# EDGAR Filing Document

**Accession Number:** 0000723620
**File Stem:** 0001752724-25-152400
**Filing Date:** 2025-6
**Character Count:** 1049534
**Document Hash:** dce208c53e5e5e7df95c33e6c3075758
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-152400.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-152400

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **CENTRAL INDEX KEY:** 0000723620

**ORGANIZATION NAME:**
- **EIN:** 133179654
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03802
- **FILM NUMBER:** 251067189

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212) 476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEHMAN BROTHERS INCOME FUNDS
- **DATE OF NAME CHANGE:** 20070601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19981105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER & BERMAN INCOME FUNDS
- **DATE OF NAME CHANGE:** 19930701

## Series and Classes Contracts Data

### Neuberger Berman Strategic Income Fund (Series ID: S000007834)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000021324 | Institutional Class | NSTLX           |
| C000044074 | Trust Class         | NSTTX           |
| C000057302 | Class A             | NSTAX           |
| C000057303 | Class C             | NSTCX           |
| C000125076 | Class R6            | NRSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEUBERGER BERMAN INCOME FUNDS

- **b. Investment Company Act file number:** 811-03802

- **c. CIK number of Registrant:** 0000723620

- **d. LEI of Registrant:** 54930087F7MMJ21RIJ90

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

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

- **a. Name of Series:** Neuberger Berman Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000007834

- **c. LEI of Series:** 549300J7BX0YC0GM5Q87

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7943862802.51

**Total Liabilities:** $1840860045.67

**Net Assets:** $6103002756.84

**Delayed Delivery Securities:** $1789589389.98

**Cash Not Reported:** $40706533.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2146147.00000000 | **1-Year:** -58166.00000000 | **5-Year:** -468835.00000000 | **10-Year:** -1579153.00000000 | **30-Year:** -4126775.00000000

