 | PA      | $67779.34     | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST                                                         | CRVNA 2021-N3 C                                                            | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        47115 | PA      | $45549.39     | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                  | DNKN 2021-1A A2II                                                          | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |        89100 | PA      | $73463.45     | 0.01%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                | MOH 3.875 05/15/32 144A                                                    | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |        60000 | PA      | $49913.06     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                       | TEVA 4.75 05/09/27                                                         | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $181029.95    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V2.279 11/24/27                                                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       235000 | PA      | $203919.92    | 0.04%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                             | CAT 0.95 01/10/24 MTN                                                      | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       225000 | PA      | $217199.65    | 0.04%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| Magallanes Inc.                                                                        | WBD 4.279 03/15/32 144A                                                    | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       155000 | PA      | $128244.15    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients, Inc                                                               | DAR 6 06/15/30 144A                                                        | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9788.50      | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                        | BXSL 2.125 02/15/27                                                        | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       190000 | PA      | $157616.41    | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| PRPM 2020-5 LLC                                                                        | PRPM 2022-5 A1                                                             | CUSIP: 69377VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       123583 | PA      | $116700.17    | 0.02%             | 2027-09-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 1.125 02/15/27                                                        | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       140000 | PA      | $95732.00     | 0.02%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 4.875 02/01/31                                                        | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8989.13      | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST                                                      | GCAR 2021-3A D                                                             | CUSIP: 36263LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80000 | PA      | $71648.43     | 0.01%             | 2027-07-15      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Ringcentral Inc                                                                        | RNG 0 03/15/26                                                             | CUSIP: 76680RAH0<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |        55000 | PA      | $43450.00     | 0.01%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 4.091 06/01/29                                                         | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |         5000 | PA      | $4143.32      | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 3.125 10/12/28                                                         | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |        95000 | PA      | $76894.23     | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                           | ACAR 2021-4 D                                                              | CUSIP: 02530TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $96306.48     | 0.02%             | 2028-02-14      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                 | MRVL 2.95 04/15/31                                                         | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        60000 | PA      | $48547.24     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2021-4                                                             | DTAOT 2021-4A D                                                            | CUSIP: 26253WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $57238.38     | 0.01%             | 2027-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| MVWOT 2021-2 LLC                                                                       | MVWOT 2021-2A C                                                            | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        96525 | PA      | $85608.46     | 0.02%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 4.5 12/01/29 144A                                                      | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       110000 | PA      | $89793.01     | 0.02%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                               | STC 3.6 11/15/31                                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |       135000 | PA      | $104106.33    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD B                                                             | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $23122.16     | 0.00%             | 2038-12-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corporation                                                         | SBAC 3.125 02/01/29                                                        | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |       155000 | PA      | $129152.98    | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                            | IONS 0 04/01/26                                                            | CUSIP: 462222AD2<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |        55000 | PA      | $51046.88     | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Block Inc                                                                              | SQ 3.5 06/01/31                                                            | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |        65000 | PA      | $51948.00     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Open Text Corp                                                                         | OTEXCN 6.9 12/01/27 144A                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |        40000 | PA      | $40052.00     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.125 06/01/29                                                        | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        90000 | PA      | $58236.75     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAFL ISSUER LLC                                                                        | CAFL 2021-RTL1 A1                                                          | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105000 | PA      | $95977.52     | 0.02%             | 2029-03-28      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                         | CRVNA 2021-P3 C                                                            | CUSIP: 14687JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        50000 | PA      | $39937.69     | 0.01%             | 2027-10-10      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                         | EPR 3.6 11/15/31                                                           | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |        35000 | PA      | $25515.72     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                               | ARCC 3.2 11/15/31                                                          | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       135000 | PA      | $99702.74     | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDWC 3.569 12/01/31                                                        | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       220000 | PA      | $181333.70    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST 2021-N4                                                 | CRVNA 2021-N4 C                                                            | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20000 | PA      | $19097.49     | 0.00%             | 2028-09-10      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                           | ATH 1.716 01/07/25 144A                                                    | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       245000 | PA      | $226370.97    | 0.04%             | 2025-01-07      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 4 01/15/32                                                            | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |        35000 | PA      | $29442.00     | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2022-1                                                             | DTAOT 2022-1A D                                                            | CUSIP: 23345YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        95000 | PA      | $86612.83     | 0.02%             | 2027-12-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                | NXPI 4.4 06/01/27                                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |        15000 | PA      | $14408.32     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp. (Calif)                                                          | TRGP 5.2 07/01/27                                                          | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4915.96      | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                                           | BSY 0.375 07/01/27                                                         | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4095.00      | 0.00%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 5.4 08/15/32                                                           | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        65000 | PA      | $62327.64     | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BPR TRUST 2022-STAR                                                                    | BPR 2022-STAR A                                                            | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65000 | PA      | $64063.36     | 0.01%             | 2039-08-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 5.7 04/01/28                                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        20000 | PA      | $19918.22     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2022-1                                                 | PART 2022-1A D                                                             | CUSIP: 74113RAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80000 | PA      | $79881.66     | 0.02%             | 2028-08-15      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                      | YUZHOU 7.7 02/20/25                                                        | CUSIP: G9884TAS0<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |       495000 | PA      | $47490.30     | 0.01%             | 2025-02-20      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                 | MRVL 2.45 04/15/28                                                         | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $59476.74     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Carnival Corporation                                                                   | CCL 6 05/01/29 144A                                                        | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |        45000 | PA      | $30071.56     | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY 2.2 11/02/28                                                          | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        50000 | PA      | $39146.18     | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 2.85 02/01/29                                                          | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |        65000 | PA      | $50382.48     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-4                                               | GCAR 2021-4A D                                                             | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       135000 | PA      | $119492.51    | 0.02%             | 2027-10-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2021-NRD                                                                     | BPR 2021-NRD C                                                             | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $22942.51     | 0.00%             | 2038-12-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2022-A                                                        | BHG 2022-A B                                                               | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110000 | PA      | $95919.71     | 0.02%             | 2035-02-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 4.4 04/01/33                                                          | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        55000 | PA      | $47385.71     | 0.01%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Cable One Inc                                                                          | CABO 0 03/15/26                                                            | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |         5000 | PA      | $3952.50      | 0.00%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                  | ENTG 4.75 04/15/29 144A                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       160000 | PA      | $146232.37    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA3 M1A                                                        | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |        37613 | PA      | $37442.04     | 0.01%             | 2042-04-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                                                               | SNAP 0 05/01/27                                                            | CUSIP: 83304AAF3<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |        70000 | PA      | $49245.00     | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                                                            | AVT 5.5 06/01/32                                                           | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       130000 | PA      | $120802.95    | 0.02%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                               | CE 6.379 07/15/32                                                          | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23918.90     | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Celanese US Holdings Llc                                                               | CE 6.33 07/15/29                                                           | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34152.56     | 0.01%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                     | ET 5.75 02/15/33                                                           | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       130000 | PA      | $127437.05    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage Llc / Rocket Mortgage Co-Issuer Incorporated                           | RKTRM 2.875 10/15/26 144A                                                  | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       290000 | PA      | $250264.20    | 0.05%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-E                                                | SMB 2021-E B                                                               | CUSIP: 78450MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $77146.94     | 0.01%             | 2051-02-15      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 2.875 04/01/32 144A                                                    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       105000 | PA      | $77982.34     | 0.01%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-RPL1                                                   | BINOM 2022-RPL1 M1                                                         | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $72612.98     | 0.01%             | 2061-02-25      | Floating      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.323 04/26/28                                                        | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       135000 | PA      | $128836.76    | 0.02%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 2.4 03/15/29                                                          | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21164.67     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                    | GPN 5.3 08/15/29                                                           | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |        30000 | PA      | $29108.43     | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                      | INTC 3.75 08/05/27                                                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       265000 | PA      | $255318.77    | 0.05%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V4.482 08/23/28                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       275000 | PA      | $264874.49    | 0.05%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                     | STX 9.625 12/01/32 144A                                                    | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |         7650 | PA      | $8400.81      | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Fds                                                                         | Guidestone Fds MONEY MKT INSTL                                             | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |      9173926 | NS      | $9173926.18   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Portugal (Republic Of)                                                                 | PGB 1.95 06/15/29                                                          | CUSIP: X6694NAY7<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |        38000 | PA      | $38003.87     | 0.01%             | 2029-06-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Abertis Infraestructuras Finance B.V.                                                  | ABESM V3.248 PERP                                                          | CUSIP: N0021LAD5<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $90884.85     | 0.02%             | 2049-12-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Verisure Holding AB (publ)                                                             | VERISR 3.25 02/15/27 REGS                                                  | CUSIP: W9821DAQ7<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       200000 | PA      | $186337.52    | 0.04%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                  | ROMANI 1.75 07/13/30 REGS                                                  | CUSIP: X7360WBZ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        41000 | PA      | $30636.02     | 0.01%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Corporation                                                                   | WLK 3.125 08/15/51                                                         | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       225000 | PA      | $140785.31    | 0.03%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                                | BFFCC 3.83 09/14/61 REGS                                                   | CUSIP: P3742RAX8<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |       400000 | PA      | $282007.70    | 0.05%             | 2061-09-14      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Guala Closures S.p.A.                                                                  | GCLIM 3.25 06/15/28 REGS                                                   | CUSIP: T5R46HAF4<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $91858.00     | 0.02%             | 2028-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.75 02/15/24                                                            | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       497000 | PA      | $486477.58    | 0.09%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| State Oil Company of the Azerbaijan Republic                                           | SOIAZ 6.95 03/18/30                                                        | CUSIP: Y8158KAC5<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |       200000 | PA      | $207490.40    | 0.04%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Loxam SAS                                                                              | LOXAM 5.75 07/15/27                                                        | CUSIP: F5837PAT3<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       430000 | PA      | $395737.36    | 0.07%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4049                                                                  | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35931 | PA      | $33019.66     | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 2 04/14/33 REGS                                                     | CUSIP: X7360WBT8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       142000 | PA      | $97806.46     | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                          | DELL 5.3 10/01/29                                                          | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       395000 | PA      | $388202.18    | 0.07%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 0 11/25/31                                                            | CUSIP: F26348AH9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        52000 | PA      | $43012.17     | 0.01%             | 2031-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 4.5 04/15/50                                                          | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $248572.33    | 0.05%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                               | ARCC 2.875 06/15/28                                                        | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       225000 | PA      | $181073.97    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 0 09/15/31 EMTN                                                        | CUSIP: D4S4752X8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        33000 | PA      | $27170.54     | 0.01%             | 2031-09-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.5 02/15/25                                                             | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2556000 | PA      | $2407732.02   | 0.45%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                  | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1555000 | PA      | $1533861.72   | 0.29%             | 2052-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.875 10/31/23                                                           | CUSIP: 9128285K2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       435000 | PA      | $428509.16    | 0.08%             | 2023-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.875 02/15/32                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1845000 | PA      | $1570988.66   | 0.30%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.875 02/28/27                                                           | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1583000 | PA      | $1452155.16   | 0.27%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 3 06/30/24                                                               | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       360000 | PA      | $351555.47    | 0.07%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.625 07/31/29                                                           | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       425000 | PA      | $392361.33    | 0.07%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.U                                                                  | CLNXSM 1.75 10/23/30 EMTN                                                  | CUSIP: E2R41MDW1<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $83300.60     | 0.02%             | 2030-10-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Infineon Technologies AG                                                               | IFXGR V3.625 PERP                                                          | CUSIP: D35415BE3<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $95966.49     | 0.02%             | 2049-12-31      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 2.55 06/15/31                                                          | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       320000 | PA      | $262409.32    | 0.05%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR RA2471                                                                  | CUSIP: 3133KHW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        46818 | PA      | $43072.91     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                              | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       825000 | PA      | $830473.36    | 0.16%             | 2052-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                            | NZGB 3.5 04/14/33 0433                                                     | CUSIP: Q54627BK1<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      9442000 | PA      | $5517883.35   | 1.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Can-Pack SA & Eastern PA LAnd Investment Holding LLC                                   | CANPCK 2.375 11/01/27 REGS                                                 | CUSIP: X0971FAB1<br>LEI: 259400TS8W5E4ILGVP08 | Long             | DBT              | CORP              | PL        |       100000 | PA      | $84734.69     | 0.02%             | 2027-11-01      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| National Express Group PLC                                                             | NEXLN V4.25 PERP                                                           | CUSIP: G6374MAG4<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $200625.27    | 0.04%             | 2049-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AA Bond Co Ltd.                                                                        | AABOND 6.5 01/31/26 REGS                                                   | CUSIP: G00005AP6<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $194089.44    | 0.04%             | 2050-07-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC            | AMPBEV 3 09/01/29 REGs                                                     | CUSIP: G05210AA0<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $78680.76     | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                         | EU 0.7 07/06/51 NGEU                                                       | CUSIP: BQ2986280<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |        12000 | PA      | $7009.22      | 0.00%             | 2051-07-06      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                          | DELL 5.45 06/15/23                                                         | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       153000 | PA      | $153113.23    | 0.03%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| European Union                                                                         | EU 0 07/06/26 NGEU                                                         | CUSIP: BQ2986256<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       118000 | PA      | $113964.92    | 0.02%             | 2026-07-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 2.1 07/25/23 OATi                                                     | CUSIP: F40411BN3<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       215809 | PA      | $294288.97    | 0.06%             | 2023-07-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.875 05/31/25                                                           | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       315000 | PA      | $304824.02    | 0.06%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR SD8161                                                                  | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       142833 | PA      | $121635.95    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDOGB 6.375 04/15/32 FR91                                                 | CUSIP: Y6S86ZTG4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   8635000000 | PA      | $534657.23    | 0.10%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.875 05/15/43                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       455000 | PA      | $374450.78    | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 1.4 05/26/25 ICPI                                                     | CUSIP: T6052BWL8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       156000 | PA      | $170666.65    | 0.03%             | 2025-05-26      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.375 11/30/25                                                           | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4962000 | PA      | $4443315.94   | 0.84%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Constellation Automotive Financing PLC                                                 | CONSTE 4.875 07/15/27 REGS                                                 | CUSIP: G2R147AA6<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $79802.68     | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V0.791 01/22/25 GMTN                                                    | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       550000 | PA      | $520307.16    | 0.10%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 5.75 10/12/10 GMTN                                                     | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       220000 | PA      | $185710.89    | 0.03%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NGG Finance PLC                                                                        | NGGLN V5.625 06/18/73 GBP                                                  | CUSIP: G65040AD2<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |       296000 | PA      | $339241.07    | 0.06%             | 2073-06-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Bank of America Corporation                                                            | BAC V3.705 04/24/28                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       275000 | PA      | $255268.11    | 0.05%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Altice Finco SA                                                                        | ALTICE 4.75 01/15/28 REGS                                                  | CUSIP: L0179RAK8<br>LEI: 549300IGQP5SEZB5Z419 | Long             | DBT              | CORP              | LU        |       299000 | PA      | $239484.15    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Europe B V                                                                  | TELEFO V3.875 PERP .                                                       | CUSIP: N85023P40<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $291919.76    | 0.05%             | 2049-12-31      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                                 | DLR 1.125 04/09/28                                                         | CUSIP: U2538CAC1<br>LEI: 635400OUEAPTXSW3SC91 | Long             | DBT              | CORP              | US        |       305000 | PA      | $265062.39    | 0.05%             | 2028-04-09      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3804                                                                  | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       149369 | PA      | $142063.99    | 0.03%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                           | SRILAN 6.85 11/03/25 REGS                                                  | CUSIP: Y8137FAE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |       200000 | PA      | $64518.55     | 0.01%             | 2025-11-03      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                  | UKRAIN 7.75 09/01/27 REGS                                                  | CUSIP: X5S005UK5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       100000 | PA      | $21562.50     | 0.00%             | 2027-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                             | ADNT 3.5 08/15/24 REGS                                                     | CUSIP: G0086CAB9<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $206004.48    | 0.04%             | 2024-08-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 0.25 03/04/26                                                            | CUSIP: 00206RJN3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       650000 | PA      | $624294.57    | 0.12%             | 2026-03-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Altice France S.A                                                                      | SFRFP 3.375 01/15/28 REGS                                                  | CUSIP: F0265PBQ0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $243083.15    | 0.05%             | 2028-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                             | AAPL 0.5 11/15/31                                                          | CUSIP: 037833DS6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       180000 | PA      | $153646.15    | 0.03%             | 2031-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 4.3 03/15/45                                                           | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       310000 | PA      | $222280.46    | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 0.955 09/07/23 EMTN                                                     | CUSIP: U37047AF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       415000 | PA      | $438137.86    | 0.08%             | 2023-09-07      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS 3.625 01/20/27                                                          | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       275000 | PA      | $260050.91    | 0.05%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V3.887 01/10/28                                                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       190000 | PA      | $178137.32    | 0.03%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                                 | ZFFNGR 3 10/23/29                                                          | CUSIP: N9769AAD6<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $328596.06    | 0.06%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Dufry One B.V.                                                                         | DUFNSW 2 02/15/27                                                          | CUSIP: N2R74EAC6<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |       345000 | PA      | $303297.13    | 0.06%             | 2027-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Faurecia SE                                                                            | EOFP 2.375 06/15/27                                                        | CUSIP: F37568LT1<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       265000 | PA      | $237837.96    | 0.04%             | 2027-06-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 7.75 05/29/31 M                                                      | CUSIP: P9767HEK1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     46100000 | PA      | $2191006.80   | 0.41%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                 | PARGUY 6.1 08/11/44 REGS                                                   | CUSIP: P75744AB1<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       200000 | PA      | $193158.02    | 0.04%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Repsol International Finance B.V.                                                      | REPSM V4.5 03/25/75                                                        | CUSIP: N7S22VUC7<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |       430000 | PA      | $446487.02    | 0.08%             | 2075-03-25      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                     | ORCL 4 07/15/46                                                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       225000 | PA      | $166148.14    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mylan II B.V.                                                                          | VTRS 3.125 11/22/28                                                        | CUSIP: N59465BD0<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |       410000 | PA      | $402792.40    | 0.08%             | 2028-11-22      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Aramark International Finance Sarl                                                     | ARMK 3.125 04/01/25 REGS                                                   | CUSIP: L63149AB1<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |       184000 | PA      | $189576.71    | 0.04%             | 2025-04-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.638 05/18/28 EMTN                                                   | CUSIP: U480655U3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       250000 | PA      | $240912.01    | 0.05%             | 2028-05-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.691 06/05/28                                                         | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       225000 | PA      | $209377.66    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Paprec Holding S.A                                                                     | PAPREC 4 03/31/25 REGS                                                     | CUSIP: F6902FAE6<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |       155000 | PA      | $160935.53    | 0.03%             | 2025-03-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| UBS Group Funding (Switzerland) AG                                                     | UBS V1.25 04/17/25                                                         | CUSIP: H4209UAJ5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $411845.39    | 0.08%             | 2025-04-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 4.8 03/01/50                                                          | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       365000 | PA      | $267155.36    | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| E.ON International Finance B.V.                                                        | EOANGR 6.375 06/07/32 EMTN                                                 | CUSIP: N3033QAD4<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |       155000 | PA      | $198722.72    | 0.04%             | 2032-06-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                                 | SLMA 2003-4 A5E                                                            | CUSIP: 78442GGN0<br>LEI: 549300JLVVUXV7DNSJ85 | Long             | ABS-O            | USGA              | US        |        99589 | PA      | $98160.93     | 0.02%             | 2033-03-15      | Floating      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                           | BRAZIL 5.625 01/07/41                                                      | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       230000 | PA      | $195328.05    | 0.04%             | 2041-01-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brazil Minas SPE                                                                       | MINASG 5.333 02/15/28 REGS                                                 | CUSIP: G13201AA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |       120000 | PA      | $117293.40    | 0.02%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 3.625 04/09/29 EMTN                                                    | CUSIP: P9767G2K6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       100000 | PA      | $103927.82    | 0.02%             | 2029-04-09      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 5.55 06/01/45                                                          | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       335000 | PA      | $308335.76    | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                     | DOMREP 6.85 01/27/45 REGS                                                  | CUSIP: P3579EBE6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       220000 | PA      | $191793.31    | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: —       |
| Sinopec Group Overseas Development (2015) Limited                                      | SINOPE 3.25 04/28/25 REGS                                                  | CUSIP: G8201JAC5<br>LEI: 5299002Z28NLP3WPFH36 | Long             | DBT              | CORP              | VG        |       250000 | PA      | $242132.47    | 0.05%             | 2025-04-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Germany (Federal Republic Of)                                                          | DBR 0.5 02/15/26                                                           | CUSIP: D2R8H4AV1<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        76324 | PA      | $76890.15     | 0.01%             | 2026-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 1.6 06/01/26 10Y                                                      | CUSIP: T6247A5M4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        86000 | PA      | $86119.10     | 0.02%             | 2026-06-01      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                  | WFC 1 02/02/27 EMTN                                                        | CUSIP: U94974HN2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       400000 | PA      | $376324.86    | 0.07%             | 2027-02-02      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Canada (Government of)                                                                 | CAN 1 06/01/27                                                             | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      2315000 | PA      | $1547468.08   | 0.29%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Mongolia (Government of)                                                               | MONGOL 8.75 03/09/24 REGS                                                  | CUSIP: Y6142NAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $194000.87    | 0.04%             | 2024-03-09      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SGL Carbon SE                                                                          | SGLGR 4.625 09/30/24                                                       | CUSIP: D6949MBB3<br>LEI: 52990038IB31TYK07X63 | Long             | DBT              | CORP              | DE        |       280000 | PA      | $298597.85    | 0.06%             | 2024-09-30      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                              | ELSALV 7.1246 01/20/50 REGS                                                | CUSIP: P01012CA2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       150000 | PA      | $59366.26     | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3775                                                                  | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       191542 | PA      | $176462.43    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 8.5 10/12/35 REGS                                                    | CUSIP: Y20721AE9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $254000.00    | 0.05%             | 2035-10-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Ghana (Republic of)                                                                    | GHANA 10.75 10/14/30 REGS                                                  | CUSIP: V71795AJ3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       200000 | PA      | $141452.00    | 0.03%             | 2030-10-14      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 1.5 05/25/31                                                          | CUSIP: F43750DR0<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        22499 | PA      | $21688.92     | 0.00%             | 2031-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 3.875 10/29/35 REGS                                                 | CUSIP: X7360WAG7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       248000 | PA      | $196607.88    | 0.04%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Belden Inc.                                                                            | BDC 3.375 07/15/27 REGS                                                    | CUSIP: U07461AJ2<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98489.43     | 0.02%             | 2027-07-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Orange S.A.                                                                            | ORAFP 0.5 09/04/32 EMTN                                                    | CUSIP: F6861DKZ2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $313012.44    | 0.06%             | 2032-09-04      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V2.976 11/05/30                                                          | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       210000 | PA      | $177500.02    | 0.03%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 1.4 10/30/31                                                         | CUSIP: Y39814KM2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       220000 | PA      | $184313.77    | 0.03%             | 2031-10-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                               | EDF V6 PERP EMTN                                                           | CUSIP: F3R92TAK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $653645.47    | 0.12%             | 2049-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                         | TEVA 1.875 03/31/27                                                        | CUSIP: N8539RAB4<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $172887.53    | 0.03%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./PAA Finance Corp.                                    | PAA 4.65 10/15/25                                                          | CUSIP: 72650RBJ0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       250000 | PA      | $245139.79    | 0.05%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                  | TITIM 3.625 05/25/26 EMTN                                                  | CUSIP: T92777AM2<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |       155000 | PA      | $155839.14    | 0.03%             | 2026-05-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                           | PLNIJ 5.45 05/21/28 REGS                                                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $198419.00    | 0.04%             | 2028-05-21      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Qatar (State of)                                                                       | QATAR 4.817 03/14/49 REGS                                                  | CUSIP: M8489SAK3<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |       200000 | PA      | $195079.00    | 0.04%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./PAA Finance Corp.                                    | PAA 3.55 12/15/29                                                          | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       220000 | PA      | $191780.36    | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                   | BGB 3.75 06/22/45 71                                                       | CUSIP: B11204TJ1<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        18000 | PA      | $20470.82     | 0.00%             | 2045-06-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                             | AAPL 4.65 02/23/46                                                         | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       155000 | PA      | $147789.22    | 0.03%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor                                                                  | SGCAZE 6.875 03/24/26 REGS                                                 | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | NUSS              | AZ        |       510000 | PA      | $524430.45    | 0.10%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Travis Perkins PLC                                                                     | TPKLN 4.5 09/07/23                                                         | CUSIP: G90202AC9<br>LEI: 2138001I27OUBAF22K83 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $119416.95    | 0.02%             | 2023-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 2.875 05/26/28 REGS                                                 | CUSIP: X7360WAK8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       150000 | PA      | $139452.08    | 0.03%             | 2028-05-26      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V6 PERP *                                                             | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $368123.89    | 0.07%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 2.05 08/01/27 10Y                                                     | CUSIP: T6052BNC8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        50000 | PA      | $49687.29     | 0.01%             | 2027-08-01      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Energie Baden-Wurttemberg International Finance                                        | ENBW 0.125 03/01/28 EMTN                                                   | CUSIP: N2960PEP4<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |       410000 | PA      | $369413.01    | 0.07%             | 2028-03-01      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V0.577 08/09/29                                                       | CUSIP: G0809LHF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       410000 | PA      | $347426.26    | 0.07%             | 2029-08-09      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| Aroundtown SA                                                                          | ARNDTN 0.375 04/15/27 EMTN                                                 | CUSIP: L0269FBM0<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $142006.79    | 0.03%             | 2027-04-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                         | INTNED V1.75 02/16/31                                                      | CUSIP: N4578ELD8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $268089.62    | 0.05%             | 2031-02-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                        | WBD 5.141 03/15/52 144A                                                    | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       450000 | PA      | $330491.25    | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V3.785 03/17/33                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       195000 | PA      | $167908.83    | 0.03%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4655                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       388364 | PA      | $365249.44    | 0.07%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR RA7263                                                                  | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       312202 | PA      | $265699.16    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 1.75 05/30/24 2Y                                                      | CUSIP: T6052BR59<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        80000 | PA      | $83873.26     | 0.02%             | 2024-05-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                         | TEVA 4.375 05/09/30                                                        | CUSIP: N8539TAL8<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $88806.14     | 0.02%             | 2030-05-09      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Portugal (Republic Of)                                                                 | PGB 1.65 07/16/32                                                          | CUSIP: X6694NCD1<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      1432500 | PA      | $1306736.47   | 0.25%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Spcm SA                                                                                | SNFF 2.625 02/01/29 REGS                                                   | CUSIP: F85783AJ1<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $90051.61     | 0.02%             | 2029-02-01      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Altice France S.A                                                                      | SFRFP 4.125 01/15/29 REGS                                                  | CUSIP: F0265PCE6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $82027.73     | 0.02%             | 2029-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ashland Services BV                                                                    | ASH 2 01/30/28 REGS                                                        | CUSIP: N0660FAA0<br>LEI: 549300S52OPXPKGJS029 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $91700.64     | 0.02%             | 2028-01-30      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-HQA1 M1B                                                        | CUSIP: 35564KTB5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       106000 | PA      | $105272.29    | 0.02%             | 2042-03-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                              | CRBG 4.35 04/05/42 144A                                                    | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        55000 | PA      | $45616.97     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                         | EU 1.25 02/04/43 NGEU                                                      | CUSIP: BV7193659<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |        47000 | PA      | $35450.80     | 0.01%             | 2043-02-04      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA4624                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       219101 | PA      | $192821.40    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                         | CLNXSM 1.5 06/08/28 EMTN                                                   | CUSIP: E2R41NAD4<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |       100000 | PA      | $89330.34     | 0.02%             | 2028-06-08      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| China (People's Republic Of)                                                           | CGB 3.02 05/27/31 INBK                                                     | CUSIP: Y6S39BD49<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      2670000 | PA      | $390470.69    | 0.07%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad Treasury BV                                                          | HEIBOS 1.375 07/24/28 EMTN                                                 | CUSIP: N39310AL6<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $201118.03    | 0.04%             | 2028-07-24      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Magallanes Inc.                                                                        | WBD 4.279 03/15/32 144A                                                    | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |        65000 | PA      | $53779.81     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 2.355 03/15/32                                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1020000 | PA      | $812394.39    | 0.15%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA3 M1B                                                        | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       179000 | PA      | $177130.57    | 0.03%             | 2042-04-25      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                                           | CAS 2022-R07 1M1                                                           | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       200647 | PA      | $202527.06    | 0.04%             | 2042-06-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QE0764                                                                  | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        48351 | PA      | $42551.52     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                         | EU 1.625 12/04/29 NGEU                                                     | CUSIP: BX7908367<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |        80000 | PA      | $78093.87     | 0.01%             | 2029-12-04      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corporation                                                                 | MCD 1.6 03/15/31                                                           | CUSIP: U58013CZ1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       400000 | PA      | $361567.35    | 0.07%             | 2031-03-15      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden AB                                                    | SBBBSS 1 08/12/27 EMTN                                                     | CUSIP: W7T8BREH9<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |       150000 | PA      | $112287.27    | 0.02%             | 2027-08-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                         | ATOSTR 2 01/15/30                                                          | CUSIP: T0R553AJ6<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $85154.22     | 0.02%             | 2030-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Grunenthal GmbH                                                                        | GRUPHA 4.125 05/15/28 REGS                                                 | CUSIP: D3R2UUAA5<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       260000 | PA      | $251181.11    | 0.05%             | 2028-05-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UGI International                                                                      | UGI 2.5 12/01/29 REGS                                                      | CUSIP: U9033GAB9<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |       100000 | PA      | $82393.83     | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.53 10/18/51 INBK                                                     | CUSIP: Y6S39BG95<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      3990000 | PA      | $605576.92    | 0.11%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 2.37 01/20/27 INBK                                                     | CUSIP: Y6S39BL32<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      7660000 | PA      | $1095222.79   | 0.21%             | 2027-01-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Viridian Power and Energy Holdings                                                     | VRDLN 4 09/15/25 REGS                                                      | CUSIP: G9365MAA2<br>LEI: 213800GKAKB4FANROI30 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $105205.76    | 0.02%             | 2025-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Telecom S.A.                                                                | MATTER 4 11/15/27 REGS                                                     | CUSIP: L6258WAL6<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |       140000 | PA      | $137364.13    | 0.03%             | 2027-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                    | AVTR 3.875 07/15/28 REGS                                                   | CUSIP: U05247AB4<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       137000 | PA      | $135909.42    | 0.03%             | 2028-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V3.511 03/18/26                                                     | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $371099.38    | 0.07%             | 2026-03-18      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR SD8205                                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       446913 | PA      | $379735.71    | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.05 07/24/47 1715                                                     | CUSIP: Y6S39BMT4<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |       770000 | PA      | $125368.87    | 0.02%             | 2047-07-24      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                     | BFCM 1.25 06/03/30                                                         | CUSIP: F07335ND4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $348721.89    | 0.07%             | 2030-06-03      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                   | BKNG 0.5 03/08/28                                                          | CUSIP: 09857LAT5<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       275000 | PA      | $247828.87    | 0.05%             | 2028-03-08      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sappi Papier Holding GmbH                                                              | SAPSJ 3.625 03/15/28 REGS                                                  | CUSIP: A35868AL1<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |       130000 | PA      | $120024.21    | 0.02%             | 2028-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                             | ANNGR 0.25 09/01/28 eMTN                                                   | CUSIP: D9581TAM2<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $328607.62    | 0.06%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Austria (Republic of)                                                                  | RAGB 0.9 02/20/32                                                          | CUSIP: A0654UWU1<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |        50000 | PA      | $44268.25     | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                           | CAS 2022-R03 1M2                                                           | CUSIP: 20753XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       365000 | PA      | $370070.89    | 0.07%             | 2042-03-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8042                                                                  | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       410375 | PA      | $356567.90    | 0.07%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 2.5 12/01/32 10Y                                                      | CUSIP: T6052BN53<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        18000 | PA      | $16132.99     | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                              | DHR 0.45 03/18/28                                                          | CUSIP: 23291KAB1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |       275000 | PA      | $251477.62    | 0.05%             | 2028-03-18      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Picard Groupe S.A.S.                                                                   | PICSUR 3.875 07/01/26 REGS                                                 | CUSIP: F7S98MAF0<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $91982.60     | 0.02%             | 2026-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                  | MODULA 4.75 11/30/28 REGS                                                  | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $90105.13     | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 2.26 02/24/25 INBK                                                     | CUSIP: Y6S39BL65<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      9070000 | PA      | $1298660.65   | 0.24%             | 2025-02-24      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 2.56 10/21/23 INBK                                                     | CUSIP: Y6S39BH37<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     16950000 | PA      | $2454818.91   | 0.46%             | 2023-10-21      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 1.2 08/15/25 3Y                                                       | CUSIP: T6052BN46<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       142000 | PA      | $143305.01    | 0.03%             | 2025-08-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR SD8219                                                                  | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       282730 | PA      | $240149.04    | 0.05%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                    | CMCSA 2.937 11/01/56                                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       290000 | PA      | $182067.83    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QE3949                                                                  | CUSIP: 3133BDL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       312293 | PA      | $284711.36    | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                | BPCEGP 0.25 01/14/31                                                       | CUSIP: F1883FTQ3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $400496.35    | 0.08%             | 2031-01-14      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BU8735                                                                  | CUSIP: 3140MAV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       272669 | PA      | $256355.36    | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                 | COLOM 5 06/15/45                                                           | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $136669.85    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 0.375 03/09/26                                                         | CUSIP: D4S46MDR3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        21000 | PA      | $20773.71     | 0.00%             | 2026-03-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                    | OMAN 6.75 01/17/48 REGS                                                    | CUSIP: M75242BH5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       200000 | PA      | $188004.00    | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Pinnacle Bidco Holdings PLC                                                            | PURGYM 6.375 02/15/25 REGS                                                 | CUSIP: G7113BAA5<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |       110000 | PA      | $115905.31    | 0.02%             | 2025-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 0.75 01/15/29 EMTN                                                     | CUSIP: D4S46MHN8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        43000 | PA      | $40251.89     | 0.01%             | 2029-01-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| Assemblin Financing AB (publ)                                                          | ASSEMB F 05/15/25 REGS                                                     | CUSIP: W1R75ZAA4<br>LEI: 254900WNCXRGD8D9R856 | Long             | DBT              | CORP              | SE        |       100000 | PA      | $104980.43    | 0.02%             | 2025-05-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                       | UCGIM V2.2 07/22/27 EMTN                                                   | CUSIP: T9T20LN46<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       300000 | PA      | $291414.94    | 0.05%             | 2027-07-22      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 0 06/15/26 EMTn                                                        | CUSIP: D4S46MLE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        77000 | PA      | $74597.45     | 0.01%             | 2026-06-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                           | CAS 2022-R04 1M2                                                           | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       406000 | PA      | $405052.13    | 0.08%             | 2042-03-25      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QE2363                                                                  | CUSIP: 3133BBTU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       336572 | PA      | $306883.18    | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS V3.125 08/24/30 EMTN                                                | CUSIP: G55365GW7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $417657.93    | 0.08%             | 2030-08-24      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                         | EU 3 03/04/53 MFA                                                          | CUSIP: ZN3784800<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |        23000 | PA      | $23651.77     | 0.00%             | 2053-03-04      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V4.017 10/31/38                                                         | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       170000 | PA      | $141066.54    | 0.03%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR SD8237                                                                  | CUSIP: 3132DWEJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |       293678 | PA      | $276108.09    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                         | EU 2 10/04/27 NGEU                                                         | CUSIP: BZ0030826<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |        91000 | PA      | $93038.67     | 0.02%             | 2027-10-04      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Estonia (Republic of)                                                                  | ESTONI 4 10/12/32                                                          | CUSIP: X2235CAU4<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |        24000 | PA      | $26376.82     | 0.00%             | 2032-10-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR SD8267                                                                  | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       321674 | PA      | $317725.24    | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO V1.875 09/15/81                                                         | CUSIP: U84258AF6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       250000 | PA      | $210074.49    | 0.04%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                   | PANAMA 6.7 01/26/36                                                        | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       200000 | PA      | $209054.21    | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                           | CNALN V5.25 04/10/75                                                       | CUSIP: G2018ZBH3<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $111383.84    | 0.02%             | 2075-04-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 1.875 10/26/29 12y                                                      | CUSIP: 92343VED2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       410000 | PA      | $384336.19    | 0.07%             | 2029-10-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lithuania (Republic of)                                                                | LITHUN 2.125 06/01/32 EMTN                                                 | CUSIP: X3446DCS8<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |        30000 | PA      | $28100.41     | 0.01%             | 2032-06-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V5.015 07/22/33                                                        | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       210000 | PA      | $200671.31    | 0.04%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: —       |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 1.25 06/30/27 EMTN                                                     | CUSIP: BY4820142<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        29000 | PA      | $28780.57     | 0.01%             | 2027-06-30      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QE6925                                                                  | CUSIP: 3133BGVS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       476475 | PA      | $459563.66    | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN FS2485                                                                  | CUSIP: 3140XHXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       220497 | PA      | $208287.88    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN CB3274                                                                  | CUSIP: 3140QNT85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       331948 | PA      | $312603.20    | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                   | PANAMA 6.4 02/14/35                                                        | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       200000 | PA      | $203451.73    | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                 | COLOM 3.875 04/25/27                                                       | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $177683.80    | 0.03%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.272 09/29/25                                                         | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       455000 | PA      | $438958.56    | 0.08%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                  | UKRAIN 9.75 11/01/30 REGS                                                  | CUSIP: X5S005M65<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       250000 | PA      | $51805.00     | 0.01%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                    | GHANA 7.875 02/11/35 REGS                                                  | CUSIP: V71795AW4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       200000 | PA      | $72502.00     | 0.01%             | 2035-02-11      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QE2482                                                                  | CUSIP: 3133BBXK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       454880 | PA      | $414472.68    | 0.08%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN CB3349                                                                  | CUSIP: 3140QNWK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       384699 | PA      | $327182.88    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 5.75 10/12/10 GMTN                                                     | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       100000 | PA      | $84414.04     | 0.02%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPCB Finance VII Limited                                                               | UPCB 3.625 06/15/29 REGS                                                   | CUSIP: G929ZQAA5<br>LEI: 5493006V3WX8F38SQ991 | Long             | DBT              | CORP              | KY        |       100000 | PA      | $95442.18     | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Summit Properties Ltd.                                                                 | SMTPLN 2 01/31/25 REGS                                                     | CUSIP: G85679AA9<br>LEI: 213800KLWIACHRBYR158 | Long             | DBT              | CORP              | GG        |       265000 | PA      | $245325.69    | 0.05%             | 2025-01-31      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                               | CE 4.777 07/19/26                                                          | CUSIP: 15089QAT1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102134.72    | 0.02%             | 2026-07-19      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                         | CSTM 4.25 02/15/26 REGS                                                    | CUSIP: N22035AE4<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       185000 | PA      | $191303.11    | 0.04%             | 2026-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.814 04/23/29                                                         | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       305000 | PA      | $279630.57    | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 1.75 05/25/66                                                         | CUSIP: F43750FD9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        12350 | PA      | $9086.72      | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EG Global Finance PLC                                                                  | EGBLFN 3.625 02/07/24 REGS                                                 | CUSIP: G4003HAC8<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $203667.47    | 0.04%             | 2024-02-07      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                  | UKRAIN 6.75 06/20/28 REGS                                                  | CUSIP: X5S005R37<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       200000 | PA      | $39697.64     | 0.01%             | 2028-06-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                                  | LHAGR 3 05/29/26 EMTN                                                      | CUSIP: D19062BY9<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $96968.22     | 0.02%             | 2026-05-29      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 0 08/15/31 G                                                           | CUSIP: BR2433760<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        66000 | PA      | $57372.01     | 0.01%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2017-C02 2B1                                                           | CUSIP: 30711XGQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       413000 | PA      | $446210.96    | 0.08%             | 2029-09-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Sse PLC                                                                                | SSELN 1.75 04/16/30 EMTN                                                   | CUSIP: G8842PRU8<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $320002.13    | 0.06%             | 2030-04-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| France (Republic Of)                                                                   | FRTR 1.25 05/25/38                                                         | CUSIP: F26348BA3<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        87650 | PA      | $71103.83     | 0.01%             | 2038-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Suez SA                                                                                | SUEZFP 2.875 05/24/34 EMTN                                                 | CUSIP: F9155XNG6<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $181048.86    | 0.03%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                       | FN FM2874                                                                  | CUSIP: 3140X6FQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       250657 | PA      | $224902.38    | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 3.3 08/01/40                                                           | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       120000 | PA      | $82117.82     | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                           | BRAZIL 8.25 01/20/34                                                       | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       100000 | PA      | $112703.16    | 0.02%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                  | UKRAIN F 08/01/41 REGS                                                     | CUSIP: X5S005UN9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       100000 | PA      | $29035.10     | 0.01%             | 2041-08-01      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CPUK Finance Limited                                                                   | CPKLN 6.5 08/28/26                                                         | CUSIP: G2553ZAM4<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |       100000 | PA      | $111428.93    | 0.02%             | 2050-08-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 0.5 01/15/28                                                           | CUSIP: 03027XBE9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       400000 | PA      | $352313.49    | 0.07%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V3.52 10/27/28                                                           | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $183104.90    | 0.03%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SOAF 7.3 04/20/52                                                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       330000 | PA      | $285796.50    | 0.05%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 1.7 08/15/32                                                           | CUSIP: BX3343023<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       208000 | PA      | $207630.95    | 0.04%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R08                                           | CAS 2022-R08 1M1                                                           | CUSIP: 20755DAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       487349 | PA      | $489224.04    | 0.09%             | 2042-07-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating                                                       | Charter Communications Operating Term Loan B-2 175 2027-02-01              | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |       491139 | PA      | $480334.20    | 0.09%             | 2027-02-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corporation                                                                 | MEGCN 7.125 02/01/27 144A                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      1310000 | PA      | $1337752.35   | 0.25%             | 2027-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA8268                                                                  | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       263132 | PA      | $255812.63    | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BV7959                                                                  | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       244490 | PA      | $241488.86    | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maxeda DIY Holding B.V.                                                                | MAXDIY 5.875 10/01/26 REGS                                                 | CUSIP: N5527GAD4<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $75104.92     | 0.01%             | 2026-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Petroleos Mexicanos                                                                    | PEMEX 7.69 01/23/50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       390000 | PA      | $270776.92    | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| European Union                                                                         | EU 2.75 12/04/37 SURE                                                      | CUSIP: ZN7989223<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |        41000 | PA      | $40858.04     | 0.01%             | 2037-12-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 4.875 01/30/32 REGS                                                 | CUSIP: V73789BH7<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       110000 | PA      | $93385.96     | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V2.496 02/13/31 MTN                                                    | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       155000 | PA      | $126677.80    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                  | VW V3.875 PERP .                                                           | CUSIP: N93695TE9<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $178230.79    | 0.03%             | 2049-12-31      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QB1146                                                                  | CUSIP: 3133A7HX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        76727 | PA      | $68089.75     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                  | RGCARE 4.375 02/15/27 144A                                                 | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       230000 | PA      | $194902.00    | 0.04%             | 2027-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Open Text Corp                                                                         | OTEXCN 3.875 02/15/28 144A                                                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $163371.50    | 0.03%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                          | CHEPDE 4.375 01/15/28 REGS                                                 | CUSIP: D1T29ZAC6<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $94391.11     | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbh                                                 | TCHEN 2 07/15/25 REGS                                                      | CUSIP: D8317BAA0<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $197444.51    | 0.04%             | 2025-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V3.109 04/22/51                                                        | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       460000 | PA      | $305833.62    | 0.06%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.                                | ARGID 5.25 08/15/27 144a                                                   | CUSIP: 03969AAR1<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $224872.08    | 0.04%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Samhallsbyggnadsbolaget I Norden AB                                                    | SBBBSS V2.624 PERP *                                                       | CUSIP: W7T8BRDY3<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |       101000 | PA      | $42744.53     | 0.01%             | 2049-12-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: —       |
| Arena Luxembourg Finance S.a r.l.                                                      | EMPARQ 1.875 02/01/28 REGS                                                 | CUSIP: L0245TAD0<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $85756.97     | 0.02%             | 2028-02-01      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                 | ISPIM V5.875 PERP EMTN                                                     | CUSIP: T5R13HX27<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |       970000 | PA      | $838705.98    | 0.16%             | 2049-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Argentina (Republic of)                                                                | ARGENT 1 07/09/29                                                          | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       136957 | PA      | $36719.39     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                | XOM 3.452 04/15/51                                                         | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       220000 | PA      | $166614.90    | 0.03%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Elia Transmission Belgium SA/NV                                                        | ELIATB 0.875 04/28/30 EMTN                                                 | CUSIP: B35657AA1<br>LEI: 549300A3EZXECDLW2V25 | Long             | DBT              | CORP              | BE        |       500000 | PA      | $432731.37    | 0.08%             | 2030-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Skymiles Ip Limited & Delta Air Lines Incorporated                                     | DAL 4.5 10/20/25 144A                                                      | CUSIP: 830867AA5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |       350000 | PA      | $341800.03    | 0.06%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ADT Corp                                                                               | ADT Corp Term Loan B 275 2026-09-01                                        | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |       400790 | PA      | $397784.16    | 0.07%             | 2026-09-01      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| UFC                                                                                    | UFC Term Loan B 300 2026-04-01                                             | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |       105748 | PA      | $104558.01    | 0.02%             | 2026-04-01      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Apcoa Parking Holdings Gmbh                                                            | APPARK 4.625 01/15/27 144A                                                 | CUSIP: BQ4821774<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $92431.01     | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 3.6 06/21/30                                                            | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       300000 | PA      | $253960.14    | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 0 07/31/30 REGS                                                       | CUSIP: P8054QBG7<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        16866 | PA      | $6671.46      | 0.00%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                                 | UBSCM 2018-C13 B                                                           | CUSIP: 90353KBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       270000 | PA      | $240567.48    | 0.05%             | 2051-10-17      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance                                                  | Apollo Commercial Real Estate Finance Term Loan B 275 2026-04-23           | CUSIP: 03768DAB3<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |       491116 | PA      | $472698.97    | 0.09%             | 2026-04-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.85 12/12/26                                                          | CUSIP: Y5325PBX1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     18000000 | PA      | $2704525.55   | 0.51%             | 2026-12-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                  | WFC V5.013 04/04/51 MTN                                                    | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       840000 | PA      | $749543.50    | 0.14%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 2.5 07/31/35 REGS                                                     | CUSIP: P8054QBC6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       638778 | PA      | $296864.44    | 0.06%             | 2035-07-31      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Sec Finance PLC                                                           | VMED 4.25 01/15/30 REGS                                                    | CUSIP: G9372GAZ1<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       450000 | PA      | $424464.44    | 0.08%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                    | EOG 4.375 04/15/30                                                         | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97331.60     | 0.02%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                    | DAL 7.375 01/15/26                                                         | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       330000 | PA      | $337712.10    | 0.06%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Argentina (Republic of)                                                                | ARGENT 1.5 07/09/35                                                        | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1625941 | PA      | $416230.33    | 0.08%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco S.A.U.                                                            | LORCAT 4 09/18/27 REGS                                                     | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       680000 | PA      | $654205.56    | 0.12%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.875 10/17/31 REGS                                                 | CUSIP: V73789BG9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       200000 | PA      | $180165.31    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Company                                                             | MPC 4.7 05/01/25                                                           | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       410000 | PA      | $404397.41    | 0.08%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 0 02/15/31                                                             | CUSIP: D2R8H4FW4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     17140000 | PA      | $15066354.78  | 2.83%             | 2031-02-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 2 04/14/33 REGS                                                     | CUSIP: X7360WBT8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       780000 | PA      | $537246.75    | 0.10%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 5.875 08/15/27 144A                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1228287.20   | 0.23%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ideal Standard International S.A.                                                      | IDEABB 6.375 07/30/26 144A                                                 | CUSIP: BQ6338256<br>LEI: 5299004EW24BCHXOHD09 | Long             | DBT              | CORP              | LU        |       210000 | PA      | $96774.04     | 0.02%             | 2026-07-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                           | SAST 2006-3 A4                                                             | CUSIP: 80556AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $509449.92    | 0.10%             | 2036-11-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.29 05/22/29                                                          | CUSIP: Y5325PAT1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     16500000 | PA      | $2572213.79   | 0.48%             | 2029-05-22      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 3.65 06/01/51                                                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       650000 | PA      | $463960.93    | 0.09%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 7.625 05/29/32 REGS                                                  | CUSIP: M1487WDG7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $148694.60    | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                                         | CSMC 2019-RIO B                                                            | CUSIP: 12597HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1110681 | PA      | $1107945.99   | 0.21%             | 2022-12-15      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | STACR 2020-DNA1 B1                                                         | CUSIP: 35565HBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       770000 | PA      | $727512.36    | 0.14%             | 2050-01-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 5.5 07/31/30 REGS                                                     | CUSIP: P8054QBA0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        69140 | PA      | $44772.88     | 0.01%             | 2030-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN CA5668                                                                  | CUSIP: 3140QDJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       135219 | PA      | $119658.97    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget I Norden AB                                                    | SBBBSS V2.624 PERP *                                                       | CUSIP: W7T8BRDY3<br>LEI: 549300HX9MRFY47AH564 | Long             | DBT              | CORP              | SE        |      1440000 | PA      | $609426.92    | 0.11%             | 2049-12-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: —       |
| Radiology Partners Inc                                                                 | RADPAR 9.25 02/01/28 144A                                                  | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       440000 | PA      | $247690.92    | 0.05%             | 2028-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Adevinta ASA                                                                           | ADEBNO 3 11/15/27 REGS                                                     | CUSIP: R0000VAA0<br>LEI: 529900W8V3YLHRSZH763 | Long             | DBT              | CORP              | NO        |       150000 | PA      | $142604.02    | 0.03%             | 2027-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financing S.a r.l.                                                             | LNCFIN F 04/01/24 REGS                                                     | CUSIP: L6033UAA6<br>LEI: 222100831I4WRVCLV609 | Long             | DBT              | CORP              | LU        |       118000 | PA      | $125839.43    | 0.02%             | 2024-04-01      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Company                                                         | KMI 2.9 03/01/30 144A                                                      | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       340000 | PA      | $286429.98    | 0.05%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                | XOM 3.452 04/15/51                                                         | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       140000 | PA      | $106027.67    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust                                        | SCRT 2020-2 M                                                              | CUSIP: 35563PRE1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      1170000 | PA      | $997495.90    | 0.19%             | 2059-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                        | EQT 5 01/15/29                                                             | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       900000 | PA      | $850670.30    | 0.16%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                               | ACFP V2.625 PERP                                                           | CUSIP: F0R505JV5<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $88840.40     | 0.02%             | 2049-12-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Kapla Holding SAS (Kiloutou)                                                           | KILOTO 3.375 12/15/26 REGS                                                 | CUSIP: F5S23PAA8<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $190883.73    | 0.04%             | 2026-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                              | PRXNA 3.832 02/08/51 REGS                                                  | CUSIP: N7163RAQ6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1020000 | PA      | $624125.34    | 0.12%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 3.4 03/22/41                                                            | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       620000 | PA      | $470679.47    | 0.09%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                      | CI 3.2 03/15/40                                                            | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       160000 | PA      | $122037.11    | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                      | SYY 6.6 04/01/50                                                           | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       152000 | PA      | $167680.17    | 0.03%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RENK GmbH                                                                              | REBECC 5.75 07/15/25 144A                                                  | CUSIP: BK2892838<br>LEI: 894500DAJJ2W78HOJY11 | Long             | DBT              | CORP              | DE        |       860000 | PA      | $866479.55    | 0.16%             | 2025-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Cml Mtg Tr                                                                         | UBSCM 2017-C3 C                                                            | CUSIP: 90276GAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       410000 | PA      | $326344.13    | 0.06%             | 2050-08-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.805 05/01/50                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       610000 | PA      | $571070.04    | 0.11%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 3.625 05/15/30                                                         | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       125000 | PA      | $103713.46    | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRONERI EUR EUR TERM LN                                                                | FRONERI EUR EUR TERM LN                                                    | CUSIP: G3679YAD4<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       380000 | PA      | $380941.06    | 0.07%             | 2027-01-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.597 03/24/51 GMTN                                                    | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       230000 | PA      | $231286.83    | 0.04%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Hungary (Republic Of)                                                                  | REPHUN 1.75 06/05/35                                                       | CUSIP: X93622FQ0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |        19000 | PA      | $13410.83     | 0.00%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DoValue S.p.A.                                                                         | DOBIM 5 08/04/25 REGS                                                      | CUSIP: T3R50BAA6<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |       100000 | PA      | $103426.89    | 0.02%             | 2025-08-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                    | DAL 7 05/01/25 144A                                                        | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |        50000 | PA      | $51184.33     | 0.01%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                    | CNC 4.625 12/15/29                                                         | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1264692.73   | 0.24%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                        | ANTOLN 2.375 10/14/30 144A                                                 | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $241251.48    | 0.05%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Adevinta ASA                                                                           | ADEBNO 3 11/15/27 144A                                                     | CUSIP: BM0153932<br>LEI: 529900W8V3YLHRSZH763 | Long             | DBT              | CORP              | NO        |       540000 | PA      | $513374.47    | 0.10%             | 2027-11-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                           | AVOL 4.25 04/15/26 144A                                                    | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       680000 | PA      | $618252.95    | 0.12%             | 2026-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V1.093 12/09/26 VAR                                                     | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       360000 | PA      | $318459.31    | 0.06%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                              | ECPG 4.875 10/15/25 REGS                                                   | CUSIP: U2915CAA8<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       300000 | PA      | $302464.23    | 0.06%             | 2025-10-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 0.9 04/01/31 11Y                                                      | CUSIP: T6052BXZ6<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        14000 | PA      | $11447.14     | 0.00%             | 2031-04-01      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.48 06/29/27                                                          | CUSIP: Y5325PAE4<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     33000000 | PA      | $4866950.53   | 0.92%             | 2027-06-29      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                        | BANK 2018-BN15 B                                                           | CUSIP: 06036FBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       260000 | PA      | $231590.07    | 0.04%             | 2061-11-17      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2018-C04 2M2                                                           | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       977241 | PA      | $967163.06    | 0.18%             | 2030-12-26      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                                                              | INTRUM 3.5 07/15/26 REGS                                                   | CUSIP: W4998YDH6<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |       395000 | PA      | $357037.89    | 0.07%             | 2026-07-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V3.109 04/22/41                                                        | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       275000 | PA      | $202090.22    | 0.04%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                      | NWG V3.032 11/28/35                                                        | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $148033.21    | 0.03%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | PEMEX 4.75 02/26/29                                                        | CUSIP: P7S08VBV2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $251416.29    | 0.05%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                 | COLOM 5.2 05/15/49                                                         | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $136887.13    | 0.03%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| France (Republic Of)                                                                   | FRTR 0.75 05/25/52                                                         | CUSIP: F43750KX9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |         9396 | PA      | $5412.87      | 0.00%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Altice Luxembourg S.A.                                                                 | SFRFP 8 05/15/27 REGs                                                      | CUSIP: L01801AD8<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $79363.27     | 0.01%             | 2027-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                           | BACR V2.852 05/07/26                                                       | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       380000 | PA      | $353700.14    | 0.07%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V2.956 05/13/31                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       565000 | PA      | $468139.00    | 0.09%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                 | OTEXCN 4.125 02/15/30 144A                                                 | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $241927.77    | 0.05%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 4.2 10/15/50                                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      3480000 | PA      | $2888748.14   | 0.54%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 3.624 05/26/30 REGS                                                 | CUSIP: X7360WBH4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        42000 | PA      | $36908.07     | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO V4 01/15/51 B                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       220000 | PA      | $200750.00    | 0.04%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Rentals, Inc.                                                                   | URI 3.875 02/15/31                                                         | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      1290000 | PA      | $1084303.05   | 0.20%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Medical Response (fka Air Medical Group)                                        | Global Medical Response (fka Air Medical Group) Term Loan B 475 2025-09-13 | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |       351802 | PA      | $248681.75    | 0.05%             | 2025-09-13      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | PEMEX 5.95 01/28/31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |        40000 | PA      | $30362.13     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                         | ATOSTR 1.875 09/26/29 EMTN                                                 | CUSIP: T0R553AG2<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       102000 | PA      | $87007.08     | 0.02%             | 2029-09-26      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Banijay Group SAS                                                                      | BANIJA 6.5 03/01/26 REGS                                                   | CUSIP: F0665DAC5<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |       122000 | PA      | $123570.21    | 0.02%             | 2026-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                   | BGB 0.4 06/22/40 90                                                        | CUSIP: B1121KEJ0<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        40594 | PA      | $26565.12     | 0.00%             | 2040-06-22      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Fox Corporation                                                                        | FOXA 5.576 01/25/49                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       235000 | PA      | $212147.52    | 0.04%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                                                        | CVS 4.125 04/01/40                                                         | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       105000 | PA      | $88250.30     | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN BP1372                                                                  | CUSIP: 3140K8Q20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       120321 | PA      | $106699.44    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                 | GM 6.125 10/01/25                                                          | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       275000 | PA      | $280391.36    | 0.05%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                      | NWG V3.073 05/22/28                                                        | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       545000 | PA      | $488864.34    | 0.09%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 8.875 05/29/50 REGS                                                  | CUSIP: M1487WDF9<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $135924.20    | 0.03%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                 | COLOM 3 01/30/30                                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       100000 | PA      | $76801.55     | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                  | ECUA 1.5 07/31/40 REGS                                                     | CUSIP: P8054QBE2<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |        59020 | PA      | $24306.29     | 0.00%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                             | IPDEBV 5.5 12/01/25 REGS                                                   | CUSIP: N4733RAE1<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       102000 | PA      | $103912.23    | 0.02%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 4 11/13/30                                                               | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       850000 | PA      | $699384.25    | 0.13%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                             | IPDEBV 5.5 12/01/25 144A                                                   | CUSIP: BM5818554<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       560000 | PA      | $570498.50    | 0.11%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | STACR 2020-DNA6 M2                                                         | CUSIP: 35566CAH8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       269993 | PA      | $268277.90    | 0.05%             | 2050-12-27      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 3.1 02/01/25                                                           | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       850000 | PA      | $806114.50    | 0.15%             | 2025-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                   | POLGB 2.75 04/25/28 0428                                                   | CUSIP: X8T024JZ9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5370000 | PA      | $1006731.45   | 0.19%             | 2028-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDOGB 8.25 05/15/29 FR78                                                  | CUSIP: Y6S86ZKJ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  76029000000 | PA      | $5263827.80   | 0.99%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.375 02/29/24                                                           | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        10000 | PA      | $9744.53      | 0.00%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 6.375 04/11/31 REGS                                                  | CUSIP: M1487WCZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1100000 | PA      | $822270.71    | 0.15%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                          | NFLX 6.375 05/15/29                                                        | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      1080000 | PA      | $1113444.78   | 0.21%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                            | ACGB 1.75 06/21/51 162                                                     | CUSIP: Q08184NC5<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      2000000 | PA      | $790548.60    | 0.15%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | STACR 2020-DNA2 M2                                                         | CUSIP: 35565KAH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       313350 | PA      | $312842.48    | 0.06%             | 2050-02-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V4.083 03/20/51 MTN                                                    | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       170000 | PA      | $135001.97    | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.5 02/15/39                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3300000 | PA      | $3121464.84   | 0.59%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 4.25 05/15/39                                                            | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30000 | PA      | $31110.35     | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 6.5 02/28/41 R214                                                     | CUSIP: S69124NG6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     56596000 | PA      | $2084971.16   | 0.39%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.75 02/15/24                                                            | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4760000 | PA      | $4659221.88   | 0.88%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                | XOM 4.327 03/19/50                                                         | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       300000 | PA      | $266337.02    | 0.05%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| Panama (Republic of)                                                                   | PANAMA 4.5 04/01/56                                                        | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1140000 | PA      | $834709.43    | 0.16%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.25 11/15/24                                                            | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20520000 | PA      | $19723246.88  | 3.71%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 11/15/45                                                               | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       660000 | PA      | $547722.65    | 0.10%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                                    | THYELE 4.375 07/15/27 144A                                                 | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       350000 | PA      | $334349.24    | 0.06%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                    | SUZANO 3.75 01/15/31                                                       | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1450000 | PA      | $1220286.51   | 0.23%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.625 02/15/26                                                           | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6110000 | PA      | $5657955.47   | 1.06%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.25 08/15/46                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       690000 | PA      | $493053.52    | 0.09%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic of)                                                                | ARGENT 0.5 07/09/30                                                        | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       828157 | PA      | $224728.48    | 0.04%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Skymiles Ip Limited & Delta Air Lines Incorporated                                     | DAL 4.75 10/20/28 144A                                                     | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | KY        |      1300000 | PA      | $1225705.64   | 0.23%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.875 11/15/46                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1520000 | PA      | $1229359.37   | 0.23%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash                                                                        | Mister Car Wash Term Loan B 325 2026-05-01                                 | CUSIP: 60646CAF4<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |       119989 | PA      | $118531.94    | 0.02%             | 2026-05-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V1.922 10/24/31 MTN                                                    | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       360000 | PA      | $276164.13    | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 5.5 03/01/30                                                          | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       280000 | PA      | $263873.40    | 0.05%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 3.75 02/01/50                                                           | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       350000 | PA      | $243634.65    | 0.05%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                       | OXY 3.5 08/15/29                                                           | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       280000 | PA      | $249929.48    | 0.05%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Sensata Technologies Inc                                                               | ST 4.375 02/15/30 144A                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       720000 | PA      | $628041.25    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 1.35 04/01/30 11Y                                                     | CUSIP: T6052BUB2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       290000 | PA      | $255122.39    | 0.05%             | 2030-04-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V4 PERP H                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       490000 | PA      | $391363.00    | 0.07%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings                                                                     | Energizer Holdings Term Loan B 225 2027-12-07                              | CUSIP: 29267YAS1<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |       865500 | PA      | $851435.63    | 0.16%             | 2027-12-07      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.5 10/31/24                                                             | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       410000 | PA      | $388739.26    | 0.07%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.25 08/15/31                                                            | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       730000 | PA      | $594123.05    | 0.11%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                                | Asurion First-lien Term Loan B-9 325 2027-07-26                            | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       791960 | PA      | $695443.66    | 0.13%             | 2027-07-26      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Univision Communications                                                               | Univision Communications Term Loan B 325 2026-03-01                        | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |       525884 | PA      | $518653.35    | 0.10%             | 2026-03-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.625 05/15/26                                                           | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       340000 | PA      | $313397.66    | 0.06%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                   | URI 5.25 01/15/30                                                          | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       410000 | PA      | $385955.55    | 0.07%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | CAS 2018-C05 1B1                                                           | CUSIP: 30711XY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       270000 | PA      | $279311.56    | 0.05%             | 2031-01-27      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MEX 2.875 04/08/39                                                         | CUSIP: P6625AAV4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       700000 | PA      | $545651.22    | 0.10%             | 2039-04-08      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                    | SUZANO 5 01/15/30                                                          | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       730000 | PA      | $684758.25    | 0.13%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                   | POLGB 1.75 04/25/32 0432                                                   | CUSIP: X8T0245B7<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     27420000 | PA      | $4114236.02   | 0.77%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.5 09/01/30                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8674.53      | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                           | GD 4.25 04/01/50                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       460000 | PA      | $412164.87    | 0.08%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2 11/15/41                                                               | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        40000 | PA      | $28789.84     | 0.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                   | UKT 4.5 09/07/34                                                           | CUSIP: G4527HPM7<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       160000 | PA      | $205173.34    | 0.04%             | 2034-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Dynamics Corporation                                                           | GD 4.25 04/01/40                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       190000 | PA      | $175220.18    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                 | MCD 4.2 04/01/50 MTN                                                       | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $253090.27    | 0.05%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.875 08/15/40                                                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        20000 | PA      | $19650.39     | 0.00%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 7.75 11/13/42 M                                                      | CUSIP: P4R0C9EK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     76750000 | PA      | $3440585.15   | 0.65%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS 4.25 04/01/50                                                          | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       210000 | PA      | $169392.88    | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NVIDIA Corp.                                                                           | NVDA 3.7 04/01/60                                                          | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       280000 | PA      | $209914.58    | 0.04%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                             | CSMC 2014-USA F                                                            | CUSIP: 12649AAS8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-O            | CORP              | US        |      1610000 | PA      | $818338.05    | 0.15%             | 2037-09-17      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 05/15/47                                                               | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        60000 | PA      | $49544.53     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 4.875 01/30/32 144A                                                 | CUSIP: BM7280605<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       340000 | PA      | $288647.50    | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 2.748 06/14/24 EMTN                                                      | CUSIP: 345397B44<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1360000 | PA      | $1558091.50   | 0.29%             | 2024-06-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                           | T 2.75 08/15/47                                                            | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        90000 | PA      | $70889.06     | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.875 10/31/23                                                           | CUSIP: 9128285K2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2540000 | PA      | $2502099.45   | 0.47%             | 2023-10-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB (publ)                                                          | VERISR 5.25 02/15/29 144A                                                  | CUSIP: BN5128655<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |       240000 | PA      | $206168.68    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                | SMB 2021-A A2B                                                             | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       207692 | PA      | $181813.76    | 0.03%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| UBS Group Funding (Switzerland) AG                                                     | UBS V7 PERP 144A                                                           | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1420000 | PA      | $1400579.17   | 0.26%             | 2049-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Prime Securities Services Borrower, LLC and Prime Finance, Inc.                        | PRSESE 5.25 04/15/24 144A                                                  | CUSIP: 74166MAB2<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       610000 | PA      | $600258.16    | 0.11%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018                                              | NAVSL 2018-EA B                                                            | CUSIP: 63890BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       560000 | PA      | $509699.23    | 0.10%             | 2059-12-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2020-R01 1M2                                                           | CUSIP: 20754CAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       165476 | PA      | $164438.41    | 0.03%             | 2040-01-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Banco Mercantile del Norte SA Grand Cayman Branch                                      | BANORT V7.5 PERP 144A                                                      | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1125000 | PA      | $1032485.91   | 0.19%             | 2049-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                             | RABOBK V3.25 PERP                                                          | CUSIP: N22616AR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $915245.51    | 0.17%             | 2049-12-31      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.5 08/15/30 144A                                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       650000 | PA      | $538466.50    | 0.10%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corporation                                                                      | CI 3.4 03/15/50                                                            | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       260000 | PA      | $186933.84    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                     | PINEFI 3.25 09/30/25 REGS                                                  | CUSIP: G71132AB3<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       840000 | PA      | $939608.11    | 0.18%             | 2025-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2019- R07                                          | CAS 2019-R07 1M2                                                           | CUSIP: 20753WAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        43216 | PA      | $43116.10     | 0.01%             | 2039-10-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 4 03/22/50                                                              | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       720000 | PA      | $571767.06    | 0.11%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V2.522 04/22/31                                                        | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       510000 | PA      | $419684.67    | 0.08%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Peru (Republic of)                                                                     | PERU 2.392 01/23/26                                                        | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1370000 | PA      | $1263317.05   | 0.24%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                  | WFC V3.068 04/30/41                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       220000 | PA      | $157925.22    | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                              | TransDigm Term Loan F 225 2025-12-01                                       | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       781883 | PA      | $773868.86    | 0.15%             | 2025-12-01      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.75 08/15/42                                                            | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        90000 | PA      | $72956.25     | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 4.875 05/01/25                                                          | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       690000 | PA      | $684269.71    | 0.13%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 2.2 07/27/25                                                           | CUSIP: Y5325PCK8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     29500000 | PA      | $4212851.66   | 0.79%             | 2025-07-27      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2 02/15/25                                                               | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        70000 | PA      | $66661.33     | 0.01%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.5 05/15/46                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       590000 | PA      | $444297.66    | 0.08%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IPD 3 B.V.                                                                             | IPDEBV 5.5 12/01/25 REGS                                                   | CUSIP: N4733RAE1<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       180000 | PA      | $183374.52    | 0.03%             | 2025-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                            | WMB 3.25 05/15/30                                                          | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $279266.10    | 0.05%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.125 05/15/48                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        40000 | PA      | $33921.88     | 0.01%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DP World PLC                                                                           | DPWDU 5.625 09/25/48 144A                                                  | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       970000 | PA      | $913278.28    | 0.17%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INEOS Quattro Finance 1 PLC                                                            | STYRO 3.75 07/15/26 144a                                                   | CUSIP: BN6279499<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |       110000 | PA      | $97363.54     | 0.02%             | 2026-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Victoria PLC                                                                           | VCPLN 3.625 08/24/26                                                       | CUSIP: G9344KAC8<br>LEI: 2138002K6ECECHVCQN25 | Long             | DBT              | CORP              | GB        |       410000 | PA      | $361625.05    | 0.07%             | 2026-08-24      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                                                      | EPD 4.8 02/01/49                                                           | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       290000 | PA      | $250273.86    | 0.05%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US Renal Care                                                                          | US Renal Care Term Loan B 500 2026-05-26                                   | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |       294684 | PA      | $166312.04    | 0.03%             | 2026-05-26      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                      | CI 4.8 08/15/38                                                            | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       280000 | PA      | $261840.42    | 0.05%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                                    | DAL 2.9 10/28/24                                                           | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |        30000 | PA      | $28470.25     | 0.01%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.25 05/15/50                                                            | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        50000 | PA      | $27216.80     | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.875 11/15/30                                                           | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8550000 | PA      | $6857367.19   | 1.29%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.5 06/01/41                                                          | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       370000 | PA      | $243643.90    | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.375 05/15/51                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       870000 | PA      | $630393.17    | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SAGB 6.25 03/31/36 R209                                                    | CUSIP: S69124MZ5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2140000 | PA      | $82929.92     | 0.02%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                         | MBONO 7.5 06/03/27 M 20                                                    | CUSIP: P4R086AF1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    151900000 | PA      | $7355026.61   | 1.38%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2 11/15/26                                                               | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       870000 | PA      | $805667.58    | 0.15%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Inst Fds                                                                      | Northern Inst Fds GOVT PTFL                                                | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |        43709 | NS      | $43709.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.375 11/15/48                                                           | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       770000 | PA      | $685360.16    | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                       | BCULC 3.875 01/15/28 144A                                                  | CUSIP: 68245XAH2<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |       720000 | PA      | $645660.35    | 0.12%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SOAF 4.85 09/30/29                                                         | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2190000 | PA      | $1960212.06   | 0.37%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming                                                                      | Genesee & Wyoming Term Loan B 200 2026-10-21                               | CUSIP: 55316HAB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |       175500 | PA      | $174809.41    | 0.03%             | 2026-10-21      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                 | MPW 2.55 12/05/23                                                          | CUSIP: 55342UAK0<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       350000 | PA      | $402822.17    | 0.08%             | 2023-12-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Level 3                                                                                | Level 3 Term Loan B 175 2027-03-01                                         | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |       364989 | PA      | $350683.27    | 0.07%             | 2027-03-01      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.375 08/15/50                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3730000 | PA      | $2095575.19   | 0.39%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 1.75 08/15/41                                                            | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       650000 | PA      | $448436.52    | 0.08%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.375 11/15/31                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       550000 | PA      | $449324.22    | 0.08%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.25 11/30/26                                                            | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $179742.19    | 0.03%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3 05/15/45                                                               | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        30000 | PA      | $24931.64     | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Guidestone Fds                                                                         | Guidestone Fds MONEY MKT INSTL                                             | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     19595303 | NS      | $19595302.54  | 3.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                                                            | Berry Corp. COM USD0.01                                                    | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2492 | NS      | $19936.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Broadcasting                                                                   | Nexstar Broadcasting Term Loan B-4 (Incremental) 275 2026-06-04            | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |        67314 | PA      | $66884.46     | 0.01%             | 2026-06-04      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                                  | SPB 5 10/01/29 144A                                                        | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        90000 | PA      | $78035.06     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                             | SOAF 5.75 09/30/49                                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      2420000 | PA      | $1787973.44   | 0.34%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.875 05/15/32                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2850000 | PA      | $2636250.00   | 0.50%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.875 05/15/43                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1590000 | PA      | $1308520.31   | 0.25%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DP World PLC                                                                           | DPWDU 5.625 09/25/48 REGS                                                  | CUSIP: M28505AC5<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |       600000 | PA      | $564914.40    | 0.11%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick CMS                                                                           | Sedgwick CMS First-lien Term Loan 325 2025-10-24                           | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |       252141 | PA      | $245679.96    | 0.05%             | 2025-10-24      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                          | PETBRA 6.9 03/19/49                                                        | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       880000 | PA      | $790453.22    | 0.15%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.375 11/30/25                                                           | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21280000 | PA      | $19055575.00  | 3.58%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                     | COP 6.5 02/01/39                                                           | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |        10000 | PA      | $11345.59     | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Braskem America Finance Company                                                        | BRASKM 7.125 07/22/41 REGS                                                 | CUSIP: U1065PAA9<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |      2440000 | PA      | $2316027.21   | 0.44%             | 2041-07-22      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Tesouro Nacional                                                            | BNTNF 10 01/01/25 NTNF                                                     | CUSIP: P8T60MDK6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     17030000 | PA      | $3081702.66   | 0.58%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                                  | SPB 5.75 07/15/25                                                          | CUSIP: 84762LAU9<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34655.92     | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico              | BBVASM V5.125 01/18/33 144A                                                | CUSIP: 05533UAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       630000 | PA      | $566574.54    | 0.11%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COM FRN                                                              | J.P. MORGAN CHASE COM FRN                                                  | CUSIP: 46650BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $15.00        | 0.00%             | 2035-06-15      | Floating      | 12.83%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V7 PERP 144A                                                           | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $283803.99    | 0.05%             | 2049-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Mortgage Asset Trust 2006-1                                                      | BMAT 2006-1A M1                                                            | CUSIP: 105667AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       629580 | PA      | $534869.68    | 0.10%             | 2036-07-25      | Floating      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                                            | WMB 4.45 08/01/42                                                          | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       750000 | PA      | $643311.54    | 0.12%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                          | PETBRA 6.25 03/17/24                                                       | CUSIP: 71647NAM1<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       780000 | PA      | $784060.17    | 0.15%             | 2024-03-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                  | WFC V5.875 PERP U                                                          | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       170000 | PA      | $164908.50    | 0.03%             | 2049-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                    | SUZANO 5.75 07/14/26 144A                                                  | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |       370000 | PA      | $371503.67    | 0.07%             | 2026-07-14      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                             | AALLN 4.75 04/10/27 144A                                                   | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $193765.04    | 0.04%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                   | VIKCRU 5.875 09/15/27 144A                                                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |        90000 | PA      | $73507.00     | 0.01%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Impac Sec Asst Cp                                                                      | IMSA 2006-2 2M3                                                            | CUSIP: 45256VAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        60599 | PA      | $60465.21     | 0.01%             | 2036-08-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 5.75 04/01/48                                                         | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       890000 | PA      | $737412.31    | 0.14%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                                | Asurion Term Loan B-7 300 2024-11-01                                       | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |       513899 | PA      | $500408.92    | 0.09%             | 2024-11-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                 | CS V7.5 PERP 144a                                                          | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       330000 | PA      | $264534.49    | 0.05%             | 2049-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 2.9 12/04/26 GBP                                                         | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1842102.11   | 0.35%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 4.15 12/04/27                                                          | CUSIP: Y5325PCD4<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13000000 | PA      | $1987502.71   | 0.37%             | 2027-12-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                           | WMB 7.5 01/15/31 A                                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |        40000 | PA      | $44035.02     | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 7.75 01/15/32 GMTN                                                     | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       560000 | PA      | $631894.08    | 0.12%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Sprint Capital Corporation                                                             | S 8.75 03/15/32                                                            | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       550000 | PA      | $655795.25    | 0.12%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKEY 4.875 04/16/43                                                      | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       500000 | PA      | $326796.50    | 0.06%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFCA HOME EQUITY INVE VAR                                                              | PFCA HOME EQUITY INVE VAR                                                  | CUSIP: 717060AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       329258 | PA      | $303699.16    | 0.06%             | 2035-01-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                 | OCPMR 5.625 04/25/24 144A                                                  | CUSIP: 67091TAA3<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       350000 | PA      | $350895.65    | 0.07%             | 2024-04-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust 2005-1                                              | NCHET 2003-6 M1                                                            | CUSIP: 64352VFD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       194917 | PA      | $189557.69    | 0.04%             | 2034-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.75 07/01/26                                                         | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1174877.00   | 0.22%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 6.484 10/23/45                                                        | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       210000 | PA      | $191083.95    | 0.04%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                       | PAMPAR 7.5 01/24/27 144A                                                   | CUSIP: 697660AA6<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |       750000 | PA      | $688125.83    | 0.13%             | 2027-01-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | STACR 2017-DNA1 B1                                                         | CUSIP: 3137G0MX4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       760000 | PA      | $810897.96    | 0.15%             | 2029-07-25      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                          | NGERIA 7.625 11/28/47 144A                                                 | CUSIP: 65412JAB9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       940000 | PA      | $608776.90    | 0.11%             | 2047-11-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.25 03/22/30 REGS                                                  | CUSIP: V73789BE4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       310000 | PA      | $281535.97    | 0.05%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V5.875 PERP FF                                                         | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       900000 | PA      | $793719.00    | 0.15%             | 2049-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fidelity & Guaranty Life Holdings, Inc.                                                | FNF 5.5 05/01/25 144A                                                      | CUSIP: 315786AC7<br>LEI: 549300WCR5QBFH98VZ75 | Long             | DBT              | CORP              | US        |       430000 | PA      | $424416.96    | 0.08%             | 2025-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| China (People's Republic Of)                                                           | CGB 3.6 05/21/30                                                           | CUSIP: Y5325PBE3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      7000000 | PA      | $1053034.38   | 0.20%             | 2030-05-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Company                                                            | KMI 8.375 06/15/32 *                                                       | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $56891.31     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Regency Energy Partners LP/Regency Energy Finance Corp.                                | ET 4.5 11/01/23                                                            | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $496463.59    | 0.09%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                   | PANAMA 6.7 01/26/36                                                        | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |         2000 | PA      | $2090.54      | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 5.25 01/17/42 REGS                                                   | CUSIP: Y20721BB4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       370000 | PA      | $364685.90    | 0.07%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Transportadora de Gas del Peru S.A.                                                    | TGPERU 4.25 04/30/28 144A                                                  | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |      1670000 | PA      | $1570432.80   | 0.30%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 4.9 06/01/44                                                           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       270000 | PA      | $200692.44    | 0.04%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp S A B De Cv                                                         | ORBIA 5.875 09/17/44 144A                                                  | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      1100000 | PA      | $955601.88    | 0.18%             | 2044-09-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V7.375 PERP 144a                                                       | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       740000 | PA      | $732209.64    | 0.14%             | 2049-12-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                                      | GLENLN 6 11/15/41 REGS                                                     | CUSIP: C98874AJ6<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       340000 | PA      | $323271.08    | 0.06%             | 2041-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Tesouro Nacional                                                            | BNTNF 10 01/01/27 NTNF                                                     | CUSIP: P8T60MXG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      8227000 | PA      | $1430841.84   | 0.27%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust                                        | SCRT 2017-2 M1                                                             | CUSIP: 35563PBH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       386143 | PA      | $377012.85    | 0.07%             | 2056-08-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corporation                                                                     | LEN 4.75 11/29/27                                                          | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       720000 | PA      | $695011.01    | 0.13%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 5.5 08/15/48                                                           | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       830000 | PA      | $691379.63    | 0.13%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viking Ocean Cruises Ship Vii Limited                                                  | VIKCRU 5.625 02/15/29 144A                                                 | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       900000 | PA      | $725670.00    | 0.14%             | 2029-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                  | VALEBZ 6.875 11/21/36                                                      | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       900000 | PA      | $952144.20    | 0.18%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 6 PLC                                                           | TSCOPR 5.4111 07/13/44                                                     | CUSIP: G87661AA5<br>LEI: 213800FORYFOB97FHO66 | Long             | ABS-O            | CORP              | GB        |       374867 | PA      | $408924.76    | 0.08%             | 2044-07-13      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                             | RABOBK 5.75 12/01/43                                                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       630000 | PA      | $608475.84    | 0.11%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                      | EPD 5.1 02/15/45                                                           | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       600000 | PA      | $545479.91    | 0.10%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V6.3 PERP M                                                              | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       690000 | PA      | $653430.00    | 0.12%             | 2049-12-31      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                           | WMB 5.75 06/24/44                                                          | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       320000 | PA      | $308178.86    | 0.06%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V6.375 PERP                                                           | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $388180.89    | 0.07%             | 2049-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Ghana (Republic of)                                                                    | GHANA 10.75 10/14/30 144A                                                  | CUSIP: 374422AD5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       340000 | PA      | $240468.40    | 0.05%             | 2030-10-14      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                  | GILD 4 09/01/36                                                            | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       670000 | PA      | $595807.05    | 0.11%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                           | HLT 4.875 04/01/27                                                         | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |       520000 | PA      | $495844.89    | 0.09%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                           | AVOL 4.5 03/15/23 144A                                                     | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       190000 | PA      | $189545.32    | 0.04%             | 2023-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                          | F 3.815 11/02/27                                                           | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       400000 | PA      | $353160.00    | 0.07%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Voc Escrow Ltd                                                                         | VIKCRU 5 02/15/28 144A                                                     | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       280000 | PA      | $241270.40    | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 6.5 03/01/24 144A                                                     | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $293925.00    | 0.06%             | 2024-03-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                       | AMZN 3.875 08/22/37                                                        | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       620000 | PA      | $555582.78    | 0.10%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 8.5 01/31/27 144A                                                    | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $26329.00     | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                            | GSMS 2018-SRP5 C                                                           | CUSIP: 36255TAL6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |      1446974 | PA      | $595315.79    | 0.11%             | 2031-09-15      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic of)                                                                     | PERU 6.55 03/14/37                                                         | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       640000 | PA      | $675105.04    | 0.13%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital II                                                               | GS V0 PERP _                                                               | CUSIP: 381427AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40000 | PA      | $30253.60     | 0.01%             | 2049-12-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| J P Morgan Chase Commercial Mortgage Securities Trust 2007-Ldp12                       | JPMCC 2007-LD12 AJ                                                         | CUSIP: 46632HAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         2351 | PA      | $2096.28      | 0.00%             | 2051-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream, LLC                                                                     | DCP 6.75 09/15/37                                                          | CUSIP: 23311RAA4<br>LEI: VQOHU6HCVU6YY1KUKU03 | Long             | DBT              | CORP              | US        |       500000 | PA      | $507326.68    | 0.10%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDOGB 7 05/15/27 FR59                                                     | CUSIP: Y39814HA2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  48282000000 | PA      | $3183102.11   | 0.60%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 5.25 01/17/42 144A                                                   | CUSIP: 455780BJ4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1940000 | PA      | $1912136.91   | 0.36%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                           | BNTNF 10 01/01/23 NTNF                                                     | CUSIP: P8T63WAA6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     14363000 | PA      | $2716847.29   | 0.51%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V6.125 PERP U                                                          | CUSIP: 46625HJW1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       190000 | PA      | $185579.99    | 0.03%             | 2049-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                 | OCPMR 4.5 10/22/25 144A                                                    | CUSIP: 67091TAC9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       320000 | PA      | $313261.44    | 0.06%             | 2025-10-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS 5.15 05/22/45                                                           | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       580000 | PA      | $526904.58    | 0.10%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                                       | HBI 4.625 05/15/24 144A                                                    | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       110000 | PA      | $106717.34    | 0.02%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                      | PETRPE 5.625 06/19/47 144A                                                 | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |       550000 | PA      | $360703.75    | 0.07%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                          | NGERIA 7.143 02/23/30 144A                                                 | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       440000 | PA      | $338516.20    | 0.06%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                       | AMZN 4.25 08/22/57                                                         | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       190000 | PA      | $164819.74    | 0.03%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                                       | NGPLCO 7.768 12/15/37 144A                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |       200000 | PA      | $209855.48    | 0.04%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                          | PETBRA 6.875 01/20/40                                                      | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |        80000 | PA      | $76078.06     | 0.01%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.75 12/31/32 144A                                                  | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       307203 | PA      | $291322.19    | 0.05%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                         | ECOPET 5.875 09/18/23                                                      | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       140000 | PA      | $139259.98    | 0.03%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                 | COLOM 5.625 02/26/44                                                       | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3170000 | PA      | $2339731.76   | 0.44%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 1 08/15/24                                                             | CUSIP: D206582G0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      3140000 | PA      | $3281145.75   | 0.62%             | 2024-08-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                        | S 7.875 09/15/23                                                           | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |       490000 | PA      | $497989.45    | 0.09%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                   | PANAMA 3.75 03/16/25                                                       | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       860000 | PA      | $833023.90    | 0.16%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                   | TURKEY 6 03/25/27                                                          | CUSIP: 900123CL2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1570000 | PA      | $1438510.93   | 0.27%             | 2027-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd.                                                           | AVOL 5.5 02/15/24 144A                                                     | CUSIP: 70014LAB6<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |       830000 | PA      | $819796.49    | 0.15%             | 2024-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 7.5 04/01/25 144A                                                     | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       350000 | PA      | $341390.08    | 0.06%             | 2025-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Corporacion Nacional del Cobre de Chile                                                | CDEL 3.625 08/01/27 144A                                                   | CUSIP: 21987BAW8<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       220000 | PA      | $206876.75    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                     | TIGO 5.125 01/15/28 144A                                                   | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       540000 | PA      | $503088.11    | 0.09%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.375 09/01/26                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        18000 | PA      | $17840.29     | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                            | SCCO 5.25 11/08/42                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |       870000 | PA      | $831837.52    | 0.16%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                         | CME 5.3 09/15/43                                                           | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |       620000 | PA      | $649585.90    | 0.12%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.375 02/01/25                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |        20000 | PA      | $20007.14     | 0.00%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.95 PERP P                                                             | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91500.00     | 0.02%             | 2049-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                                       | HBI 4.875 05/15/26 144A                                                    | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       560000 | PA      | $501379.73    | 0.09%             | 2026-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| EQUATE Petrochemical B.V.                                                              | EQPTRC 4.25 11/03/26 144A                                                  | CUSIP: 29441WAC9<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |       380000 | PA      | $364263.44    | 0.07%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 2.05 08/01/27 10Y                                                     | CUSIP: T6052BNC8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4190000 | PA      | $4163795.30   | 0.78%             | 2027-08-01      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust                                        | SCRT 2017-2 M2                                                             | CUSIP: 35563PBJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       570000 | PA      | $505401.56    | 0.10%             | 2056-08-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| KazTransGaz JSC                                                                        | KZTGKZ 4.375 09/26/27 144A                                                 | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |       630000 | PA      | $570912.30    | 0.11%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| UPC Holding B.V.                                                                       | UPCB 5.5 01/15/28 144A                                                     | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |       310000 | PA      | $275614.80    | 0.05%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Endeavor Energy Resources LP and EER Finance Inc.                                      | ENDENR 5.75 01/30/28 144A                                                  | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |       230000 | PA      | $221172.64    | 0.04%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 9.25 04/01/26 144A                                                   | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $350789.40    | 0.07%             | 2026-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                       | KZOKZ 5.375 04/24/30 144A                                                  | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       500000 | PA      | $449410.48    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                  | SYNNVX 4.441 04/24/23 144A                                                 | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | NL        |       460000 | PA      | $457992.98    | 0.09%             | 2023-04-24      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA5399                                                                  | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        67125 | PA      | $66077.86     | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INEOS 226 LIMITED TL                                                                   | INEOS 226 LIMITED TL                                                       | CUSIP: G4770MAG9<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       450000 | PA      | $453202.60    | 0.09%             | 2026-01-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 6.25 02/15/29 144A                                                   | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |         5000 | PA      | $2415.31      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                  | FCX 4.625 08/01/30                                                         | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9333.10      | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDWC 3.25 02/15/29                                                         | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $21336.63     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                             | UAL 5.875 10/15/27 20-1                                                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110654 | PA      | $109336.38    | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 5.25 02/15/31 144A                                                   | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |        60000 | PA      | $28882.71     | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| FS KKR Capital Corp                                                                    | FSK 3.4 01/15/26                                                           | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |        75000 | PA      | $66660.11     | 0.01%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.125 12/31/22                                                           | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       740000 | PA      | $740000.00    | 0.14%             | 2022-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.125 06/30/23                                                           | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       615000 | PA      | $601369.14    | 0.11%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.25 02/15/52                                                            | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       745000 | PA      | $523362.50    | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-G                                                    | GSMS 2014-GC18 B                                                           | CUSIP: 36252RBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $22937.03     | 0.00%             | 2047-01-11      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Tr 2016-C36                                                           | WFCM 2016-C36 B                                                            | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-O            | CORP              | US        |        25000 | PA      | $20895.56     | 0.00%             | 2059-11-18      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Hldgs Llc / Mileage Plus Intellectual Property Assets Ltd                 | UAL 6.5 06/20/27 144A                                                      | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       337522 | PA      | $336307.30    | 0.06%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM V5.7 PERP C                                                             | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        10000 | PA      | $8501.25      | 0.00%             | 2049-12-31      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                                     | BA 2.196 02/04/26                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       280000 | PA      | $254984.07    | 0.05%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 2.875 05/15/52                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       360000 | PA      | $291262.50    | 0.05%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| El Paso Energy Capital Trust I                                                         | El Paso Energy Capital Trust I 4.75% CNV PRF 31/3/28 USD50                 | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         2799 | PA      | $126064.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Wells Fargo & Company                                                                  | Wells Fargo & Company 7.5% PERP CONV CL 'A' SRS L                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |           69 | PA      | $81765.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Owl Rock Capital Corporation                                                           | ORCC 4.25 01/15/26                                                         | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       265000 | PA      | $243807.36    | 0.05%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                       | OXY 6.125 01/01/31                                                         | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |         5000 | PA      | $5055.57      | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                   | CEMEX 3.875 07/11/31 144A                                                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       400000 | PA      | $339806.00    | 0.06%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Hilton Domestic Operating Co Inc.                                                      | HLT 3.625 02/15/32 144A                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |        75000 | PA      | $60193.50     | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                                          | VOLCAN 4.375 02/11/26 144A                                                 | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |        20000 | PA      | $17274.17     | 0.00%             | 2026-02-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.125 02/28/23                                                           | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1795000 | PA      | $1783039.76   | 0.34%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Wf-Rbs Commercial Mtg Tst 2012-C7                                                      | WFRBS 2012-C7 C                                                            | CUSIP: 92936TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        33078 | PA      | $23965.05     | 0.00%             | 2045-06-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                        | T-Mobile US Inc COM USD0.00001                                             | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         1790 | NS      | $250600.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                        | IEP 5.25 05/15/27                                                          | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4589.00      | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                      | EXPE 3.25 02/15/30                                                         | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |        15000 | PA      | $12789.17     | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 2.8 04/01/31                                                          | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       255000 | PA      | $199694.93    | 0.04%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                     | BA 5.15 05/01/30                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4903.87      | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 2.3 02/01/32                                                          | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       205000 | PA      | $151938.79    | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                                               | PRPM 2021-1 A1                                                             | CUSIP: 693577AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        80575 | PA      | $75788.30     | 0.01%             | 2026-01-25      | Floating      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Altice USA Inc.                                                                        | Altice USA Inc. COM USD0.01 CL A                                           | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |        16976 | NS      | $78089.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                                                             | BHF 5.625 05/15/30                                                         | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       375000 | PA      | $358499.99    | 0.07%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corporation                                                       | OXY 8.875 07/15/30                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        10000 | PA      | $11306.85     | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 4.15 11/15/30                                                         | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        60000 | PA      | $53985.41     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.625 03/01/29 REGS                                                  | CUSIP: U7468CAA8<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       130000 | PA      | $103232.75    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Centene Corporation                                                                    | CNC 3 10/15/30                                                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        25000 | PA      | $20550.11     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                            | CLR 5.75 01/15/31 144A                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |       455000 | PA      | $424579.53    | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL 3.125 12/01/30                                                          | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |        25000 | PA      | $20843.57     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 5.875 03/15/26 144A                                                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |        65000 | PA      | $51303.20     | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 2.6 02/15/33 144A                                                     | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       140000 | PA      | $105897.48    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                       | DB V3.729 01/14/32                                                         | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       201000 | PA      | $148265.52    | 0.03%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                        | TMCL 2021-1A A                                                             | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |        85333 | PA      | $71928.61     | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 01/26/23                                                               | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       505000 | PA      | $503749.61    | 0.09%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                           | T 3.375 08/15/42                                                           | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1335000 | PA      | $1201708.59   | 0.23%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.7 04/01/51                                                          | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        65000 | PA      | $40004.33     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                 | LUV 1.25 05/01/25                                                          | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |       145000 | PA      | $174688.75    | 0.03%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                      | CSCHLD 4.625 12/01/30 144a                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       400000 | PA      | $221904.20    | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                 | TNL 6.625 07/31/26 144A                                                    | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |        10000 | PA      | $9799.82      | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.625 03/01/29 144A                                                  | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |        15000 | PA      | $11911.47     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                             | ACACN 5.25 04/01/29 144A                                                   | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-O            | CORP              | CA        |       393012 | PA      | $372324.53    | 0.07%             | 2030-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                            | AKERBP 4 01/15/31 144A                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |       150000 | PA      | $132416.98    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                    | DTAOT 2020-3A C                                                            | CUSIP: 26253AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       210000 | PA      | $203218.26    | 0.04%             | 2026-06-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 6.875 10/15/27 144A                                                   | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $188056.65    | 0.04%             | 2027-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                            | BHCCN 5 02/15/29 144A                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |         5000 | PA      | $2402.94      | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 5.5 03/01/30                                                          | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4712.03      | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                                | SMB 2021-A A2A2                                                            | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        86538 | PA      | $82893.41     | 0.02%             | 2053-01-15      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 1.5 02/29/24                                                             | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       555000 | PA      | $535260.65    | 0.10%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 02/23/23                                                               | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1305000 | PA      | $1297155.52   | 0.24%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | Bank of America Corporation 7.25% PRF SHS USD1000                          | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |          387 | PA      | $448920.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Fds                                                                         | Guidestone Fds MONEY MKT INSTL                                             | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |       827882 | NS      | $827881.89    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander Mexico SA                                                              | BSMXB 5.375 04/17/25 144A                                                  | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |       580000 | PA      | $575186.00    | 0.11%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp.                                                      | ORTFIN 4.75 12/15/25                                                       | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |       265000 | PA      | $240438.78    | 0.05%             | 2025-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate PLC                                                                          | Clarivate PLC 5.25% MANDATORY CONV PREF SHS SR A                           | CUSIP: G21810208<br>LEI: 549300WDHIIODXFO0R55 | Long             | EP               | CORP              | JE        |         1280 | PA      | $48486.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                           | T 0.5 11/30/23                                                             | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       610000 | PA      | $586912.67    | 0.11%             | 2023-11-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                           | T 2.875 05/15/32                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1250000 | PA      | $1156250.00   | 0.22%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                                          | Clarivate PLC COM NPV                                                      | CUSIP: G21810109<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |           59 | NS      | $492.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                   | EIX 4.95 04/15/25                                                          | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |        35000 | PA      | $34478.00     | 0.01%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 0.9 02/14/27                                                         | CUSIP: Y20721BW8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       120000 | PA      | $113176.97    | 0.02%             | 2027-02-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 3.375 01/28/50 REGS                                                 | CUSIP: X7360WBF8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        84000 | PA      | $52076.43     | 0.01%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                 | CS V2.193 06/05/26 144A                                                    | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       250000 | PA      | $213891.17    | 0.04%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Times China Holdings Limited                                                           | TPHL 6.75 07/08/25                                                         | CUSIP: G8879TAF7<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $34788.55     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                  | WFC V2.572 02/11/31 MTN                                                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       245000 | PA      | $203993.76    | 0.04%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Laboratoire Eimer Selarl                                                               | BIOGRP 5 02/01/29 REGS                                                     | CUSIP: F5540NAA7<br>LEI: 969500TT1QA8ZM7NBE86 | Long             | DBT              | CORP              | FR        |       150000 | PA      | $123240.06    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Quicken Lns Llc/Quicken Lns Co-Issuer Inc                                              | RKTRM 3.875 03/01/31 144A                                                  | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       325000 | PA      | $248835.59    | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 6.25 01/15/28 144A                                                    | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       120000 | PA      | $115385.98    | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.   | CHTR 3.85 04/01/61                                                         | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        30000 | PA      | $17530.38     | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                             | ACGCAP 1.95 01/30/26 144A                                                  | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |        80000 | PA      | $69838.39     | 0.01%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS 0.25 01/26/28 EMTN                                                      | CUSIP: U3823EMT9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       428000 | PA      | $376122.23    | 0.07%             | 2028-01-26      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Lorca Telecom Bondco S.A.U.                                                            | LORCAT 4 09/18/27 144A                                                     | CUSIP: ZO5675913<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       300000 | PA      | $288620.10    | 0.05%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2021-RPL1 TRUST                                                                   | CSMC 2021-RPL1 A1                                                          | CUSIP: 12660KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        68142 | PA      | $64597.19     | 0.01%             | 2060-09-27      | Floating      | 1.67%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 02/02/23                                                               | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1515000 | PA      | $1510199.56   | 0.28%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 03/09/23                                                               | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1320000 | PA      | $1309898.84   | 0.25%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vivion Investments S.a.r.l                                                             | VIVION 3 08/08/24                                                          | CUSIP: L9673UAA5<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |       100000 | PA      | $83714.76     | 0.02%             | 2024-08-08      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                             | FIS 1 12/03/28                                                             | CUSIP: 31620MBM7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       300000 | PA      | $267600.85    | 0.05%             | 2028-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding S.A.S.                                                                   | ILDFP 5.625 10/15/28 REGs                                                  | CUSIP: F507APAC5<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $194872.22    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Dominican Republic                                                                     | DOMREP 6 02/22/33 REGS                                                     | CUSIP: P3579ECN5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       150000 | PA      | $135830.20    | 0.03%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Clarios Global Lp                                                                      | POWSOL 4.375 05/15/26 REGs                                                 | CUSIP: C7S90BAC2<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |       151000 | PA      | $149882.84    | 0.03%             | 2026-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 0 08/15/52                                                             | CUSIP: D14458AU3<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        31700 | PA      | $16996.39     | 0.00%             | 2052-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SLM Student Loan Trust 2006-10                                                         | SLMA 2006-10 A6                                                            | CUSIP: 78443BAG1<br>LEI: 54930051VPU2HCJB6841 | Long             | ABS-O            | USGA              | US        |       101785 | PA      | $95252.22     | 0.02%             | 2044-03-25      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                         | TEVA 4.5 03/01/25                                                          | CUSIP: N8539TAH7<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $154426.61    | 0.03%             | 2025-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                               | KAZAKS 2.375 11/09/28 REGS                                                 | CUSIP: Y7276LDG0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |       300000 | PA      | $290627.19    | 0.05%             | 2028-11-09      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Principality of Andorra                                                                | ANDRRA 1.25 02/23/27 EMTN                                                  | CUSIP: X65482AN5<br>LEI: 549300ZPD490G9UI0A49 | Long             | DBT              | NUSS              | AD        |       100000 | PA      | $96234.82     | 0.02%             | 2027-02-23      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC 1.375 03/26/25 EMTN                                                    | CUSIP: U0662KU66<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       595000 | PA      | $609787.01    | 0.11%             | 2025-03-26      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 6.375 04/11/31 REGS                                                  | CUSIP: M1487WCZ6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       100000 | PA      | $74751.88     | 0.01%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Company                                                                     | DTE 3.4 06/15/29 C                                                         | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |       152000 | PA      | $135728.74    | 0.03%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nordrhein-Westfalen (Land)                                                             | NRW 1.65 02/22/38 EMTN                                                     | CUSIP: D5S07LFK2<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | CORP              | DE        |        11000 | PA      | $9571.42      | 0.00%             | 2038-02-22      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 0.01 05/05/27 EMTN                                                     | CUSIP: D4S475MQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        22000 | PA      | $20729.80     | 0.00%             | 2027-05-05      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FISV 1.625 07/01/30                                                        | CUSIP: 337738AY4<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       290000 | PA      | $257581.28    | 0.05%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                           | TRIVIU 3.75 08/15/26 REGS                                                  | CUSIP: N88808AD7<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $245518.69    | 0.05%             | 2026-08-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                             | NGGLN 0.19 01/20/25                                                        | CUSIP: G6374WDD6<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       154000 | PA      | $154088.11    | 0.03%             | 2025-01-20      | Fixed         | 0.19%                 | Yes           |                  2 | On Loan: No      |