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

- **3-Month:** -523491.00000000 | **1-Year:** -68978.00000000 | **5-Year:** -1390505.00000000 | **10-Year:** -497965.00000000 | **30-Year:** -456403.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000057303 | 1.66%                | -0.24%               | 0.09%                |
| Class ID C000057302 | 1.72%                | -0.17%               | 0.15%                |
| Class ID C000021324 | 1.75%                | -0.14%               | 0.18%                |
| Class ID C000044074 | 1.82%                | -0.17%               | 0.05%                |
| Class ID C000125076 | 1.75%                | -0.13%               | 0.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4825201.78             | $79112826.56                               |
| Month 2  | $14380174.55             | $-42463207.48                              |
| Month 3  | $-8912064.68             | $-3005588.48                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SDAL Trust                                                                          | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9192000 | PA      | $9177574.08   | 0.15%             | 2042-04-15      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      245000 | PA      | $235988.36    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1354818 | PA      | $1383222.54   | 0.02%             | 2055-11-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $291472.54    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPCB Finance VII Ltd                                                                | Sunrise HoldCo IV BV                                                             | CUSIP: 000000000<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |     2725000 | PA      | $3010172.92   | 0.05%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1365000 | PA      | $1382702.34   | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3292000 | PA      | $3300976.30   | 0.05%             | 2060-03-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $125853.92    | 0.00%             | 2049-03-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       39000 | PA      | $42050.67     | 0.00%             | 2029-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11675000 | PA      | $11892567.83  | 0.19%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2174638 | PA      | $2207636.47   | 0.04%             | 2039-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1296545 | PA      | $1222676.08   | 0.02%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BUND FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -71 | NC      | $-93164.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | CCPCDX--2I65BRAD4-20300620                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   359295000 | OU      | $15681190.74  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1555000 | PA      | $1615032.33   | 0.03%             | 2028-03-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      605000 | PA      | $627399.94    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      545000 | PA      | $545161.87    | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1384000 | PA      | $1390037.84   | 0.02%             | 2069-10-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| ACQUIRENTE UNICO SPA                                                                | Acquirente Unico SpA                                                             | CUSIP: 000000000<br>LEI: 8156001A076EBE46C757 | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $226698.01    | 0.00%             | 2026-02-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11287942 | PA      | $10701480.83  | 0.18%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3056269.43   | 0.05%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       14000 | PA      | $13679.48     | 0.00%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                   | Republic of Poland Government International Bonds                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       95000 | PA      | $96040.73     | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                                              | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1179544.50   | 0.02%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                                            | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1860000 | PA      | $1841346.06   | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1406160 | PA      | $1469285.05   | 0.02%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     9375000 | PA      | $9511620.84   | 0.16%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2083575.60   | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      610000 | PA      | $542900.00    | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NB Global Monthly Income Fund Ltd                                                   | NB Global Monthly Income Fund Ltd                                                | CUSIP: 000000000<br>LEI: 549300P4FSBHZFALLG04 | Long             | EC               | RF                | GG        |       48204 | NS      | $36938.87     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                            | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1497660.00   | 0.02%             | 2027-05-14      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                                 | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     3202000 | PA      | $3317372.32   | 0.05%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                    | Ambipar Lux Sarl                                                                 | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     2402000 | PA      | $2305409.58   | 0.04%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024 VLT4                                                                  | BX TRUST 2024 VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9937000 | PA      | $9539121.53   | 0.16%             | 2029-07-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3090000 | PA      | $3373229.40   | 0.06%             | 2029-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       24920 | PA      | $12427.60     | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                                 | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |     1630000 | PA      | $1948323.05   | 0.03%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $3321988.02   | 0.05%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      102001 | PA      | $70635.69     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   191690000 | PA      | $178625166.78 | 2.93%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAISSE REFINANCE L'HABIT                                                            | Caisse de Refinancement de l'Habitat SA                                          | CUSIP: 000000000<br>LEI: 969500TVVZM86W7W5I94 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231319.28    | 0.00%             | 2030-01-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                                 | PayPal Holdings Inc                                                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      525000 | PA      | $525071.40    | 0.01%             | 2028-03-06      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                     | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $205838.80    | 0.00%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $15015.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5975000 | PA      | $6463835.07   | 0.11%             | 2043-05-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                            | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     7755000 | PA      | $7589364.83   | 0.12%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      349548 | PA      | $188650.74    | 0.00%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                             | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $225013.00    | 0.00%             | 2029-08-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                                               | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $949827.00    | 0.02%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6157540 | PA      | $6202376.52   | 0.10%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-1 Ltd                                                            | CUSIP: 138920AA1<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |     1125000 | PA      | $1037773.69   | 0.02%             | 2038-04-15      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-496800.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      224000 | PA      | $253651.20    | 0.00%             | 2025-07-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $341704.08    | 0.01%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1483000 | PA      | $1720948.78   | 0.03%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4811145 | PA      | $4873103.39   | 0.08%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     6377236 | PA      | $6342532.77   | 0.10%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWB28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1692744 | PA      | $1479730.05   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                                   | iShares J.P. Morgan USD Emerging Markets Bond ETF                                | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |      207996 | NS      | $18711320.16  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      400000 | PA      | $456338.65    | 0.01%             | 2054-09-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      275215 | PA      | $137725.84    | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CFR7 T-LOCK @ 101.5798 05/27/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     3500000 | OU      | $12772.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257000 | PA      | $217164.33    | 0.00%             | 2053-03-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $25742.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-1                                            | CUSIP: 55376CBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2302000 | PA      | $2323276.47   | 0.04%             | 2056-05-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14793000 | PA      | $15430800.20  | 0.25%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9020000 | PA      | $9183388.55   | 0.15%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2681368 | PA      | $2679792.32   | 0.04%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                            | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |     1398000 | PA      | $1625758.31   | 0.03%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     4758000 | PA      | $5416893.33   | 0.09%             | 2099-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6605871 | PA      | $6494874.93   | 0.11%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-33003.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      655000 | PA      | $619211.39    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-35 Ltd                                                              | CUSIP: 671060AJ0<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $2906359.80   | 0.05%             | 2037-10-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    54600000 | PA      | $2510533.64   | 0.04%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |     3114000 | PA      | $3177914.85   | 0.05%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2495000 | PA      | $2522758.62   | 0.04%             | 2032-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                              | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      310000 | PA      | $293749.23    | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   171300000 | PA      | $167671218.49 | 2.75%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GRDR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2874362 | PA      | $2924598.60   | 0.05%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BU2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      683644 | PA      | $684533.61    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2297.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Federal National Mortgage Association                                            | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     2030000 | PA      | $2236896.75   | 0.04%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4373960.13   | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       45760 | PA      | $41929.93     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                                                               | Techem Verwaltungsgesellschaft 674 mbH                                           | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     1422542 | PA      | $1607498.77   | 0.03%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPW88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4066724 | PA      | $4151905.87   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNKR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1308284 | PA      | $1145463.00   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      580000 | PA      | $588911.12    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      760000 | PA      | $757828.22    | 0.01%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1262079.25   | 0.02%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust 2021-5                                       | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19131833 | PA      | $16402724.82  | 0.27%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Highland Local School District/Medina County                                        | HIGHLAND OH LOCAL SCH DIST                                                       | CUSIP: 430416LM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1478729.71   | 0.02%             | 2049-12-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5299109 | PA      | $5198810.04   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2876001.60   | 0.05%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1626615.91   | 0.03%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1475000 | PA      | $1460510.04   | 0.02%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                           | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1105000 | PA      | $1229814.17   | 0.02%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3951199 | PA      | $4025984.47   | 0.07%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2132000 | PA      | $2154643.12   | 0.04%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      830000 | PA      | $823755.25    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     3920000 | PA      | $3934085.66   | 0.06%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3039000 | PA      | $3075257.70   | 0.05%             | 2057-12-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BUXL 30Y BND JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           7 | NC      | $34067.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7327084 | PA      | $6623426.19   | 0.11%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     1515000 | PA      | $1496276.22   | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                                   | BA Credit Card Trust                                                             | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     2170000 | PA      | $2182237.72   | 0.04%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    11002000 | PA      | $11304555.00  | 0.19%             | 2041-11-25      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4391000 | PA      | $4019687.38   | 0.07%             | 2036-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3542827 | PA      | $2068701.55   | 0.03%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3119820.97   | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-2                                                     | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5731000 | PA      | $5828824.73   | 0.10%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       90000 | PA      | $99644.55     | 0.00%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                              | Calderys Financing LLC                                                           | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |      930000 | PA      | $982585.92    | 0.02%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      917526 | PA      | $914954.46    | 0.01%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15434000 | PA      | $14480923.18  | 0.24%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      287180 | PA      | $143144.87    | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJXZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    70984000 | PA      | $243510.61    | 0.00%             | 2028-10-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   224725000 | PA      | $227963552.43 | 3.74%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      211000 | PA      | $241294.43    | 0.00%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6141000 | PA      | $6178754.25   | 0.10%             | 2039-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                        | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      671000 | PA      | $675848.30    | 0.01%             | 2026-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                               | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4400000 | PA      | $4150821.40   | 0.07%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                                                          | OPEN Trust 2023-AIR                                                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1732952 | PA      | $1731868.94   | 0.03%             | 2040-11-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      255658 | PA      | $251651.33    | 0.00%             | 2031-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     1235000 | PA      | $1086809.10   | 0.02%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1200000 | PA      | $1223274.64   | 0.02%             | 2027-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      880000 | PA      | $920576.80    | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $793280.23    | 0.01%             | 2029-08-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                              | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      100000 | PA      | $112587.22    | 0.00%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                                                | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |     3710000 | PA      | $4202875.40   | 0.07%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7230000 | PA      | $7211925.00   | 0.12%             | 2041-11-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      595752 | PA      | $601815.67    | 0.01%             | 2032-05-17      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                                   | Motion Finco Sarl                                                                | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      195000 | PA      | $184585.17    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2167000 | PA      | $2110001.40   | 0.03%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| City of Atlantic City NJ                                                            | ATLANTIC CITY NJ                                                                 | CUSIP: 048339WE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      695000 | PA      | $696482.92    | 0.01%             | 2026-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1368777.71   | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      370000 | PA      | $338487.11    | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5507000 | PA      | $5842608.70   | 0.10%             | 2044-08-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-1680.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1020338.50   | 0.02%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                            | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | DBT              | NUSS              | ES        |     8000000 | PA      | $10196560.89  | 0.17%             | 2033-02-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6841209 | PA      | $5941348.17   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-59603.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6270000 | PA      | $6269985.89   | 0.10%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     7160000 | PA      | $5780092.58   | 0.09%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1709837.48   | 0.03%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1009236.14   | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1305000 | PA      | $1293875.92   | 0.02%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                                       | Odido Holding BV                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |     2720000 | PA      | $3019526.56   | 0.05%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                               | POSCO                                                                            | CUSIP: 73730EAA1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $199742.10    | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4217000 | PA      | $4227735.22   | 0.07%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2225000 | PA      | $2250031.25   | 0.04%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    18835000 | PA      | $772007.10    | 0.01%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                         | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $197705.86    | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38379TLY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4030889 | PA      | $843414.34    | 0.01%             | 2045-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                        | Calpine Corp                                                                     | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1500549.34   | 0.02%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                            | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     4477000 | PA      | $4456584.75   | 0.07%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      270000 | PA      | $311817.01    | 0.01%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                   | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      380000 | PA      | $370664.48    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1395000 | PA      | $1384265.04   | 0.02%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1893400.16   | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10991891 | PA      | $10789688.20  | 0.18%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                    | WFRBS Commercial Mortgage Trust 2013-C14                                         | CUSIP: 92890PAM6<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |   102868000 | PA      | $1028.68      | 0.00%             | 2046-06-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                               | SBNA Auto Lease Trust 2023-A                                                     | CUSIP: 78436TAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2274 | PA      | $2275.90      | 0.00%             | 2026-04-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                                                 | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      140000 | PA      | $133626.33    | 0.00%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    13314000 | PA      | $13807597.91  | 0.23%             | 2042-02-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                                                  | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |     1190000 | PA      | $1681465.20   | 0.03%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                                                | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      100000 | PA      | $113151.84    | 0.00%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                                                             | Grupo Antolin-Irausa SA                                                          | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $139374.42    | 0.00%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                           | OHIO ST TURNPIKE COMMISSION                                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2230000 | PA      | $1616922.83   | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2137272.40   | 0.04%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                         | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3095329.31   | 0.05%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1347754.19   | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      365000 | PA      | $354552.02    | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      830000 | PA      | $699182.21    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1360000 | PA      | $1338245.10   | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                               | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545000 | PA      | $574262.14    | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                      | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     1263000 | PA      | $1705503.45   | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                            | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $203363.01    | 0.00%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      350633 | PA      | $444870.21    | 0.01%             | 2037-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2024-2                                                 | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93279 | PA      | $93749.99     | 0.00%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                      | Mercedes-Benz Auto Lease Trust 2024-A                                            | CUSIP: 58770JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      282331 | PA      | $282171.62    | 0.00%             | 2027-02-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                            | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2115351.48   | 0.03%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3571000 | PA      | $3512971.25   | 0.06%             | 2036-09-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                                            | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      187556 | PA      | $181027.71    | 0.00%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2166186.87   | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                            | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $192800.00    | 0.00%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      805000 | PA      | $803271.97    | 0.01%             | 2027-02-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1095136.54   | 0.02%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1346006.17   | 0.02%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      967654 | PA      | $970037.37    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       86000 | PA      | $95982.97     | 0.00%             | 2041-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |       60000 | PA      | $67650.90     | 0.00%             | 2039-10-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4340000 | PA      | $4305902.92   | 0.07%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-1076.