| Israel (State Of)                                                                      | ISRAEL 3.375 01/15/50                                                      | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |       200000 | PA      | $154514.00    | 0.03%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                  | IRISH 0.2 10/18/30                                                         | CUSIP: G4R49GAT0<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |        20000 | PA      | $17400.57     | 0.00%             | 2030-10-18      | Fixed         | 0.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                 | FR QA8311                                                                  | CUSIP: 3133A3GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        70479 | PA      | $63276.87     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic of)                                                                 | COLOM 3 01/30/30                                                           | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       215000 | PA      | $165123.34    | 0.03%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                                | ZIGGO 3.375 02/28/30 REGS                                                  | CUSIP: N9836ZAE8<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $116628.37    | 0.02%             | 2030-02-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | PEMEX 5.95 01/28/31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       100000 | PA      | $75905.32     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Verisure Midholding AB (publ)                                                          | VERISR 5.25 02/15/29 REGS                                                  | CUSIP: W9821JAH4<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |       150000 | PA      | $128855.43    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                                    | THYELE F 07/15/27 REGS                                                     | CUSIP: D8T73WAA7<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       165000 | PA      | $171722.94    | 0.03%             | 2027-07-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V0.5 01/19/30 EMTN                                                     | CUSIP: F1233NHC7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $253582.02    | 0.05%             | 2030-01-19      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 0 04/01/26 5Y                                                         | CUSIP: T6052BZB7<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       163000 | PA      | $155128.97    | 0.03%             | 2026-04-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom-Munksjo Holding 3 Oy                                                          | AHLMUN 3.625 02/04/28 REGS                                                 | CUSIP: X9264JAB0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |       200000 | PA      | $181839.49    | 0.03%             | 2028-02-04      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                 | MU 2.703 04/15/32                                                          | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       235000 | PA      | $177730.17    | 0.03%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                  | FN MA4512                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       280937 | PA      | $239067.94    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                            | VTRS 3.85 06/22/40                                                         | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       305000 | PA      | $206375.30    | 0.04%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA2 M1B                                                        | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      1169000 | PA      | $1138441.46   | 0.21%             | 2042-02-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL 2.3 02/01/25 MTN                                                        | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       360000 | PA      | $335599.79    | 0.06%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.699 01/22/31 GMTN                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       620000 | PA      | $515122.35    | 0.10%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Faurecia SE                                                                            | EOFP 2.625 06/15/25                                                        | CUSIP: F37568DR4<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       132000 | PA      | $129024.02    | 0.02%             | 2025-06-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 1.4 07/30/28                                                          | CUSIP: E8922AFW5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        73000 | PA      | $71243.84     | 0.01%             | 2028-07-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 0 08/01/26 5Y                                                         | CUSIP: T6052BG44<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |        26000 | PA      | $24446.10     | 0.00%             | 2026-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic of)                                                                     | PERU 1.95 11/17/36                                                         | CUSIP: 715638DX7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       100000 | PA      | $73873.69     | 0.01%             | 2036-11-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                             | AER 4.45 10/01/25                                                          | CUSIP: 00774MAG0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $385004.89    | 0.07%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 7.6003 03/01/29 REGS                                                 | CUSIP: M1487WCY9<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       400000 | PA      | $326946.00    | 0.06%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                             | AALLN 3.375 03/11/29 EMTN                                                  | CUSIP: G037626T6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $262439.19    | 0.05%             | 2029-03-11      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                    | PEMEX 7.69 01/23/50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       100000 | PA      | $69429.98     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                            | BAC V2.972 02/04/33                                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       560000 | PA      | $454347.38    | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.625 03/15/32 144A                                                    | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       220000 | PA      | $187393.43    | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                      | CCI 1.05 07/15/26                                                          | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       415000 | PA      | $359515.06    | 0.07%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                  | IRISH 0.55 04/22/41                                                        | CUSIP: G4R49GAY9<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |        36000 | PA      | $24274.87     | 0.00%             | 2041-04-22      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| Mms Usa Investments Inc                                                                | PUBFP 1.75 06/13/31 EMTN                                                   | CUSIP: F627A2AA6<br>LEI: 549300LOC0C0BMC7FX79 | Long             | DBT              | CORP              | US        |       500000 | PA      | $445228.55    | 0.08%             | 2031-06-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Mooney Group S.p.A.                                                                    | MOONEY F 12/17/26 REGS                                                     | CUSIP: T8T75LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |       300000 | PA      | $305278.98    | 0.06%             | 2026-12-17      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                               | EGYPT 7.903 02/21/48 REGS                                                  | CUSIP: M1487WCP8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $127102.00    | 0.02%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                              | IVYCST 5.25 03/22/30 REGS                                                  | CUSIP: V73789BE4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       360000 | PA      | $326944.99    | 0.06%             | 2030-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                         | EPR 3.6 11/15/31                                                           | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       330000 | PA      | $240576.82    | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF 2.875 10/28/31                                                         | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       235000 | PA      | $177306.87    | 0.03%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Softbank Group Corp.                                                                   | SOFTBK 5 04/15/28                                                          | CUSIP: J7596PAV1<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $91307.68     | 0.02%             | 2028-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                       | KZOKZ 5.375 04/24/30 REGS                                                  | CUSIP: Y44709AF3<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       300000 | PA      | $269646.29    | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN 3.8 03/15/32 144A                                                    | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       171000 | PA      | $148646.28    | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2018-C05 1B1                                                           | CUSIP: 30711XY32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       500000 | PA      | $517243.63    | 0.10%             | 2031-01-27      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 0.7 12/20/48 61                                                        | CUSIP: J2S39KS98<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     30000000 | PA      | $189304.89    | 0.04%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 1.125 11/03/28                                                          | CUSIP: 92343VFP4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       290000 | PA      | $282017.29    | 0.05%             | 2028-11-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                | INDON 1.1 03/12/33                                                         | CUSIP: Y39814KP5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       200000 | PA      | $156942.54    | 0.03%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                             | AER 1.75 01/30/26                                                          | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       540000 | PA      | $476259.95    | 0.09%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                         | BNP V2.125 01/23/27 EMTN                                                   | CUSIP: F105CLXK2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $300122.05    | 0.06%             | 2027-01-23      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                      | ADRBID 3.125 02/15/26 REGS                                                 | CUSIP: N9015VAK6<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       100000 | PA      | $86358.56     | 0.02%             | 2026-02-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic of)                                                                     | PERU 1.25 03/11/33                                                         | CUSIP: P87324BR2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       340000 | PA      | $254006.09    | 0.05%             | 2033-03-11      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                      | PETRPE 5.625 06/19/47 144A                                                 | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |       200000 | PA      | $131165.00    | 0.02%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RCS & RDS SA                                                                           | RCSRDS 3.25 02/05/28 REGS                                                  | CUSIP: X70028AA7<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |       100000 | PA      | $85537.52     | 0.02%             | 2028-02-05      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Premier Foods Finance plc                                                              | PFDLN 3.5 10/15/26                                                         | CUSIP: G72186AH5<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $106572.34    | 0.02%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corporation                                                                     | LEN 4.75 11/29/27                                                          | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       325000 | PA      | $313720.25    | 0.06%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BC5671                                                                  | CUSIP: 3140F1JR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        80471 | PA      | $72223.88     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                       | TTMTIN 4.5 01/15/26 REGS                                                   | CUSIP: G5002FAN6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       145000 | PA      | $134093.57    | 0.03%             | 2026-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Motion Bondco Designated Activity Company                                              | MERLLN 4.5 11/15/27 REGs                                                   | CUSIP: G6329EAA1<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |       100000 | PA      | $88221.36     | 0.02%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                       | VEDLN 8.95 03/11/25 REGS                                                   | CUSIP: G9T27HAD6<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $136114.00    | 0.03%             | 2025-03-11      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Slovak (Republic of)                                                                   | SLOVGB 0.375 04/21/36 242                                                  | CUSIP: X5S008DB8<br>LEI: 097900BHFM0000074794 | Long             | DBT              | NUSS              | SK        |        18400 | PA      | $12559.43     | 0.00%             | 2036-04-21      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Wepa Hygieneprodukte GmbH                                                              | WEPAHY 2.875 12/15/27 REGS                                                 | CUSIP: D9596AAD6<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |       108000 | PA      | $94809.23     | 0.02%             | 2027-12-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Schaeffler AG                                                                          | SHAEFF 3.375 10/12/28 EMTN                                                 | CUSIP: D6T0B6DT0<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $186984.08    | 0.04%             | 2028-10-12      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                 | CS V1.25 07/17/25 EMTN                                                     | CUSIP: H3698DAT1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       500000 | PA      | $481152.85    | 0.09%             | 2025-07-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                                | BOAD 5 07/27/27 REGS                                                       | CUSIP: V0956YAB1<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |       200000 | PA      | $188854.00    | 0.04%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                           | CAS 2021-R03 1M2                                                           | CUSIP: 20754AAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1062000 | PA      | $1003204.76   | 0.19%             | 2041-12-26      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                           | CAS 2022-R01 1M2                                                           | CUSIP: 20754LAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       706000 | PA      | $671478.05    | 0.13%             | 2041-12-26      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.7 04/15/48                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       110000 | PA      | $87824.60     | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS 5.05 03/25/48                                                          | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       325000 | PA      | $294853.15    | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                  | SENEGL 4.75 03/13/28 REGS                                                  | CUSIP: V7691DAZ9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |       100000 | PA      | $92674.21     | 0.02%             | 2028-03-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                           | SRILAN 6.75 04/18/28 REGS                                                  | CUSIP: Y8137FAL2<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |       500000 | PA      | $160125.98    | 0.03%             | 2028-04-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                    | GHANA 7.625 05/16/29 REGS                                                  | CUSIP: V71795AM6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       200000 | PA      | $75520.00     | 0.01%             | 2029-05-16      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Mylan Inc                                                                              | VTRS 4.55 04/15/28                                                         | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       245000 | PA      | $227780.41    | 0.04%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V3.352 04/24/25                                                          | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       350000 | PA      | $339291.58    | 0.06%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3746                                                                  | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98829 | PA      | $94022.33     | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                  | ROMANI 3.75 02/07/34 REGS                                                  | CUSIP: X7360WCD2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       258000 | PA      | $207074.65    | 0.04%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                             | RCICN 4.55 03/15/52 144A                                                   | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       165000 | PA      | $128772.22    | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 0.75 03/22/32                                                           | CUSIP: U9221ABU1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       185000 | PA      | $148229.06    | 0.03%             | 2032-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                              | GS V2.615 04/22/32                                                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       240000 | PA      | $192109.64    | 0.04%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                 | CS V3.091 05/14/32 144A                                                    | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |       335000 | PA      | $233159.51    | 0.04%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                         | KFW 0.75 06/28/28 GMTN                                                     | CUSIP: D4S46MHH1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |        61000 | PA      | $57892.20     | 0.01%             | 2028-06-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                  | JGB 0.1 12/20/28 353                                                       | CUSIP: J2S39KS72<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    140000000 | PA      | $1051485.24   | 0.20%             | 2028-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN MA3745                                                                  | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       110989 | PA      | $102856.75    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN CA6291                                                                  | CUSIP: 3140QD7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36734 | PA      | $32494.93     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                  | AL 0.7 02/15/24 MTN                                                        | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       380000 | PA      | $359023.17    | 0.07%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| Bellis Finco PLC                                                                       | ASSDLN 4 02/16/27 REGS                                                     | CUSIP: G30075AA6<br>LEI: 259400ELWH6Z4ICFTD70 | Long             | DBT              | CORP              | GB        |       213000 | PA      | $190491.89    | 0.04%             | 2027-02-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                    | BTPS 0.6 08/01/31 10Y                                                      | CUSIP: T6052BZA9<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      1301000 | PA      | $1020793.16   | 0.19%             | 2031-08-01      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                   | BGB 1.45 06/22/37 84                                                       | CUSIP: B1124GHA2<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        33774 | PA      | $28448.01     | 0.01%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                   | ANGOL 9.375 05/08/48 REGS                                                  | CUSIP: V21735AB7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       400000 | PA      | $318180.00    | 0.06%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                     | VOD 5.25 05/30/48                                                          | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       210000 | PA      | $187110.88    | 0.04%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Thyssenkrupp AG                                                                        | TKAGR 2.875 02/22/24 EMTN                                                  | CUSIP: D8397TYW0<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |       122000 | PA      | $129533.43    | 0.02%             | 2024-02-22      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance PLC                                                                      | INEGRP 2.875 05/01/26 REGS                                                 | CUSIP: G47718AF1<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $231482.15    | 0.04%             | 2026-05-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| IHO Verwaltungs GmbH                                                                   | IHOVER 3.875 05/15/27 REGS                                                 | CUSIP: D4000PAN2<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       215000 | PA      | $195314.05    | 0.04%             | 2027-05-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.25 06/15/49                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       180000 | PA      | $155003.98    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 1 PLC                                                            | STYRO 3.75 07/15/26 REGs                                                   | CUSIP: G4773GAB0<br>LEI: 213800QO23X11QXPVT49 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $88512.30     | 0.02%             | 2026-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                           | OGN 2.875 04/30/28 REGS                                                    | CUSIP: U6835WAC8<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       150000 | PA      | $141096.13    | 0.03%             | 2028-04-30      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                              | PHILIP 1.75 04/28/41                                                       | CUSIP: Y6972FA34<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       200000 | PA      | $147036.59    | 0.03%             | 2041-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                          | DBR 0.5 02/15/28                                                           | CUSIP: D2R8H4DB2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |        48500 | PA      | $47058.82     | 0.01%             | 2028-02-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Eircom Finance Ltd                                                                     | EIRCOM 3.5 05/15/26                                                        | CUSIP: G29529AC1<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |       150000 | PA      | $145383.44    | 0.03%             | 2026-05-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                     | SPGB 0.8 07/30/27                                                          | CUSIP: E8922AJP6<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        26000 | PA      | $25140.93     | 0.00%             | 2027-07-30      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                     | DOMREP 4.875 09/23/32 REGS                                                 | CUSIP: P3579ECH8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       260000 | PA      | $216794.51    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -923085 | NC      | $47007.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -274984 | NC      | $-2416.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -654950 | NC      | $38367.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -817700 | NC      | $67125.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7253511 | NC      | $588905.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -288445 | NC      | $23418.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2955767 | NC      | $221599.92    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -261544 | NC      | $21245.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -96023 | NC      | $8052.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -666434 | NC      | $55380.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -669505 | NC      | $44517.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -658826 | NC      | $44467.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -667810 | NC      | $33922.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -681711 | NC      | $27766.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -683755 | NC      | $11156.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1386570 | NC      | $10547.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -78109 | NC      | $335.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -661335 | NC      | $9056.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -543636 | NC      | $-6547.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7073503 | NC      | $23888.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -261936 | NC      | $5128.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1118404 | NC      | $22818.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -647307 | NC      | $11298.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7825427 | NC      | $157923.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -202723 | NC      | $4091.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -690073 | NC      | $13926.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -90825 | NC      | $771.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -82546 | NC      | $-772.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -678690 | NC      | $-13054.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -660250 | NC      | $-10496.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -671417 | NC      | $-7166.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -671385 | NC      | $-97.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -689247 | NC      | $-6053.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -701206 | NC      | $41.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -691036 | NC      | $5924.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -88337 | NC      | $348.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5113226 | NC      | $351516.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2220385 | NC      | $151476.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -880552 | NC      | $58949.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1565444 | NC      | $108005.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -671185 | NC      | $52710.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2333744 | NC      | $159348.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -647976 | NC      | $54913.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -689508 | NC      | $13464.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -693776 | NC      | $-1208.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -691844 | NC      | $2139.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1016447 | NC      | $4888.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -319366 | NC      | $53172.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -101458 | NC      | $3583.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNY                                                                | CURRENCY CONTRACT - CNY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -79861 | NC      | $243.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -81442 | NC      | $10205.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -90450 | NC      | $11205.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -644986 | NC      | $75599.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -93193 | NC      | $11659.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -853027 | NC      | $105902.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -191491 | NC      | $23871.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -252193 | NC      | $9517.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -695637 | NC      | $5779.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -696654 | NC      | $4215.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3620000 | NC      | $-46803.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -318070 | NC      | $24947.