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4623109 | PA      | $3981897.08   | 0.07%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                            | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      125000 | PA      | $115440.00    | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13877FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $952373.80    | 0.02%             | 2034-04-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-5979.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5189000 | PA      | $5130623.75   | 0.08%             | 2039-12-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6330000 | PA      | $6156288.66   | 0.10%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                     | CUSIP: 591555AG2<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |      240000 | PA      | $202324.80    | 0.00%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ROQUETTE FRERES SA                                                                  | Roquette Freres SA                                                               | CUSIP: 000000000<br>LEI: 969500FO141C5967KC72 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1471378.61   | 0.02%             | 2029-11-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                     | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                       | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2120000 | PA      | $1657114.96   | 0.03%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $103272.18    | 0.00%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      435000 | PA      | $439760.36    | 0.01%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                              | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     3400000 | PA      | $3400000.00   | 0.06%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8407200 | PA      | $9016722.00   | 0.15%             | 2042-07-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    68085000 | PA      | $61439064.51  | 1.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2479397.60   | 0.04%             | 2028-07-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7113209.48   | 0.12%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUXF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2893507 | PA      | $2891211.61   | 0.05%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                               | The Campbell's Company                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     5725000 | PA      | $5770869.39   | 0.09%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      200000 | PA      | $218640.15    | 0.00%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       75000 | PA      | $88633.75     | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                                   | Vibrantz Technologies Inc                                                        | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |      730000 | PA      | $552949.34    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $53702.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                                      | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      920000 | PA      | $1066975.26   | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $207464.00    | 0.00%             | 2030-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XXVIII                                                                | CUSIP: 03767CAE0<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $496967.60    | 0.01%             | 2031-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $188.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KCR2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      274000 | PA      | $273462.41    | 0.00%             | 2030-04-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6350000 | PA      | $6355095.88   | 0.10%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11075000 | PA      | $8080309.26   | 0.13%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1284644.87   | 0.02%             | 2026-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       91000 | PA      | $104135.75    | 0.00%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAC5<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     5516217 | PA      | $5534434.95   | 0.09%             | 2069-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      767000 | PA      | $1018143.85   | 0.02%             | 2078-10-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      566723 | PA      | $562188.91    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                               | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      235000 | PA      | $237603.10    | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4455000 | PA      | $4494961.35   | 0.07%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3424010.02   | 0.06%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1309404.16   | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1829715 | PA      | $1868815.04   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2025-1 Ltd                                                            | CUSIP: 138919AJ4<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $492759.10    | 0.01%             | 2038-04-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                                 | Muthoot Finance Ltd                                                              | CUSIP: 62828L2C6<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198737.96    | 0.00%             | 2028-02-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    10620000 | PA      | $10480135.66  | 0.17%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1835000 | PA      | $1843461.74   | 0.03%             | 2042-04-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2080000 | PA      | $2125175.00   | 0.03%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0FZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1024996 | PA      | $1006477.86   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4255308 | PA      | $4213809.77   | 0.07%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $54328.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5705000 | PA      | $5707627.27   | 0.09%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1170000 | PA      | $1028708.81   | 0.02%             | 2031-03-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3641000 | PA      | $3685102.70   | 0.06%             | 2041-10-10      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      720000 | PA      | $720487.44    | 0.01%             | 2026-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1440000 | PA      | $1423270.37   | 0.02%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2114806 | PA      | $2113813.96   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2020-RR03                             | CUSIP: 3137FQXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61820000 | PA      | $2799852.53   | 0.05%             | 2028-07-27      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $292467.12    | 0.00%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 26460000000 | PA      | $1621258.54   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                    | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7986000 | PA      | $2151766.89   | 0.04%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3061466 | PA      | $3061776.85   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1305728.97   | 0.02%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13514000 | PA      | $13024590.49  | 0.21%             | 2030-03-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                                  | CT Investment GmbH                                                               | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1398892.88   | 0.02%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                 | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4749597.82   | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      955000 | PA      | $955063.99    | 0.02%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CPI Property Group SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1171000 | PA      | $1037195.98   | 0.02%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy XV CLO Ltd                                                                | CUSIP: 36319FAG1<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |     2225000 | PA      | $2206652.21   | 0.04%             | 2030-10-15      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      224000 | PA      | $248641.45    | 0.00%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-194.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1739950.00   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10945000 | PA      | $11871932.05  | 0.19%             | 2042-05-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $2027187.50   | 0.03%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-4449.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                                                             | Periama Holdings LLC/DE                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1065051.25   | 0.02%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2021-III Ltd                                                        | CUSIP: 12564DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1995260.00   | 0.03%             | 2036-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    59020000 | PA      | $8650356.16   | 0.14%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-10695.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2479982 | PA      | $2512778.35   | 0.04%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5387500.00   | 0.09%             | 2042-03-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                             | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5936812.84   | 0.10%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $163088.52    | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2871170.52   | 0.05%             | 2041-08-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2127945.02   | 0.03%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2995192 | PA      | $3034213.18   | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBH7<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |     1730000 | PA      | $1648115.29   | 0.03%             | 2049-11-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2040625 | PA      | $2041262.82   | 0.03%             | 2040-12-09      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Utah Transit Authority                                                              | UTAH ST TRANSIT AUTH SALES TAX REVENUE                                           | CUSIP: 917567FQ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1595953.28   | 0.03%             | 2038-12-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      990000 | PA      | $975554.81    | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3046.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-3                            | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2113625 | PA      | $2122961.37   | 0.03%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAV0<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     8610663 | PA      | $91.27        | 0.00%             | 2057-06-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4380000 | PA      | $4397719.73   | 0.07%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KRCK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6835734 | PA      | $6961164.30   | 0.11%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                            | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      280000 | PA      | $293731.20    | 0.00%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      138000 | PA      | $159671.29    | 0.00%             | 2028-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CK4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $2031559.80   | 0.03%             | 2032-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      405000 | PA      | $401106.41    | 0.01%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                                              | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      217000 | PA      | $216368.88    | 0.00%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      330000 | PA      | $328803.56    | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                              | Trident Energy Finance PLC                                                       | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $188746.06    | 0.00%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAC9<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     1606000 | PA      | $1617159.77   | 0.03%             | 2054-08-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2505000 | PA      | $2527603.72   | 0.04%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       39872 | PA      | $24888.10     | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 36 LTD                                                                        | CUSIP: 74989BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $947277.60    | 0.02%             | 2040-01-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2457732.75   | 0.04%             | 2037-10-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $1709413.19   | 0.03%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3524360 | PA      | $3207775.98   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382HKR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6957974 | PA      | $5299530.08   | 0.09%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-37771.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2649888 | PA      | $2650849.94   | 0.04%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5557000 | PA      | $4848985.96   | 0.08%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK38                                                                  | CUSIP: 06540EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1376000 | PA      | $1108482.90   | 0.02%             | 2064-12-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-9481.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                                                 | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1174819.80   | 0.02%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217810.39    | 0.00%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $990625.00    | 0.02%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1720110 | PA      | $1709774.92   | 0.03%             | 2047-06-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-186520.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2205311.98   | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                                   | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     5605000 | PA      | $5630239.32   | 0.09%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $436632.60    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    12919000 | PA      | $13576747.63  | 0.22%             | 2042-04-25      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3619558.05   | 0.06%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIII CLO Ltd                                                                | CUSIP: 04015YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1700000 | PA      | $1710961.60   | 0.03%             | 2036-10-24      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAU3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $964760.30    | 0.02%             | 2037-07-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2195000 | PA      | $2159763.01   | 0.04%             | 2069-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3948050.80   | 0.06%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                                | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1475666.04   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAB8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $198909.96    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1403332 | PA      | $1396232.59   | 0.02%             | 2037-01-25      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1174333 | PA      | $982311.93    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      268876 | PA      | $272777.87    | 0.00%             | 2030-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-313246.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1178169.25   | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5108813 | PA      | $4868102.53   | 0.08%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                                                     | Cullinan Holdco Scsp                                                             | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |     1140000 | PA      | $1107159.73   | 0.02%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3049556 | PA      | $3065874.01   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                                           | Wellington Management Clo 3 Ltd                                                  | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |     1750000 | PA      | $1742300.00   | 0.03%             | 2037-07-18      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2646794 | PA      | $2132064.08   | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CRED MUTUEL HOME LOAN SF                                                            | Credit Mutuel Home Loan SFH SA                                                   | CUSIP: 000000000<br>LEI: 9695009KQA7MMTQL8E07 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114679.51    | 0.00%             | 2027-12-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3715297.15   | 0.06%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                             | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1142052.09   | 0.02%             | 2028-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3987506.05   | 0.07%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                   | EOG Resources Inc                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3532353.02   | 0.06%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1015000 | PA      | $924121.48    | 0.02%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1222000 | PA      | $1221618.13   | 0.02%             | 2041-05-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                            | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                             | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |     1513000 | PA      | $2166372.44   | 0.04%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4840000 | PA      | $4573628.18   | 0.07%             | 2027-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1300000 | PA      | $1301238.90   | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                            | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     6294000 | PA      | $5901339.75   | 0.10%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      830000 | PA      | $766481.51    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1123487 | PA      | $1124549.85   | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-2                                 | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377424 | PA      | $378290.56    | 0.01%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRHN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2917989 | PA      | $2867402.76   | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     5315000 | PA      | $5308782.51   | 0.09%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XVI Ltd                                                             | CUSIP: 89642DAJ7<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1501815.60   | 0.02%             | 2034-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     4788000 | PA      | $4768848.00   | 0.08%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15520936 | PA      | $15390561.40  | 0.25%             | 2054-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3519580 | PA      | $3522501.56   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                  | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      233333 | PA      | $241243.33    | 0.00%             | 2027-04-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| KIER GROUP PLC                                                                      | Kier Group PLC                                                                   | CUSIP: 000000000<br>LEI: 2138002RKCU2OM4Y7O48 | Long             | DBT              | CORP              | GB        |      879000 | PA      | $1217641.01   | 0.02%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                                                     | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      335000 | PA      | $290850.85    | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8722000 | PA      | $8608618.36   | 0.14%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                          | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |      600000 | PA      | $606000.00    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1605000 | PA      | $1638416.60   | 0.03%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      885000 | PA      | $946237.58    | 0.02%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3834507 | PA      | $3775174.58   | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1148774.71   | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $4287276.00   | 0.07%             | 2042-02-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                                                         | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $948377.81    | 0.02%             | 2027-07-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                                     | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |     1257000 | PA      | $1501315.92   | 0.02%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |      850000 | PA      | $845232.86    | 0.01%             | 2030-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1880539.17   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                      | Mastercard Inc                                                                   | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      265000 | PA      | $264390.62    | 0.00%             | 2028-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                         | Walmart Inc                                                                      | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      615000 | PA      | $615916.35    | 0.01%             | 2027-04-28      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                       | 1988 CLO 1 Ltd                                                                   | CUSIP: 653938AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2928365.40   | 0.05%             | 2039-10-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      720000 | PA      | $739366.65    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                                       | Trillium Credit Card Trust II                                                    | CUSIP: 89621ABZ1<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |      275000 | PA      | $275382.94    | 0.00%             | 2028-12-26      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      171000 | PA      | $194229.58    | 0.00%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                     | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      510000 | PA      | $529431.00    | 0.01%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                    | Movida Europe SA                                                                 | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |     1163000 | PA      | $1024068.60   | 0.02%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2155000 | PA      | $2107805.50   | 0.03%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                                                        | SPX FLOW Inc                                                                     | CUSIP: 758071AA2<br>LEI: 5493003YXEKRBINIEM78 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1789755.58   | 0.03%             | 2030-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                        | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      750955 | PA      | $851782.63    | 0.01%             | 2029-12-31      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1215000 | PA      | $814208.44    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23350200 | PA      | $22729554.01  | 0.37%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                            | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $211000.00    | 0.00%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1495.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                             | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $640703.76    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-1741.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                           | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1625000 | PA      | $1655122.02   | 0.03%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $4641.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9110000 | PA      | $8539273.62   | 0.14%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700442 | PA      | $699399.02    | 0.01%             | 2032-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |     1016278 | PA      | $1015639.09   | 0.02%             | 2069-10-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1155000 | PA      | $1045365.23   | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                       | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     5994916 | PA      | $5876876.10   | 0.10%             | 2029-12-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO III                                                               | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2948693.70   | 0.05%             | 2034-07-20      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      813000 | PA      | $1038571.48   | 0.02%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6445000 | PA      | $6798794.15   | 0.11%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1495467.22   | 0.02%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                                 | ASSURANT CLO II LTD                                                              | CUSIP: 04623TAG0<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249094.10    | 0.00%             | 2031-04-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2270000 | PA      | $1381602.49   | 0.02%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2828658 | PA      | $2457432.19   | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                                            | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     1900000 | PA      | $1921369.30   | 0.03%             | 2025-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                                          | AB BSL CLO 5 Ltd                                                                 | CUSIP: 00038HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $986904.30    | 0.02%             | 2038-01-20      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       55000 | PA      | $63213.73     | 0.00%             | 2035-01-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      850000 | PA      | $849933.39    | 0.01%             | 2026-03-06      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PEU FIN LTD                                                                         | PEU Fin PLC                                                                      | CUSIP: 000000000<br>LEI: 213800G4WKC4TX8X3R23 | Long             | DBT              | CORP              | GB        |     1586000 | PA      | $1859115.32   | 0.03%             | 2028-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       29000 | PA      | $21858.44     | 0.00%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                 | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6040000 | PA      | $6028524.00   | 0.10%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $325212.98    | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                      | CUSIP: 30023JCL0<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $560525.00    | 0.01%             | 2028-07-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--EUR-EXT-CPI-20300408                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      960000 | OU      | $391.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       47800 | PA      | $33221.00     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron CLO 20 Ltd                                                              | CUSIP: 000000000<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2999700.30   | 0.05%             | 2036-05-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3080855.32   | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2190000 | PA      | $2257239.83   | 0.04%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20347 | PA      | $7847.84      | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CO                                                            | Korea Housing Finance Corp                                                       | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | NUSS              | KR        |      400000 | PA      | $403961.49    | 0.01%             | 2028-02-24      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                            | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                                | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1690305.52   | 0.03%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2905000 | PA      | $2941425.97   | 0.05%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3040000 | PA      | $2976689.26   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       85000 | PA      | $115070.28    | 0.00%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEWCO HOLDING USD SARL                                                              | NewCo Holding USD 20 Sarl                                                        | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $197500.00    | 0.00%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2628792.00   | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2532791.01   | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      890000 | PA      | $588686.33    | 0.01%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                                    | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      796000 | PA      | $899494.64    | 0.01%             | 2028-10-30      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1975000 | PA      | $1999687.50   | 0.03%             | 2044-01-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                          | Flagship Credit Auto Trust 2021-2                                                | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2477000 | PA      | $2405371.10   | 0.04%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2766882 | PA      | $2814450.33   | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4112372 | PA      | $4180617.54   | 0.07%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2021288.97   | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1574594.23   | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                    | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1661513.94   | 0.03%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                                                | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637NAA4<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $967648.50    | 0.02%             | 2034-04-20      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16187490 | PA      | $16223552.27  | 0.27%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4831000 | PA      | $4801491.77   | 0.08%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                             | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1239409.62   | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                                            | Benteler International AG                                                        | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     2350000 | PA      | $2399030.40   | 0.04%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                                   | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1441094.57   | 0.02%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      395000 | PA      | $73144.68     | 0.00%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3236000 | PA      | $2820930.90   | 0.05%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     7644000 | PA      | $7832978.03   | 0.13%             | 2041-10-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2023-2                                                 | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1009402.50   | 0.02%             | 2028-01-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1317709.66   | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                                                        | CTEC II GmbH                                                                     | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |      985000 | PA      | $974145.94    | 0.02%             | 2030-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                | Mercedes-Benz Auto Receivables Trust 2023-2                                      | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       72153 | PA      | $72249.27     | 0.00%             | 2026-11-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203178.56    | 0.00%             | 2027-07-06      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1710000 | PA      | $1682640.00   | 0.03%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1320000 | PA      | $1234341.50   | 0.02%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $1006039.35   | 0.02%             | 2038-08-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $156717.88    | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2374000 | PA      | $2360646.25   | 0.04%             | 2037-12-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1020000 | PA      | $1013717.00   | 0.02%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3088000 | PA      | $3326460.25   | 0.05%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BTP FUTURE JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          24 | NC      | $21697.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                              | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3760000 | PA      | $3821640.12   | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1793000 | PA      | $1755506.94   | 0.03%             | 2025-05-31      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSFC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4689235 | PA      | $4761900.68   | 0.08%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2725000 | PA      | $2327533.19   | 0.04%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DP5B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2608296 | PA      | $2623209.28   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276754.80    | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      770000 | PA      | $754298.39    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      780000 | PA      | $809312.40    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |       66000 | PA      | $56045.83     | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                               | Georgetown University/The                                                        | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $1316176.56   | 0.02%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4421555 | PA      | $4925579.02   | 0.08%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826541 | PA      | $805643.03    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       85000 | PA      | $91310.53     | 0.00%             | 2040-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                                                        | Metinvest BV                                                                     | CUSIP: 591555AF4<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |     1990000 | PA      | $1584296.25   | 0.03%             | 2029-10-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2542987 | PA      | $2587723.34   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1520573.26   | 0.02%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     7720000 | PA      | $7981879.00   | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1395000 | PA      | $1435664.25   | 0.02%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      314567 | PA      | $324631.29    | 0.01%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CMHI FINANCE BVI CO LTD                                                             | CMHI Finance BVI Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300KTVUL1BXLNPZ11 | Long             | DBT              | CORP              | VG        |      247000 | PA      | $246125.62    | 0.00%             | 2027-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      510000 | PA      | $447617.26    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1057068.10   | 0.02%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      380000 | PA      | $415117.43    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                                 | Bank of New Zealand                                                              | CUSIP: 000000000<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |      100000 | PA      | $114036.88    | 0.00%             | 2027-06-29      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FKJG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    77922000 | PA      | $264810.12    | 0.00%             | 2028-10-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231822.68    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7858000 | PA      | $7903156.00   | 0.13%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1287414.84   | 0.02%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                            | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1996969.73   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1433724.34   | 0.02%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1750000 | PA      | $1666819.00   | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4130000 | PA      | $2774814.88   | 0.05%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAD0<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |     5255000 | PA      | $5213163.37   | 0.09%             | 2069-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 34 LTD                                                                        | CUSIP: 74988XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2422126.00   | 0.04%             | 2039-10-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       84000 | PA      | $83571.53     | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     1205000 | PA      | $1153265.49   | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      113000 | PA      | $139104.48    | 0.00%             | 2036-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                                           | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4677000 | PA      | $4594164.72   | 0.08%             | 2041-05-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5550128 | PA      | $5679942.30   | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      900000 | PA      | $850876.49    | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPDS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1987676 | PA      | $1953238.54   | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XRQF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1941173 | PA      | $1859905.21   | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      234000 | PA      | $223796.21    | 0.00%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1510000 | PA      | $1480646.63   | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3171421.31   | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-10517.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                            | BroadStreet Partners Inc                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1501393.40   | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                        | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1000000 | PA      | $887960.00    | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                            | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AS0<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      600000 | PA      | $605652.00    | 0.01%             | 2029-04-04      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                                  | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8604000 | PA      | $8564666.81   | 0.14%             | 2028-03-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5024040 | PA      | $5104505.24   | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3660620.38   | 0.06%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4092000 | PA      | $4094040.27   | 0.07%             | 2042-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6915000 | PA      | $6286480.64   | 0.10%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $30176.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8509962 | PA      | $8791897.04   | 0.14%             | 2042-03-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2403000 | PA      | $2409758.44   | 0.04%             | 2041-10-10      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3060000 | PA      | $2954573.45   | 0.05%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                    | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      125000 | PA      | $140728.49    | 0.00%             | 2028-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5116501 | PA      | $5214115.05   | 0.09%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1127728.13   | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1250000 | PA      | $1246809.68   | 0.02%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2534628 | PA      | $2490688.20   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      305000 | PA      | $309102.66    | 0.01%             | 2028-03-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3764902.90   | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1002000 | PA      | $991463.27    | 0.02%             | 2042-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4193153 | PA      | $3790693.28   | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2380000 | PA      | $2353244.52   | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                                         | 3R Lux SARL                                                                      | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2555000 | PA      | $2507323.70   | 0.04%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      830000 | PA      | $838480.11    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CO                                                             | Korea Electric Power Corp                                                        | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |      200000 | PA      | $202554.52    | 0.00%             | 2026-07-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                      | Grupo Aval Ltd                                                                   | CUSIP: 000000000<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $176001.47    | 0.00%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4371236 | PA      | $4295333.38   | 0.07%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                             | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      490000 | PA      | $441600.64    | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINALCO CAPITAL HOLDING                                                            | Chinalco Capital Holdings Ltd                                                    | CUSIP: 000000000<br>LEI: 5493003PX4GYVUD3CQ19 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $195047.42    | 0.00%             | 2026-06-03      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1081468.90   | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8651519 | PA      | $8490046.68   | 0.14%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4394347.05   | 0.07%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                                         | GECU Auto Receivables Trust 2023-1                                               | CUSIP: 36169EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       20460 | PA      | $20487.54     | 0.00%             | 2027-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2024-C                                                       | CUSIP: 18978GAC8<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $574735.50    | 0.01%             | 2028-02-18      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      635000 | PA      | $592340.20    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6828050.40   | 0.11%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      435000 | PA      | $405248.96    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      805878 | PA      | $794622.55    | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1249515.88   | 0.02%             | 2069-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                               | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      795000 | PA      | $930216.73    | 0.02%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      390000 | PA      | $221538.28    | 0.00%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos Clo Lii                                                                   | CUSIP: 03771NAJ9<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1964072.60   | 0.03%             | 2038-04-20      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       66000 | PA      | $72546.25     | 0.00%             | 2056-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5755000 | PA      | $5398909.38   | 0.09%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                            | Development Bank of Kazakhstan JSC                                               | CUSIP: 48129VAB2<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $200937.83    | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     3255000 | PA      | $3183326.20   | 0.05%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2948724 | PA      | $2956256.81   | 0.05%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                               | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2260622.69   | 0.04%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4290000 | PA      | $4264721.60   | 0.07%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7757880 | PA      | $7827602.82   | 0.13%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                                                      | Morgan Stanley Eaton Vance Clo 2021-1 Ltd                                        | CUSIP: 61773LAA8<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1909175.80   | 0.03%             | 2034-10-20      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                 | SA Global Sukuk Ltd                                                              | CUSIP: 78397PAE1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      227000 | PA      | $222966.21    | 0.00%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2023-1                                                     | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139683 | PA      | $140540.72    | 0.00%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1776758 | PA      | $1805419.55   | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16588845 | PA      | $16612356.68  | 0.27%             | 2055-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      800000 | PA      | $821946.49    | 0.01%             | 2082-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5972961 | PA      | $6047546.45   | 0.10%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      287000 | PA      | $280416.68    | 0.00%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2470848 | PA      | $2463126.54   | 0.04%             | 2039-02-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1990000 | PA      | $1705750.05   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                            | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1750000 | PA      | $1770085.59   | 0.03%             | 2034-10-05      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO VI                                                                | CUSIP: 22823EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1473761.40   | 0.02%             | 2037-07-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHFZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    15764627 | PA      | $15634800.75  | 0.26%             | 2054-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                               | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4268570.15   | 0.07%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                                   | GreatAmerica Leasing Receivables Funding LLC                                     | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     1041000 | PA      | $1041997.28   | 0.02%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                                   | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $566355.59    | 0.01%             | 2030-07-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1325000 | PA      | $1216638.85   | 0.02%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $2032239.07   | 0.03%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5704896 | PA      | $5587232.65   | 0.09%             | 2034-05-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | JPN 10Y BOND(OSE) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         -10 | NC      | $-130108.90   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     6220000 | PA      | $6371573.13   | 0.10%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1940000 | PA      | $1920600.00   | 0.03%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1160000 | PA      | $1025982.88   | 0.02%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4790314 | PA      | $4703432.24   | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2245000.00   | 0.04%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17194 | PA      | $8650.30      | 0.00%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $147954.13    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSW68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8610774 | PA      | $8517569.03   | 0.14%             | 2053-03-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                             | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      585000 | PA      | $569337.27    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAP SA                                                                              | Transportes Aereos Portugueses SA                                                | CUSIP: 000000000<br>LEI: 213800XBTDYWRYHKH878 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1142847.52   | 0.02%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     2680000 | PA      | $2244060.48   | 0.04%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $5782324.22   | 0.09%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4814.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Worldwide Holdings Inc                                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 3VZDKVXEPWXFPZ736G54 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1366063.66   | 0.02%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      131966 | PA      | $175431.57    | 0.00%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9248541 | PA      | $8861027.03   | 0.15%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1170000 | PA      | $1016254.69   | 0.02%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-2849.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDP SA                                                                              | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |     1000000 | PA      | $1203778.63   | 0.02%             | 2083-04-23      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2504550 | PA      | $2328893.39   | 0.04%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                             | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3990000 | PA      | $3985012.50   | 0.07%             | 2031-11-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4148917 | PA      | $4217129.03   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |     6350000 | PA      | $6365797.53   | 0.10%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 26 Ltd                                                             | CUSIP: 05876PAA2<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000056.50   | 0.02%             | 2037-07-25      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      535000 | PA      | $537682.19    | 0.01%             | 2028-01-23      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     1820000 | PA      | $2038234.12   | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                             | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                       | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1105101.04   | 0.02%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-4906.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      971182 | PA      | $973889.04    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328177 | PA      | $330661.85    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7565000 | PA      | $7652363.72   | 0.13%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                                        | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      865000 | PA      | $1019379.76   | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                            | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1061312.07   | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      685000 | PA      | $714535.83    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      315000 | PA      | $305494.09    | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                  | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1900000 | PA      | $1909500.00   | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $983832.50    | 0.02%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1140000 | PA      | $1086607.50   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4170000 | PA      | $3809833.06   | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2106637 | PA      | $2075037.45   | 0.03%             | 2036-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2025-1                                              | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      123000 | PA      | $123071.32    | 0.00%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1370882.80   | 0.02%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1214933 | PA      | $1230440.42   | 0.02%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     9105000 | PA      | $1500865.43   | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     1874000 | PA      | $1863749.59   | 0.03%             | 2055-02-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1060631.59   | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3522604.51   | 0.06%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSV58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2811109 | PA      | $2867778.68   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                    | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      865000 | PA      | $789796.29    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6946504 | PA      | $6975093.96   | 0.11%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21138053 | PA      | $16893495.95  | 0.28%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                                 | ASSURANT CLO II LTD                                                              | CUSIP: 04623HAA9<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1432500.00   | 0.02%             | 2031-04-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                                                | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     1394400 | PA      | $1618743.19   | 0.03%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | Toyota Motor Credit Corp                                                         | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      770000 | PA      | $771391.21    | 0.01%             | 2026-08-07      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $83816.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      793182 | PA      | $786241.85    | 0.01%             | 2036-02-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                            | Beacon Roofing Supply Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2481401.46   | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AZ5<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |     6208000 | PA      | $6235066.88   | 0.10%             | 2027-11-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5200011 | PA      | $4713604.59   | 0.08%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      390805 | PA      | $150362.22    | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BSBV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2352033 | PA      | $346630.60    | 0.01%             | 2046-10-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      945000 | PA      | $996795.40    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384MEP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4536723 | PA      | $4529750.97   | 0.07%             | 2054-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3265429.28   | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1510000 | PA      | $1480636.54   | 0.02%             | 2026-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2776000 | PA      | $2800818.00   | 0.05%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MONEY UK PLC                                                                 | Virgin Money UK PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZK9VGCYYR6O495 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116040.37    | 0.00%             | 2028-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16831710 | PA      | $16861795.44  | 0.28%             | 2055-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     1390000 | PA      | $1365756.69   | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |     3049948 | PA      | $3076840.70   | 0.05%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                      | Transocean Inc                                                                   | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      830000 | PA      | $669188.08    | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     3709000 | PA      | $3711747.63   | 0.06%             | 2035-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AD6<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |     3111000 | PA      | $3121721.75   | 0.05%             | 2070-05-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                               | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1150859.33   | 0.02%             | 2027-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3732829.95   | 0.06%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1110567 | PA      | $1154686.54   | 0.02%             | 2040-04-20      | Fixed         | 9.72%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    11803000 | PA      | $7209746.41   | 0.12%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    14657000 | PA      | $4112225.87   | 0.07%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-1 Receivables Funding LLC                                  | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      663141 | PA      | $679248.43    | 0.01%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                     | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $939416.93    | 0.02%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3319926.40   | 0.05%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                        | Tapestry Inc                                                                     | CUSIP: 000000000<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     7101000 | PA      | $6915752.59   | 0.11%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4219190 | PA      | $4140128.03   | 0.07%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2020-2 Receivables Funding LLC                                  | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385211 | PA      | $383900.27    | 0.01%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| XP INC                                                                              | XP Inc                                                                           | CUSIP: 98379XAB0<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |     2158000 | PA      | $2192730.85   | 0.04%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                                              | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |     1589000 | PA      | $1892354.56   | 0.03%             | 2028-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                              | Egypt Government International Bond                                              | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1255000 | PA      | $937485.00    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      104581 | PA      | $51188.22     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $17788.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7161556 | PA      | $7130224.56   | 0.12%             | 2039-02-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       58200 | PA      | $66340.21     | 0.00%             | 2035-06-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |        5000 | PA      | $4922.00      | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      761218 | PA      | $757489.06    | 0.01%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1945101.50   | 0.03%             | 2028-11-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11283208 | PA      | $11198199.18  | 0.18%             | 2054-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1340771.37   | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                              | SierraCol Energy Andina LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $183901.00    | 0.00%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2419020.72   | 0.04%             | 2037-03-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2965000 | PA      | $2748416.00   | 0.05%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1625000 | PA      | $1509625.00   | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4748200 | PA      | $4830986.57   | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $690914.96    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $25660.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1074106.26   | 0.02%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12380000 | PA      | $12324087.34  | 0.20%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                            | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      460000 | PA      | $466625.49    | 0.01%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3190000 | PA      | $3167032.00   | 0.05%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         379 | NC      | $260153.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $62044.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2301799.94   | 0.04%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                                     | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $1099150.94   | 0.02%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     3495000 | PA      | $3630606.00   | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      540000 | PA      | $362214.61    | 0.01%             | 2029-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5258123 | PA      | $5038365.53   | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $24085.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2614000 | PA      | $2493266.40   | 0.04%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                              | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $1765080.04   | 0.03%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1395000 | PA      | $1154913.25   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XD6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1660864 | PA      | $1501880.97   | 0.02%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                        | SK Hynix Inc                                                                     | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $201930.00    | 0.00%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CGK1 T-LOCK @ 94.4605 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     6000000 | OU      | $49807.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6735000 | PA      | $6807221.36   | 0.11%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAG1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     2028000 | PA      | $1964733.70   | 0.03%             | 2048-11-10      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     5345000 | PA      | $5398907.16   | 0.09%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     3715000 | PA      | $3511563.18   | 0.06%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112QAE6<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3208092.65   | 0.05%             | 2038-01-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      820000 | PA      | $873835.75    | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQDE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4707061 | PA      | $4783891.54   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |      799000 | PA      | $848366.22    | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                                | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1597000 | PA      | $1362889.86   | 0.02%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $999687.50    | 0.02%             | 2041-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1366000 | PA      | $1394280.84   | 0.02%             | 2040-01-13      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4755000 | PA      | $4426236.35   | 0.07%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3820592 | PA      | $2807175.53   | 0.05%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                                                       | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |      975000 | PA      | $1043991.96   | 0.02%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    24241794 | PA      | $1264059.90   | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1325000 | PA      | $1407605.38   | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      166000 | PA      | $182260.00    | 0.00%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CJY8 T-LOCK @ 98.3199 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     6000000 | OU      | $39390.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8479000 | PA      | $8619597.08   | 0.14%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-67759.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SFH - SOCIETE DE FI                                                            | BPCE SFH SA                                                                      | CUSIP: 000000000<br>LEI: 969500T1UBNNTYVWOS04 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115953.36    | 0.00%             | 2028-01-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7802735 | PA      | $7475788.11   | 0.12%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $5879.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      380000 | PA      | $410570.88    | 0.01%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $29381.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                            | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     1110000 | PA      | $1101834.73   | 0.02%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3601606.02   | 0.06%             | 2028-11-22      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5835000 | PA      | $5914395.85   | 0.10%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $280496.58    | 0.00%             | 2028-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $4977.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1659872 | PA      | $327.16       | 0.00%             | 2057-09-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12168000 | PA      | $13003370.92  | 0.21%             | 2043-06-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                  | Republic of Poland Government International Bond                                 | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      159000 | PA      | $182631.87    | 0.00%             | 2030-01-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      123000 | PA      | $140236.95    | 0.00%             | 2039-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                       | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $206873.57    | 0.00%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                                       | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |     2200000 | PA      | $2441621.40   | 0.04%             | 2031-07-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1877548.49   | 0.03%             | 2028-08-23      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1113280 | PA      | $1113992.33   | 0.02%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1464.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $80844.96     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5987071 | PA      | $5878478.67   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                   | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3810000 | PA      | $3870156.39   | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10025000 | PA      | $9947979.63   | 0.16%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      346000 | PA      | $421547.97    | 0.01%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1656713.22   | 0.03%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                                             | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      565000 | PA      | $527864.98    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5264896 | PA      | $5304759.40   | 0.09%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-2774.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2691058 | PA      | $2601603.20   | 0.04%             | 2038-08-10      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                              | APA Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     3000000 | PA      | $3719444.23   | 0.06%             | 2083-11-09      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                                   | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1220000 | PA      | $1191116.99   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5995441.73   | 0.10%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1455033.20   | 0.02%             | 2026-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2650000 | PA      | $2606517.21   | 0.04%             | 2038-01-25      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    16613680 | PA      | $16644755.48  | 0.27%             | 2054-11-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CML2 T-LOCK @ 101.1134 05/27/2025                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     1000000 | OU      | $5448.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                 | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3234912.47   | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     3690000 | PA      | $3696681.82   | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1289201.76   | 0.02%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      180000 | PA      | $202792.01    | 0.00%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                                  | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      717000 | PA      | $180135.05    | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust 2024-4                                                   | CUSIP: 14290DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      265666 | PA      | $265543.02    | 0.00%             | 2027-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        4800 | PA      | $4531.20      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2015515.07   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                            | Fox Corp                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3638018.57   | 0.06%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy XXVII CLO Ltd                                                             | CUSIP: 36320VAA6<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248965.40    | 0.00%             | 2031-05-16      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6359179 | PA      | $6360879.25   | 0.10%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                                     | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAA5<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |     4000000 | PA      | $3996000.00   | 0.07%             | 2037-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1455 | NC      | $-1177408.84  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     2010000 | PA      | $2428083.59   | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2611777.74   | 0.04%             | 2054-05-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                                            | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |     4000000 | PA      | $4728600.01   | 0.08%             | 2033-04-30      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1937561.80   | 0.03%             | 2037-10-23      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1540000 | PA      | $1501610.88   | 0.02%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -952 | NC      | $208772.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP MODULAR SERVICES                                                                | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      866000 | PA      | $1093527.61   | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172719.16    | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7698171 | PA      | $7728136.52   | 0.13%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2347345.54   | 0.04%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9219344 | PA      | $1855448.26   | 0.03%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3855000 | PA      | $3786242.99   | 0.06%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-776180.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2189265 | PA      | $2187392.30   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      200000 | PA      | $196747.03    | 0.00%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5477466 | PA      | $5247760.68   | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      240000 | PA      | $273629.62    | 0.00%             | 2031-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1235.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                              | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109050.12    | 0.00%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                            | Accor SA                                                                         | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      900000 | PA      | $1025509.53   | 0.02%             | 2030-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      745000 | PA      | $739150.59    | 0.01%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       47300 | PA      | $30644.46     | 0.00%             | 2066-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BOBL FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          18 | NC      | $22479.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD RON                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-443.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2470000 | PA      | $2493936.77   | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140AE2X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1230551 | PA      | $1249498.50   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                              | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3500000 | PA      | $3206875.00   | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                                                     | Waga Bondco Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |      761000 | PA      | $990605.46    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLWYN INTERNATIONAL AS                                                             | Allwyn International AS                                                          | CUSIP: 000000000<br>LEI: 3157001WZJ5O35EAL536 | Long             | DBT              | CORP              | CZ        |     1045000 | PA      | $1177909.64   | 0.02%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      455000 | PA      | $210450.39    | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                      | CAMB Commercial Mortgage Trust 2019-LIFE                                         | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4530000 | PA      | $4481982.91   | 0.07%             | 2037-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                                | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      320000 | PA      | $305641.60    | 0.01%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      355000 | PA      | $295619.15    | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6709109 | PA      | $7024095.65   | 0.12%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                                                               | UGI International LLC                                                            | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |      922000 | PA      | $967414.35    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7515000 | PA      | $7604665.37   | 0.12%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $179396.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                                            | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |     3992000 | PA      | $4381784.94   | 0.07%             | 2081-03-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4777616 | PA      | $4878156.92   | 0.08%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-55241.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |      287000 | PA      | $278534.85    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $691450.38    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-1D                                             | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      940221 | PA      | $926743.01    | 0.02%             | 2034-06-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2352768 | PA      | $1292942.48   | 0.02%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3997000 | PA      | $3745917.65   | 0.06%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7038606 | PA      | $7049068.48   | 0.12%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1173248 | PA      | $1175876.49   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                                    | UFC Holdings LLC 2024 Term Loan B                                                | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     3990000 | PA      | $3984174.60   | 0.07%             | 2031-11-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2024-1                                               | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       84921 | PA      | $85137.02     | 0.00%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      810000 | PA      | $804176.53    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                                                        | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1283870.16   | 0.02%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-8151.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XFHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      641376 | PA      | $558526.38    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      490000 | PA      | $474402.82    | 0.01%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13257000 | PA      | $13612257.11  | 0.22%             | 2042-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 9128285W6 T-LOCK @ 98.2831 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     5000000 | OU      | $25946.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | Eleven Madison Trust 2015-11MD Mortgage Trust                                    | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5646000 | PA      | $5583473.37   | 0.09%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $13269.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5893231 | PA      | $5905143.93   | 0.10%             | 2032-02-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2335000 | PA      | $2359079.69   | 0.04%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KDF7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      289000 | PA      | $288798.08    | 0.00%             | 2030-08-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                                     | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |     1305000 | PA      | $1539567.42   | 0.03%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      640000 | PA      | $631900.00    | 0.01%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     4195000 | PA      | $4332340.11   | 0.07%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      945000 | PA      | $605833.59    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LTD                                                                 | Shriram Finance Ltd                                                              | CUSIP: 82556FAA0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $198958.64    | 0.00%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                              | Commonwealth Bank of Australia                                                   | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $217198.70    | 0.00%             | 2028-02-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1457887.86   | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $25190.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       72000 | PA      | $83738.50     | 0.00%             | 2029-12-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1509000 | PA      | $1535289.95   | 0.03%             | 2057-01-10      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6402000 | PA      | $5951801.12   | 0.10%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4946470 | PA      | $5022692.15   | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DN4H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6818324 | PA      | $6389911.47   | 0.10%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                                                            | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 000000000<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |      300000 | PA      | $338904.93    | 0.01%             | 2027-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2408000 | PA      | $2037505.84   | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      915000 | PA      | $925816.06    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                                            | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1536797.82   | 0.03%             | 2031-10-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                    | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1337725.00   | 0.02%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   905720000 | PA      | $1772188.50   | 0.03%             | 2034-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5055046 | PA      | $5077604.78   | 0.08%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1790000 | PA      | $1804109.14   | 0.03%             | 2054-03-20      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | PA      | $466454.78    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383CJB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13340777 | PA      | $2052118.35   | 0.03%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       68874 | PA      | $44382.41     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9788000 | PA      | $9584588.72   | 0.16%             | 2036-09-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1575000 | PA      | $1573642.35   | 0.03%             | 2032-10-14      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bond                                               | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      935000 | PA      | $927665.86    | 0.02%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1110000 | PA      | $1210309.17   | 0.02%             | 2025-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $7401.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14868000 | PA      | $9416997.79   | 0.15%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      865000 | PA      | $865191.11    | 0.01%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1291000 | PA      | $1231058.10   | 0.02%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     9180000 | PA      | $9045309.20   | 0.15%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9865819 | PA      | $10186426.21  | 0.17%             | 2029-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1280000 | PA      | $1185250.00   | 0.02%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-1173.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                              | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1267249.87   | 0.02%             | 2027-05-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                             | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      595000 | PA      | $526585.29    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1320000 | PA      | $1572550.60   | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                              | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      370000 | PA      | $347800.00    | 0.01%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $8361.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2291656 | PA      | $2351996.93   | 0.04%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                            | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |     1290000 | PA      | $1476526.22   | 0.02%             | 2030-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      150000 | PA      | $186470.39    | 0.00%             | 2033-02-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                            | BCPE Empire Holdings Inc                                                         | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2260000.00   | 0.04%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-7                                                    | CUSIP: 81748EAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2345159 | PA      | $2341280.87   | 0.04%             | 2054-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-79627.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     4555000 | PA      | $4461658.03   | 0.07%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                              | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $198000.80    | 0.00%             | 2026-05-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1456740.84   | 0.02%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1210000 | PA      | $1257766.38   | 0.02%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                            | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $204710.00    | 0.00%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1418410.15   | 0.02%             | 2028-02-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                                    | Symphony CLO 44 Ltd                                                              | CUSIP: 871973AA1<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1099885.71   | 0.02%             | 2037-07-14      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1720341.75   | 0.03%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1095000 | PA      | $738914.76    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | Crown Castle Towers LLC                                                          | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3446752.61   | 0.06%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4586205 | PA      | $3981283.16   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-37621.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     2914000 | PA      | $2891797.36   | 0.05%             | 2035-07-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7590000 | PA      | $7599409.17   | 0.12%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $18614.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3050000 | PA      | $3114812.50   | 0.05%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                            | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208089.80    | 0.00%             | 2029-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     2256000 | PA      | $2147959.26   | 0.04%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                               | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     2020000 | PA      | $2046086.72   | 0.03%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4145514 | PA      | $3630149.99   | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      475000 | PA      | $475556.80    | 0.01%             | 2025-09-12      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6543000 | PA      | $6855820.83   | 0.11%             | 2042-12-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2439727 | PA      | $2337584.52   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2694060.00   | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       82000 | PA      | $91653.96     | 0.00%             | 2027-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                          | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    12197000 | PA      | $11224159.96  | 0.18%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-37469.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      730000 | PA      | $728540.00    | 0.01%             | 2027-09-22      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1279789.92   | 0.02%             | 2053-02-15      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2022-16 Ltd                                          | Morgan Stanley Eaton Vance CLO 2022-16 LLC                                       | CUSIP: 61774JAJ3<br>LEI: 549300UB5I7DBJFKJF40 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997580.00    | 0.02%             | 2035-04-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | Bank of New York Mellon/The                                                      | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      465000 | PA      | $465936.98    | 0.01%             | 2027-04-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                           | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      290000 | PA      | $294103.62    | 0.00%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--USA-CPI-U-20261202                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    26425000 | OU      | $-286304.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19247098 | PA      | $18977655.56  | 0.31%             | 2054-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    22971347 | PA      | $1109361.19   | 0.02%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |     2762914 | PA      | $2771896.95   | 0.05%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                                            | Benteler International AG                                                        | CUSIP: 000000000<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     1658000 | PA      | $1955972.37   | 0.03%             | 2028-05-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3515000 | PA      | $3554696.23   | 0.06%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $61324.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     2105000 | PA      | $2198775.65   | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Balder Finland OYJ                                                                  | Balder Finland OYJ                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      100000 | PA      | $102522.52    | 0.00%             | 2031-01-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382UP70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6369409 | PA      | $5256441.07   | 0.09%             | 2051-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52119.33     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3771328.80   | 0.06%             | 2034-11-10      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                             | SSE PLC                                                                          | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3858472.42   | 0.06%             | 2028-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF DENMARK                                                                  | Denmark Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      120000 | PA      | $136631.33    | 0.00%             | 2026-10-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1200000 | PA      | $1016953.13   | 0.02%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oztel Holdings SPC Ltd                                                              | Oztel Holdings SPC Ltd                                                           | CUSIP: 692733AB4<br>LEI: 549300RABIG0RH4JYT64 | Long             | DBT              | CORP              | AE        |     2105000 | PA      | $2170149.75   | 0.04%             | 2028-04-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                                | Endeavour Mining PLC                                                             | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $195929.80    | 0.00%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1027486.40   | 0.02%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3668887 | PA      | $3939110.50   | 0.06%             | 2028-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                              | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      755000 | PA      | $758522.08    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                                                          | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $748342.23    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3030000 | PA      | $2857229.46   | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAF1<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |     5090000 | PA      | $5005536.54   | 0.08%             | 2064-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNFM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1425518 | PA      | $1240295.75   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |     1268000 | PA      | $1796853.25   | 0.03%             | 2028-01-31      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                 | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      740000 | PA      | $752878.83    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $14947.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $196120.00    | 0.00%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                                                  | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      535000 | PA      | $603726.49    | 0.01%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     6800000 | PA      | $6798645.44   | 0.11%             | 2039-08-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                       | Medtronic Inc                                                                    | CUSIP: 000000000<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111315.55    | 0.00%             | 2053-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                                 | iShares iBoxx $ Investment Grade Corporate Bond ETF                              | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      554700 | NS      | $59896506.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      395000 | PA      | $393681.81    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $3301.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      235000 | PA      | $159803.45    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1147000 | PA      | $1147599.77   | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      889325 | PA      | $893533.57    | 0.01%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QKSW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2474398 | PA      | $2166404.79   | 0.04%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4802273 | PA      | $4036628.96   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PCF GMBH                                                                            | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |     1154727 | PA      | $1009171.64   | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3795000 | PA      | $2587355.10   | 0.04%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $2020154.40   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                            | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      200000 | PA      | $227886.92    | 0.00%             | 2037-03-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5503974 | PA      | $5528306.93   | 0.09%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERALITAT DE CATALUNYA                                                            | Autonomous Community of Catalonia                                                | CUSIP: 000000000<br>LEI: 95980020140005848404 | Long             | SN               | NUSS              | ES        |     4000000 | PA      | $4963879.06   | 0.08%             | 2029-05-11      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VF Corp.                                                                            | VF Corp.                                                                         | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     1523000 | PA      | $1640878.37   | 0.03%             | 2029-03-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      428384 | PA      | $344420.58    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MSD NETHERLANDS CAPITAL                                                             | MSD Netherlands Capital BV                                                       | CUSIP: 000000000<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $104781.21    | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5230000 | PA      | $5137874.60   | 0.08%             | 2045-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                            | Team Health Holdings Inc                                                         | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      730781 | PA      | $783762.62    | 0.01%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832000 | PA      | $1767452.96   | 0.03%             | 2042-03-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1910000 | PA      | $1804548.90   | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                                               | Dexia SA                                                                         | CUSIP: 000000000<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $224149.81    | 0.00%             | 2026-01-17      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      195000 | PA      | $195378.35    | 0.00%             | 2033-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1812000 | PA      | $1853731.08   | 0.03%             | 2056-12-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      195000 | PA      | $172715.58    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1522477.66   | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250174.46    | 0.00%             | 2028-02-04      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $223079.83    | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382GUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8235030 | PA      | $6251326.45   | 0.10%             | 2050-07-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3261257.54   | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9160000 | PA      | $10238956.40  | 0.17%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                                                             | Grupo Antolin-Irausa SA                                                          | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |      855000 | PA      | $646634.64    | 0.01%             | 2030-01-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      880000 | PA      | $630330.80    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     6010000 | PA      | $5981727.76   | 0.10%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $963797.80    | 0.02%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1305000 | PA      | $1302145.31   | 0.02%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      330258 | PA      | $166149.50    | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                      | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1980000 | PA      | $2211277.18   | 0.04%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      490000 | PA      | $489316.35    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300NGP3QQM94T9A69 | Long             | DBT              | CORP              | US        |      435000 | PA      | $396232.37    | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MAXEDA DIY HOLDING BV                                                               | Maxeda DIY Holding BV                                                            | CUSIP: 000000000<br>LEI: 724500KEZU4CPEQLGZ87 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $92894.74     | 0.00%             | 2026-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                                                  | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      790000 | PA      | $617597.55    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1159260.48   | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1131202 | PA      | $1152986.17   | 0.02%             | 2039-09-15      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                            | Walgreens Boots Alliance Inc                                                     | CUSIP: 931427AJ7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     2185000 | PA      | $2394616.03   | 0.04%             | 2026-11-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                              | Equitable Holdings Inc                                                           | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7453735.16   | 0.12%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3814649.75   | 0.06%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       76378 | PA      | $88069.27     | 0.00%             | 2028-03-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1675000 | PA      | $1222668.51   | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                              | SierraCol Energy Andina LLC                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1426000 | PA      | $1311665.32   | 0.02%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                    | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2287008.48   | 0.04%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    14254000 | PA      | $14389803.56  | 0.24%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2339129 | PA      | $2349736.70   | 0.04%             | 2069-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                                | Porsche Innovative Lease Owner Trust 2024-2                                      | CUSIP: 73328NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      498220 | PA      | $498026.93    | 0.01%             | 2026-12-21      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                    | Georgia Power Co                                                                 | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      565000 | PA      | $562580.91    | 0.01%             | 2026-09-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1510000 | PA      | $1447812.01   | 0.02%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance CLO 2020-2 Ltd                                                       | CUSIP: 27829PBA3<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1936851.60   | 0.03%             | 2037-10-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $3890584.97   | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2680284 | PA      | $2428807.84   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4009000 | PA      | $4079265.74   | 0.07%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      624483 | PA      | $543479.37    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                             | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      920000 | PA      | $892474.61    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4959000 | PA      | $4910661.65   | 0.08%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4989625.92   | 0.08%             | 2027-12-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $554710.18    | 0.01%             | 2027-06-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     7640000 | PA      | $7384508.32   | 0.12%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-438.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      895000 | PA      | $806806.34    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                              | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3765000 | PA      | $2731582.80   | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-57675.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1875000 | PA      | $1210595.14   | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     3210000 | PA      | $3700215.05   | 0.06%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2468178 | PA      | $2471023.26   | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                            | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      200000 | PA      | $199127.28    | 0.00%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382TV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6132141 | PA      | $5055490.09   | 0.08%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ohio University                                                                     | OHIO UNIV GEN RECPTS ATHENS                                                      | CUSIP: 677704F86<br>LEI: 549300P1K3IH2L5SFY61 | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1482552.62   | 0.02%             | 2043-12-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      320000 | PA      | $394479.42    | 0.01%             | 2028-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSGV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      658536 | PA      | $630207.08    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1096803 | PA      | $1084418.31   | 0.02%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                                            | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |      355000 | PA      | $398180.53    | 0.01%             | 2031-07-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      690000 | PA      | $725977.29    | 0.01%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $20555.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $278128.14    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7197830 | PA      | $7279774.42   | 0.12%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2650000 | PA      | $2577777.43   | 0.04%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    11294000 | PA      | $10301164.79  | 0.17%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9045000 | PA      | $9208979.52   | 0.15%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4006624 | PA      | $4159396.57   | 0.07%             | 2042-07-25      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1140000 | PA      | $1102380.00   | 0.02%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      605902 | PA      | $461424.70    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      620000 | PA      | $424928.52    | 0.01%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     2085000 | PA      | $2165520.62   | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3636000 | PA      | $3694204.72   | 0.06%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6365000 | PA      | $5409524.07   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1818040.18   | 0.03%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                                   | Motion Finco Sarl                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     1060000 | PA      | $1167798.95   | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                                         | Deuce Finco Plc                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     1208000 | PA      | $1589856.87   | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      705000 | PA      | $662337.42    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      730733 | PA      | $744770.83    | 0.01%             | 2047-06-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $8504.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1537000 | PA      | $1421994.28   | 0.02%             | 2036-03-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     1951000 | PA      | $1956294.70   | 0.03%             | 2030-02-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1888630.19   | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NGG Finance PLC                                                                     | NGG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |      965000 | PA      | $1286271.65   | 0.02%             | 2073-06-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2023-3                                              | CUSIP: 24702EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24525 | PA      | $24551.62     | 0.00%             | 2029-04-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194567 | PA      | $188940.26    | 0.00%             | 2038-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      787000 | PA      | $923258.18    | 0.02%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LAND NORDRHEIN-WESTFALEN                                                            | State of North Rhine-Westphalia Germany                                          | CUSIP: 000000000<br>LEI: 529900VWPV1LPOHGJ702 | Long             | DBT              | NUSS              | DE        |      224000 | PA      | $219943.02    | 0.00%             | 2031-06-04      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                    | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      650000 | PA      | $628015.38    | 0.01%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   116615000 | PA      | $111513129.90 | 1.83%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                                  | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $195505.60    | 0.00%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                            | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      840000 | PA      | $1043904.49   | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-9859.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $2006904.53   | 0.03%             | 2029-05-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                                                | 888 Acquisitions Ltd                                                             | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      345000 | PA      | $460011.65    | 0.01%             | 2030-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    15665000 | PA      | $15843067.03  | 0.26%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    71175000 | PA      | $71136907.85  | 1.17%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     1781000 | PA      | $1908818.28   | 0.03%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                      | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     1075000 | PA      | $1075271.09   | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                                      | Crown City CLO III                                                               | CUSIP: 228234AA8<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2784904.80   | 0.05%             | 2034-07-20      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                             | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $259675.01    | 0.00%             | 2027-03-12      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1807338 | PA      | $1828737.26   | 0.03%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4982000 | PA      | $4958646.88   | 0.08%             | 2039-03-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $13386.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1965000 | PA      | $1657785.22   | 0.03%             | 2031-02-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                     | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      500000 | PA      | $489255.00    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2940000 | PA      | $3004542.17   | 0.05%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2150000 | PA      | $2238099.60   | 0.04%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      355000 | PA      | $339894.95    | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                             | BMW Vehicle Lease Trust                                                          | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      524189 | PA      | $523932.04    | 0.01%             | 2027-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3733000 | PA      | $3752035.69   | 0.06%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1589064.53   | 0.03%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1346000 | PA      | $1390068.31   | 0.02%             | 2057-02-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                                         | Daimler Trucks Retail Trust 2024-1                                               | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93047 | PA      | $93167.05     | 0.00%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7176769.50   | 0.12%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6423252 | PA      | $6064307.06   | 0.10%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                                    | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |     2230000 | PA      | $2956765.14   | 0.05%             | 2026-08-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA3                                          | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |     5474000 | PA      | $5451286.18   | 0.09%             | 2044-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                            | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1763483.29   | 0.03%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                           | Timken Co/The                                                                    | CUSIP: 000000000<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      246000 | PA      | $271974.25    | 0.00%             | 2034-05-23      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                             | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      560000 | PA      | $558376.00    | 0.01%             | 2027-11-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5491442 | PA      | $5487364.26   | 0.09%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                                       | Vattenfall AB                                                                    | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |     3800000 | PA      | $5154186.72   | 0.08%             | 2083-08-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      540000 | PA      | $556330.64    | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1641120 | PA      | $1640016.51   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      510000 | PA      | $470155.47    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3284000 | PA      | $2795263.63   | 0.05%             | 2052-09-10      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                         | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      227000 | PA      | $196236.55    | 0.00%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $280492.41    | 0.00%             | 2027-08-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                                | Stillwater Mining Co                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      214000 | PA      | $204810.63    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2105000 | PA      | $1677600.80   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     9495000 | PA      | $7984760.81   | 0.13%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                              | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |      670000 | PA      | $871848.87    | 0.01%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      395000 | PA      | $397934.73    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31395Q3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6666037 | PA      | $1231357.01   | 0.02%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097NAJ1<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1902278.80   | 0.03%             | 2037-11-26      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         280 | NC      | $254770.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                                    | World Omni Automobile Lease Securitization Trust 2025-A                          | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      292000 | PA      | $291572.98    | 0.00%             | 2027-12-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      130000 | PA      | $150403.88    | 0.00%             | 2033-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                                                     | BofA Auto Trust 2024-1                                                           | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      221154 | PA      | $221604.15    | 0.00%             | 2026-12-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1313458.58   | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      124000 | PA      | $120443.75    | 0.00%             | 2031-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     6735000 | PA      | $6796012.37   | 0.11%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QP2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1077188 | PA      | $1032014.29   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C9Z48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6326611 | PA      | $6462456.61   | 0.11%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      780000 | PA      | $778642.76    | 0.01%             | 2026-05-05      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                                                               | Calderys Financing II LLC                                                        | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |      760000 | PA      | $746297.88    | 0.01%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N6SX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5033909 | PA      | $5123540.37   | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      580000 | PA      | $515016.80    | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NATURGY FIN IBERIA SA                                                               | Naturgy Finance Iberia SA                                                        | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1548446.92   | 0.03%             | 2026-11-23      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                            | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |      206000 | PA      | $205526.20    | 0.00%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2072000 | PA      | $2085103.74   | 0.03%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31424UQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18132801 | PA      | $2924861.13   | 0.05%             | 2053-05-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11125000 | PA      | $10515528.00  | 0.17%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                                   | GM Financial Consumer Automobile Receivables Trust 2024-4                        | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      539534 | PA      | $539333.65    | 0.01%             | 2027-10-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V7 Mortgage Trust                                                 | CUSIP: 08163YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6658000 | PA      | $7065935.66   | 0.12%             | 2056-05-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      143000 | PA      | $152354.30    | 0.00%             | 2032-07-16      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7703000 | PA      | $7081849.34   | 0.12%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $1.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2025-A                                                       | CUSIP: 12674BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $289726.27    | 0.00%             | 2028-08-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3255000 | PA      | $3176570.48   | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                          | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     4870000 | PA      | $4734358.81   | 0.08%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7600000 | PA      | $7207370.32   | 0.12%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                           | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                   | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     1710000 | PA      | $1260644.83   | 0.02%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $13643.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3190727.75   | 0.05%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      137657 | PA      | $148856.50    | 0.00%             | 2063-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                              | Pertamina Persero PT                                                             | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      775000 | PA      | $782745.58    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLMY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5269022 | PA      | $5308918.65   | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      753147 | PA      | $562864.41    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                             | John Deere Capital Corp                                                          | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150090.83    | 0.00%             | 2027-06-11      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                            | Fortress Transportation and Infrastructure Investors LLC                         | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1251429.21   | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                             | Reinsurance Group of America Inc                                                 | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2010616.24   | 0.03%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                 | CUSIP: 05947KBA7<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      256000 | PA      | $253360.84    | 0.00%             | 2027-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      523000 | PA      | $514459.79    | 0.01%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-67795.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111970.87    | 0.00%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      295000 | PA      | $289090.04    | 0.00%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2400000 | PA      | $1600521.14   | 0.03%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                               | Shea Homes LP / Shea Homes Funding Corp                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $994988.00    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    15930000 | PA      | $16223894.64  | 0.27%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| California State University                                                         | CALIFORNIA ST UNIV REVENUE                                                       | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1335984.68   | 0.02%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                            | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      195000 | PA      | $209767.94    | 0.00%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MAVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2156191 | PA      | $1956423.79   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      973000 | PA      | $1031233.32   | 0.02%             | 2028-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     8955000 | PA      | $5940919.29   | 0.10%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7487591 | PA      | $7489568.19   | 0.12%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $341245.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                  | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      160000 | PA      | $178012.80    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3962281.12   | 0.06%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2275453 | PA      | $2292894.28   | 0.04%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                                                               | Alexandrite Monnet UK Holdco PLC                                                 | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |      930000 | PA      | $1155848.68   | 0.02%             | 2029-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                                  | Honda Auto Receivables 2023-2 Owner Trust                                        | CUSIP: 437927AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10716 | PA      | $10720.48     | 0.00%             | 2026-04-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8605000 | PA      | $8742163.70   | 0.14%             | 2041-10-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                             | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     7045000 | PA      | $7247853.73   | 0.12%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-3                                  | CUSIP: 16159HAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7030486 | PA      | $7065926.35   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1120000 | PA      | $1094406.25   | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS--USD-SOFR-COMPOUND-20250626                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |     4500000 | OU      | $-82010.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1069069.64   | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17976075 | PA      | $15475216.18  | 0.25%             | 2066-10-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                                                     | Citizens Auto Receivables Trust 2024-2                                           | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      269908 | PA      | $270372.96    | 0.00%             | 2026-11-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      390000 | PA      | $386169.24    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -154 | NC      | $-114968.76   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SINOPEC GRP DEV 2018                                                                | Sinopec Group Overseas Development 2018 Ltd                                      | CUSIP: 82939GAN8<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $199847.16    | 0.00%             | 2025-05-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1001013.40   | 0.02%             | 2060-03-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      136900 | PA      | $146949.28    | 0.00%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1612000 | PA      | $1542595.44   | 0.03%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                                | Chile Government International Bonds                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     4870000 | PA      | $4979142.88   | 0.08%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 000000000<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |      570000 | PA      | $577125.00    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BTP FUTURE JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $-12119.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20320830                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | XX        |      404461 | OU      | $2673.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2473000 | PA      | $2361770.64   | 0.04%             | 2038-05-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3084268 | PA      | $2466777.11   | 0.04%             | 2049-02-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-84275.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                                   | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |     1605000 | PA      | $1915567.39   | 0.03%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1181823 | PA      | $1162581.43   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFSF                                                                                | European Financial Stability Facility                                            | CUSIP: 000000000<br>LEI: 222100OW6UHQXNHKN143 | Long             | DBT              | NUSS              | LU        |      200000 | PA      | $233233.65    | 0.00%             | 2030-07-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKVT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5711346 | PA      | $5815948.56   | 0.10%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3974254.98   | 0.07%             | 2039-06-10      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                              | Neopharmed Gentili SPA                                                           | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |     1025000 | PA      | $1195981.64   | 0.02%             | 2030-04-08      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3995000 | PA      | $2497989.61   | 0.04%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       48400 | PA      | $41311.82     | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | MSBAM                                                                            | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5156000 | PA      | $5218256.64   | 0.09%             | 2058-03-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1892747.16   | 0.03%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199988.99    | 0.00%             | 2026-08-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4505000 | PA      | $4582429.69   | 0.08%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     1309000 | PA      | $1562763.96   | 0.03%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2342189.52   | 0.04%             | 2025-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                                     | SPDR Blackstone Senior Loan ETF                                                  | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |      594088 | NS      | $24226908.64  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                                             | KB Home                                                                          | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |      565000 | PA      | $578343.04    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $54666.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                              | ConocoPhillips Co                                                                | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     5460000 | PA      | $5060388.44   | 0.08%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1270000000 | PA      | $320624.54    | 0.01%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 28 Ltd                                                                   | CUSIP: 75009YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2737735.20   | 0.04%             | 2038-04-20      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                                      | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1171178.76   | 0.02%             | 2029-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GULF INTERNATIONAL BANK                                                             | Gulf International Bank BSC                                                      | CUSIP: 000000000<br>LEI: 558600JW2XPMLG97TV14 | Long             | DBT              | CORP              | BH        |      200000 | PA      | $206060.80    | 0.00%             | 2029-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $980483.80    | 0.02%             | 2030-03-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3732752 | PA      | $3766448.06   | 0.06%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                                    | Greenko Dutch BV                                                                 | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |      176000 | PA      | $170368.00    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQPV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2570296 | PA      | $2586949.56   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM SA/LUX                                                             | Banco Votorantim SA/Luxembourg                                                   | CUSIP: 05975C2A0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | LU        |      273000 | PA      | $275184.00    | 0.00%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      617660 | PA      | $625090.56    | 0.01%             | 2042-04-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     6395000 | PA      | $6442744.30   | 0.11%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1885000 | PA      | $1940637.66   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $36352.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      860000 | PA      | $909348.52    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $21236.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                              | Oman Government International Bond                                               | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1745000 | PA      | $1815260.68   | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289164.98    | 0.00%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                                | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $198209.85    | 0.00%             | 2028-05-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1759000 | PA      | $1501329.37   | 0.02%             | 2057-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 33 Ltd                                                                   | CUSIP: 00121DAA3<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |     1570000 | PA      | $1570000.00   | 0.03%             | 2037-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82667DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $988465.60    | 0.02%             | 2037-07-18      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $514275.65    | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAC2<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     3218530 | PA      | $3199908.18   | 0.05%             | 2069-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     1740000 | PA      | $1726567.20   | 0.03%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2024-C                                         | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505796 | PA      | $505933.16    | 0.01%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1270000 | PA      | $1076401.20   | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      628241 | PA      | $629854.63    | 0.01%             | 2032-09-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6309942 | PA      | $5890274.93   | 0.10%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3237000 | PA      | $3111387.57   | 0.05%             | 2049-05-10      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3210000 | PA      | $2668718.28   | 0.04%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7693212 | PA      | $1164828.49   | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1439513.55   | 0.02%             | 2027-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CRELAN SA                                                                           | Crelan SA                                                                        | CUSIP: 000000000<br>LEI: 549300DYPOFMXOR7XM56 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $123814.72    | 0.00%             | 2030-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $10833.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17453000 | PA      | $18129303.75  | 0.30%             | 2042-01-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      172097 | PA      | $160553.87    | 0.00%             | 2037-06-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1988766.99   | 0.03%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    10972000 | PA      | $11485706.85  | 0.19%             | 2042-09-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $7878.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1001656.55   | 0.02%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                    | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                             | CUSIP: 7092243J6<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      750000 | PA      | $574953.90    | 0.01%             | 2043-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3226027 | PA      | $2467910.81   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      730000 | PA      | $728757.31    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5655000 | PA      | $5738733.02   | 0.09%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2025-A                                         | CUSIP: 98164YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      565000 | PA      | $564446.70    | 0.01%             | 2028-04-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    13250000 | PA      | $2730254.54   | 0.04%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1638825.30   | 0.03%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMMUNITY OF MADRID SPAI                                                            | Autonomous Community of Madrid Spain                                             | CUSIP: 000000000<br>LEI: 959800KASH3LCM57Q344 | Long             | DBT              | NUSS              | ES        |       90000 | PA      | $104851.94    | 0.00%             | 2034-04-30      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                              | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1232952.20   | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue               | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1710000 | PA      | $1100628.50   | 0.02%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      985000 | PA      | $988377.57    | 0.02%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO II LTD                                                              | CUSIP: 89531VAE2<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1252839.38   | 0.02%             | 2037-07-25      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3547332.25   | 0.06%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      270000 | PA      | $264330.27    | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82666XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1941082.80   | 0.03%             | 2037-07-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    11062357 | PA      | $11022890.81  | 0.18%             | 2055-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4969102 | PA      | $4720773.18   | 0.08%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-6633.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7532000 | PA      | $7494340.00   | 0.12%             | 2045-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2452833.09   | 0.04%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      660000 | PA      | $654666.47    | 0.01%             | 2028-01-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 19 Ltd                                                             | CUSIP: 05874WAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1300000 | PA      | $1280424.21   | 0.02%             | 2035-04-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR5                                                                  | CUSIP: 065931BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2647000 | PA      | $2711480.13   | 0.04%             | 2029-02-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      795000 | PA      | $845659.79    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VI Ltd                                                              | CUSIP: 894941AG8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1392360.60   | 0.02%             | 2038-04-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $283605.03    | 0.00%             | 2031-01-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                                  | Koninklijke KPN NV                                                               | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     1016000 | PA      | $1218423.32   | 0.02%             | 2027-09-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1410000 | PA      | $1357567.01   | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAA6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     8848657 | PA      | $9020585.52   | 0.15%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                                                    | French Republic Government Bond OAT                                              | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      164424 | PA      | $177987.65    | 0.00%             | 2034-07-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1332931.85   | 0.02%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     1665000 | PA      | $1783518.53   | 0.03%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XX Ltd                                                                 | CUSIP: 55955AAG1<br>LEI: 5493001WZ3LKC11Q9C47 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248676.25    | 0.00%             | 2031-04-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      157000 | PA      | $186097.43    | 0.00%             | 2033-10-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2220000 | PA      | $2223129.31   | 0.04%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-OANA                                                              | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8314452 | PA      | $8231235.14   | 0.13%             | 2037-04-15      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3130000 | PA      | $2917398.51   | 0.05%             | 2038-12-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                                  | Whitebox Clo II Ltd                                                              | CUSIP: 96466EAJ3<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     2600000 | PA      | $2507350.04   | 0.04%             | 2037-10-24      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2693246.88   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      948624 | PA      | $826154.81    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9125596 | PA      | $9214472.55   | 0.15%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                  | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      570000 | PA      | $580148.33    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     3065000 | PA      | $2991010.90   | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BJWY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11819080 | PA      | $2085326.62   | 0.03%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        1000 | PA      | $973.02       | 0.00%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1500000 | PA      | $1155679.70   | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1499692 | PA      | $1501285.30   | 0.02%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                             | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2311090.27   | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                               | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $194493.97    | 0.00%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3885000 | PA      | $3875742.78   | 0.06%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                              | Energizer Gamma Acquisition BV                                                   | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |     1874000 | PA      | $1982949.22   | 0.03%             | 2029-06-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2460000 | PA      | $2751448.50   | 0.05%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3860000 | PA      | $3743825.97   | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    14035000 | PA      | $14073647.34  | 0.23%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ENERGIA GROUP ROI                                                                   | Energia Group Roi Financeco DAC                                                  | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $699850.28    | 0.01%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1620000 | PA      | $1909207.61   | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8621000 | PA      | $8642124.04   | 0.14%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      760000 | PA      | $695114.51    | 0.01%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XX Ltd                                                                 | CUSIP: 55955BAA2<br>LEI: 5493001WZ3LKC11Q9C47 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $247423.68    | 0.00%             | 2031-04-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689BAJ7<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |     3500000 | PA      | $3372755.75   | 0.06%             | 2034-05-21      | Floating      | 11.09%                | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                                 | CNH Equipment Trust 2024-B                                                       | CUSIP: 18978JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      107955 | PA      | $107955.06    | 0.00%             | 2027-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XVII Ltd                                             | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2489000.00   | 0.04%             | 2037-10-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7358000 | PA      | $7735274.09   | 0.13%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      937629 | PA      | $944484.23    | 0.02%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $5451.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                 | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      254000 | PA      | $221795.34    | 0.00%             | 2030-02-14      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                                | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     1655000 | PA      | $1404681.25   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325DR3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      930000 | PA      | $785065.28    | 0.01%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5125000 | PA      | $5033837.94   | 0.08%             | 2025-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                                                        | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $2077037.60   | 0.03%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn8                                                       | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |     2930743 | PA      | $2961783.05   | 0.05%             | 2044-05-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C9K28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3266614 | PA      | $3318932.13   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      870000 | PA      | $901127.95    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $6520.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1295.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANUCHAR GROUP SARL                                                                 | Manuchar Group Sarl                                                              | CUSIP: 000000000<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |      100000 | PA      | $112431.56    | 0.00%             | 2027-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    56380000 | PA      | $2714249.72   | 0.04%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Kronos International Inc                                                            | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      215000 | PA      | $241261.19    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1961612.82   | 0.03%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1150587.50   | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    13895000 | PA      | $13661411.16  | 0.22%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement                         | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |     1395000 | PA      | $1610611.72   | 0.03%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       94000 | PA      | $97496.37     | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2023-1                                         | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $506376.70    | 0.01%             | 2028-10-16      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      430000 | PA      | $426430.54    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $442957.57    | 0.01%             | 2030-04-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                  | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                             | CUSIP: 64990GA69<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     2740000 | PA      | $2050111.84   | 0.03%             | 2040-07-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     2555000 | PA      | $2596481.70   | 0.04%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2025-A                                              | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $289703.27    | 0.00%             | 2027-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MWN28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2016917 | PA      | $2049807.97   | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                 | Wells Fargo Bank NA                                                              | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      885000 | PA      | $890044.52    | 0.01%             | 2026-12-11      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                               | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     6400000 | PA      | $6646246.72   | 0.11%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7706370 | PA      | $7531826.85   | 0.12%             | 2042-01-21      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                                        | Netherlands Government Bonds                                                     | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      263397 | PA      | $267004.74    | 0.00%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2846000 | PA      | $2923633.19   | 0.05%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4418753 | PA      | $4430329.98   | 0.07%             | 2032-02-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2023-3                                                   | CUSIP: 14319BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12844 | PA      | $12854.59     | 0.00%             | 2026-11-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QSBS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5008178 | PA      | $4798512.66   | 0.08%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      455000 | PA      | $435390.36    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2115000 | PA      | $2078790.57   | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1389579.37   | 0.02%             | 2029-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                       | 1988 CLO 2 Ltd                                                                   | CUSIP: 653939AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1393152.90   | 0.02%             | 2038-04-15      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1293062 | PA      | $1318015.32   | 0.02%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4636268.10   | 0.08%             | 2043-07-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      209000 | PA      | $191933.48    | 0.00%             | 2036-03-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2025-1                                       | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      290000 | PA      | $289946.21    | 0.00%             | 2028-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                                                        | Parallel 2020-1 Ltd                                                              | CUSIP: 69917BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1909328.40   | 0.03%             | 2034-07-20      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          38 | NC      | $-72269.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2655000 | PA      | $2168463.15   | 0.04%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                              | Miller Homes Group Finco PLC                                                     | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     3695000 | PA      | $4806357.10   | 0.08%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       69600 | PA      | $47328.00     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                                   | Portugal Obrigacoes do Tesouro OT                                                | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |       82000 | PA      | $92567.36     | 0.00%             | 2029-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                                                | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      353000 | PA      | $358851.90    | 0.01%             | 2032-02-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      897000 | PA      | $1086388.80   | 0.02%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2023-D Owner Trust                                       | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143097 | PA      | $143377.99    | 0.00%             | 2026-11-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6223583 | PA      | $5813554.69   | 0.10%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                                                     | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |      600000 | PA      | $624144.59    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4390000 | PA      | $4432500.38   | 0.07%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4440000 | PA      | $4273500.00   | 0.07%             | 2038-05-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1002459.78   | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      440000 | PA      | $412980.16    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                                 | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      785000 | PA      | $781501.20    | 0.01%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1525579 | PA      | $1536561.65   | 0.03%             | 2031-01-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      310000 | PA      | $303029.65    | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17749691.70  | 0.29%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2745376.21   | 0.04%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                                  | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      106000 | PA      | $105819.80    | 0.00%             | 2025-06-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                              | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2045000 | PA      | $1842894.08   | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1285000 | PA      | $1202996.28   | 0.02%             | 2030-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      130000 | PA      | $149591.96    | 0.00%             | 2027-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Bahamas                                                             | Bahamas Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      200000 | PA      | $189565.55    | 0.00%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2202557 | PA      | $2236566.12   | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3600133 | PA      | $3638145.55   | 0.06%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9952356 | PA      | $8518166.57   | 0.14%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2285000 | PA      | $2364508.86   | 0.04%             | 2035-01-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALSEA S.A.                                                                          | Alsea SAB de CV                                                                  | CUSIP: 021151AA3<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |      215000 | PA      | $216286.35    | 0.00%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2026235 | PA      | $1760636.08   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2290392 | PA      | $2330945.91   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC 2023-A                                                | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615000 | PA      | $626523.56    | 0.01%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      109000 | PA      | $127607.43    | 0.00%             | 2037-10-30      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-C39                                   | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5525000 | PA      | $5084599.49   | 0.08%             | 2050-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1048044.03   | 0.02%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1135000 | PA      | $1094388.28   | 0.02%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                               | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      600000 | PA      | $599967.86    | 0.01%             | 2027-02-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CGW5 T-LOCK @ 99.8736 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     6000000 | OU      | $31185.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      320000 | PA      | $316016.54    | 0.01%             | 2026-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2209810 | PA      | $1849258.93   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GRVT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5450674 | PA      | $5550545.26   | 0.09%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15813000 | PA      | $15870010.61  | 0.26%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1119997.79   | 0.02%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $11624551.91  | 0.19%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5826594 | PA      | $5917875.93   | 0.10%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALDER FINLAND OYJ                                                                  | Balder Finland Oyj                                                               | CUSIP: 000000000<br>LEI: 5493007P4MCJM21IB748 | Long             | DBT              | CORP              | FI        |      615000 | PA      | $618875.24    | 0.01%             | 2030-05-24      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9479631 | PA      | $423060.11    | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      935000 | PA      | $948678.12    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2761716 | PA      | $2781960.34   | 0.05%             | 2037-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3146829 | PA      | $3149999.40   | 0.05%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                              | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |      510000 | PA      | $520208.87    | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     2246000 | PA      | $2666156.39   | 0.04%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6038000 | PA      | $4948633.10   | 0.08%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1188587.78   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MMZZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2998877 | PA      | $2948351.