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -946485 | NC      | $71848.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -419160 | NC      | $9611.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -657712 | NC      | $63288.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -219046 | NC      | $21020.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2975645 | NC      | $285101.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21193143 | NC      | $2021318.40   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3855664 | NC      | $367738.06    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -619441 | NC      | $59079.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -343727 | NC      | $32783.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -195767 | NC      | $18618.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -127580 | NC      | $10802.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -552116 | NC      | $52674.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -663145 | NC      | $52415.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -119089915 | NC      | $11361659.22  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -49216664 | NC      | $4700592.80   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12033131 | NC      | $1148009.29   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6071309 | NC      | $579227.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -489429 | NC      | $46535.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -125361 | NC      | $11650.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -80308 | NC      | $6857.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -81959 | NC      | $6706.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -129919 | NC      | $10133.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -661605 | NC      | $46145.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -135143 | NC      | $9498.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -659426 | NC      | $46738.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -671992 | NC      | $35592.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -683404 | NC      | $24138.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -730463 | NC      | $21284.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -690862 | NC      | $14431.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -693113 | NC      | $11033.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -704546 | NC      | $8030.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -688099 | NC      | $10603.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -182026 | NC      | $2895.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -694634 | NC      | $9592.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -699899 | NC      | $-1331.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -80941 | NC      | $642.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -215045 | NC      | $1542.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -338388 | NC      | $3171.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -119375 | NC      | $1288.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -88798 | NC      | $676.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -91250 | NC      | $341.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1066740 | NC      | $5189.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3326721 | NC      | $169937.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -305987 | NC      | $27489.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -295964 | NC      | $26589.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -555432 | NC      | $49373.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -101797 | NC      | $9048.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7918055 | NC      | $712902.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6325290 | NC      | $569498.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -844609 | NC      | $76273.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -410346 | NC      | $36945.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -275336 | NC      | $24864.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -678515 | NC      | $32611.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -90487 | NC      | $-2198.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -86540 | NC      | $-425.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -677772 | NC      | $2546.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1437491 | NC      | $136729.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -80901 | NC      | $16821.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -823453 | NC      | $171613.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -33330 | NC      | $6986.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -658992 | NC      | $4194.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -494421 | NC      | $1478.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -30995649 | NC      | $2898187.66   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4585699 | NC      | $457834.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2277454 | NC      | $226964.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -631887 | NC      | $65152.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4762977 | NC      | $472473.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1580886 | NC      | $157278.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -208460 | NC      | $20739.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -527169 | NC      | $59500.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -97946 | NC      | $12274.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -654891 | NC      | $37190.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -347064 | NC      | $15344.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -698718 | NC      | $18470.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -659258 | NC      | $26427.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -186049 | NC      | $1350.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -98460 | NC      | $2262.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2393372 | NC      | $320842.23    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -255447 | NC      | $29342.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -77576 | NC      | $9866.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4787862 | NC      | $201785.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1171324 | NC      | $16043.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -717102 | NC      | $28543.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1228173 | NC      | $49977.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -319303 | NC      | $12746.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -105641 | NC      | $3793.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100748 | NC      | $2180.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1992975 | NC      | $27531.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3500899 | NC      | $332339.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1399770 | NC      | $124040.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2344925 | NC      | $220373.63    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -492233 | NC      | $18219.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -97538 | NC      | $13726.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2112316 | NC      | $285675.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -315807 | NC      | $42829.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -492066 | NC      | $66025.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4521623 | NC      | $606713.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1931102 | NC      | $258920.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -116927 | NC      | $13204.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -600297 | NC      | $54522.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -186229 | NC      | $13026.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -648375 | NC      | $64528.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -104148 | NC      | $-1619.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -104440 | NC      | $1090.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -94589 | NC      | $-19.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1193183 | NC      | $191284.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -728017 | NC      | $116462.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -730189 | NC      | $114267.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -432523 | NC      | $68151.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -9792 | NC      | $1542.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -663562 | NC      | $3670.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -27837 | NC      | $2233.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3286680 | NC      | $247587.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -685200 | NC      | $53740.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -230124 | NC      | $18848.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -580222 | NC      | $46850.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -655458 | NC      | $7159.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -889845 | NC      | $-11325.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -681335 | NC      | $-12807.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -694472 | NC      | $-525.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                | CURRENCY CONTRACT - TRY                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -581014 | NC      | $46345.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -84000 | NC      | $-324.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -110204629 | NC      | $-106649.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -629506000 | NC      | $-221645.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -441422 | NC      | $-28701.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -18290863 | NC      | $-30258.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -19214000 | NC      | $-552340.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -97605345 | NC      | $-215485.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -69329837875 | NC      | $16265.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3000000 | NC      | $-300215.88   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -97605345 | NC      | $-223016.54   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -682180 | NC      | $-56668.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -468773404 | NC      | $-38308.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -8392714969 | NC      | $6003.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7043193 | NC      | $-62098.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -624 | NC      | $-2.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -42393827 | NC      | $-179007.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1086487 | NC      | $21.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -1956 | NC      | $0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -260299893 | NC      | $-32546.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13838859 | NC      | $-26765.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21738622 | NC      | $-42044.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -433338747 | NC      | $-300910.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2104478 | NC      | $-197969.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2055686 | NC      | $-207223.34   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -398931 | NC      | $-40390.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -137759 | NC      | $-552.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -468164 | NC      | $-44040.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9792632 | NC      | $-71112.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -79959523 | NC      | $-392025.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -705700 | NC      | $-10242.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -938760 | NC      | $-8391.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3082396 | NC      | $-43719.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2550000 | NC      | $-239879.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -3289 | NC      | $-171.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -156881 | NC      | $-11898.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -238984 | NC      | $-17987.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6700671 | NC      | $-668137.04   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -449401079 | NC      | $-311404.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10538726 | NC      | $-41809.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -124156 | NC      | $-11557.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2825301 | NC      | $-143854.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -479635 | NC      | $-47825.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4728156 | NC      | $-23268.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3843360 | NC      | $-357788.12   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -828839997 | NC      | $-574330.60   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3536942 | NC      | $-50378.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3185745 | NC      | $-317656.87   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4205397 | NC      | $-132149.55   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1367637 | NC      | $-135049.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4772900 | NC      | $-334909.64   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -41823645 | NC      | $-375555.18   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9589417 | NC      | $-136586.96   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3400000 | NC      | $-339020.66   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7981506 | NC      | $-57407.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -211021423 | NC      | $-19695585.99 | -3.70%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1068536 | NC      | $-99731.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4028602 | NC      | $-376007.69   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -690782 | NC      | $-10366.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -10990 | NC      | $-21.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3302048 | NC      | $-236142.71   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121403 | NC      | $-5769.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3344367 | NC      | $-301091.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1197393 | NC      | $-12833.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3202190 | NC      | $-288291.67   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1513101 | NC      | $-141485.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7500000 | NC      | $-675221.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11970755 | NC      | $-48522.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -134642 | NC      | $-5166.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -176948 | NC      | $-12229.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -92532433 | NC      | $-64285.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8448773 | NC      | $-75681.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -670223 | NC      | $-45963.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2709876 | NC      | $-79490.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -637224 | NC      | $-2854.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -95723884 | NC      | $-74492.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -547470 | NC      | $-11396.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7748145 | NC      | $-581327.94   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -32957824 | NC      | $-29114.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -112165 | NC      | $-7479.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -723240 | NC      | $-56123.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -124493 | NC      | $-10783.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -133785 | NC      | $-6767.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3244245 | NC      | $-166087.21   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14833194 | NC      | $-750343.23   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6487912 | NC      | $-452255.30   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -450000 | NC      | $-2204.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15900581 | NC      | $-77893.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -7509 | NC      | $-701.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -127625 | NC      | $-11926.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -200000 | NC      | $-18671.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12826676 | NC      | $-1198685.37  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -400000 | NC      | $-39964.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -425145930 | NC      | $-194767.18   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -25886353 | NC      | $-17847.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7847629 | NC      | $-15460.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13165557 | NC      | $-25937.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -24499520 | NC      | $-217119.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5283921 | NC      | $-396743.28   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6321404 | NC      | $-474282.39   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -300000 | NC      | $-9312.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5063942 | NC      | $-157188.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5689475 | NC      | $-176605.11   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21358051 | NC      | $-150289.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13800000 | NC      | $-34481.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -169375 | NC      | $-10224.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -74691 | NC      | $-7364.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -133305 | NC      | $-11729.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6613370 | NC      | $-59188.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -862386 | NC      | $-6875.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -556459 | NC      | $-49006.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1041760 | NC      | $-51970.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -96870 | NC      | $-7880.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -69459 | NC      | $-5274.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -148269 | NC      | $-11917.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -678473 | NC      | $-60241.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -98347397 | NC      | $-94174.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1200000 | NC      | $-98315.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -177362 | NC      | $-12302.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -659094 | NC      | $-43808.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -103070 | NC      | $-4652.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -255288 | NC      | $-14668.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -141044 | NC      | $52.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -873361 | NC      | $-3458.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13448561 | NC      | $-9763.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -144977 | NC      | $-9843.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -151517 | NC      | $-7679.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1096879 | NC      | $-62648.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -244650 | NC      | $-17705.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -65995 | NC      | $-3238.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -153836 | NC      | $-8417.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -135115 | NC      | $-6731.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -36656221 | NC      | $-28237.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1163357 | NC      | $-56498.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -660338 | NC      | $-41125.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -130386 | NC      | $-7659.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -20000000 | NC      | $-13874.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -110632 | NC      | $-7106.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -840000 | NC      | $-2.61        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -113352 | NC      | $-5592.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -77406 | NC      | $-3013.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -648206 | NC      | $-31752.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -659367 | NC      | $-22657.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1200000 | NC      | $-41915.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -157640 | NC      | $2180.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1702762 | NC      | $-111.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -406426 | NC      | $-13212.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -77834 | NC      | $-2492.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -647800 | NC      | $-8150.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -155898121 | NC      | $-4797.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13987901 | NC      | $-5638.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -74538 | NC      | $-2128.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -216129 | NC      | $-3699.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -659181 | NC      | $-18852.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1764075 | NC      | $-36234.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -639919 | NC      | $-12214.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -124015 | NC      | $-3410.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -910247 | NC      | $10082.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -138655 | NC      | $-2692.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -79869 | NC      | $-3184.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9521482 | NC      | $-2024.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -80138 | NC      | $-2492.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -93497908 | NC      | $-36173.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7186205 | NC      | $-4188.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1651412 | NC      | $-223.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -538238 | NC      | $-16280.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -826719 | NC      | $1775.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -180678 | NC      | $-4900.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -117731 | NC      | $629.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -87491 | NC      | $-2999.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1033877 | NC      | $-8161.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -578920 | NC      | $-1830.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1111542 | NC      | $1503.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1019809 | NC      | $423.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -658188 | NC      | $-9628.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -571548 | NC      | $65.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -537419 | NC      | $7033.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -301933 | NC      | $-4687.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9922054 | NC      | $-3564.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -150365 | NC      | $-483.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -115931825 | NC      | $-3074.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -121355 | NC      | $-196.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -581122 | NC      | $9491.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2179103 | NC      | $-669.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -659415 | NC      | $-12638.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -91840 | NC      | $-1745.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2798938 | NC      | $-2657.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -117923 | NC      | $-496.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -825123 | NC      | $-10628.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -660887 | NC      | $-3931.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3635461 | NC      | $1870.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -656390 | NC      | $-3294.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -650881 | NC      | $-3047.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6640279 | NC      | $-161.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -651606 | NC      | $-3759.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1241616 | NC      | $-4506.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -651636 | NC      | $-4519.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1089307 | NC      | $1608.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -76483 | NC      | $-692.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -90670068 | NC      | $-4584.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -603843 | NC      | $-4112.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6524151 | NC      | $-1808.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -100513312 | NC      | $-15379.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |          -77 | NC      | $5.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -633547 | NC      | $45631.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Monetary Market                                                          | FUT. 90DAY EURO CME DEC23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           73 | NC      | $17375825.00  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                     | FUT. 3MO EURO E ICF DEC23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |            2 | NC      | $515930.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange                                                                     | FUT. SGX MINI JGB MAR23                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          134 | NC      | $14852925.94  | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                      | FUT. ME 10Y CDN BND MAR23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           26 | NC      | $2353249.63   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | FUT MAR 23 EURO BUXL BND                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           17 | NC      | $2461050.34   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | FUT MAR 23 EUR FOAT                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | FR        |            1 | NC      | $136268.29    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | MAR 23 EURX MAR 23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           57 | NC      | $6432270.22   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | MAR 23 EUX MAR 23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           -3 | NC      | $-349780.26   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | FUT. EURX EUR-BUND MAR23                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -34 | NC      | $-4838027.52  | -0.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. US 2YR T-NOTE MAR23                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          107 | NC      | $21943359.38  | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. US 2YR T-NOTE MAR23                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            3 | NC      | $615234.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. YR T-NOTES MAR23                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           13 | NC      | $1459859.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. YR T-NOTES MAR23                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -49 | NC      | $-5502546.88  | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. U.S. T-BONDS MAR23                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            3 | NC      | $376031.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. U.S. T-BONDS MAR23                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           13 | NC      | $1629468.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT ULT TNOTE MAR23                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -82 | NC      | $-9699062.50  | -1.82%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT UL T-BONDS MAR23                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -21 | NC      | $-2820562.50  | -0.53%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT UL T-BONDS MAR23                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           74 | NC      | $9939125.00   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT UL T-BONDS MAR23                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           18 | NC      | $2417625.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT 5Y T-NOTE MAR23                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -408 | NC      | $-44035312.50 | -8.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT 5Y T-NOTE MAR23                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            9 | NC      | $971367.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                     | FUT. LIF LONG GILT MAR23                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           11 | NC      | $1328515.26   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | FUT. EURX EUR-BOBL MAR23                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -29 | NC      | $-3593233.26  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                                                                | FUT MAR 23 SFE 10Y T-BOND                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           18 | NC      | $1417710.95   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREXDEU                                                                               | OPT. EURO P 135.5 27/1/23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |            3 | NC      | $10019.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FXO USDMXN CALL 20.2 1701                                                              | FXO USDMXN CALL 20.2 1701                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      5030000 | NC      | $9628.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Inst Fds                                                                      | Northern Inst Fds LIQ ASET PORTF                                           | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      2353922 | NS      | $2353922.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                                                      | Northern Inst Fds LIQ ASET PORTF                                           | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      8172599 | NS      | $8172599.16   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Inst Fds                                                                      | Northern Inst Fds LIQ ASET PORTF                                           | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      3289054 | NS      | $3289053.75   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| IRS_CCP KRW RCV 2.8797% PAY KWCDC3M 11-AUG-2032                                        | IRS_CCP KRW RCV 2.8797% PAY KWCDC3M 11-AUG-2032                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   2048372000 | OU      | $-82915.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 2.3622% PAY KWCDC3M 11-FEB-2032                                        | IRS_CCP KRW RCV 2.3622% PAY KWCDC3M 11-FEB-2032                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |    604702000 | OU      | $-43127.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV 2.3677% PAY KWCDC3M 18-FEB-2032                                        | IRS_CCP KRW RCV 2.3677% PAY KWCDC3M 18-FEB-2032                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   1195630000 | OU      | $-84998.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.EM.38 1% 20271220                                                       | CDS_IX_CCP CDX.EM.38 1% 20271220                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     13587000 | OU      | $794207.70    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20271220                                           | CDS_IX_CCP ITRAXX EUROPE CROSSOV 5% 20271220                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |      9704000 | OU      | $-103685.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Guidestone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer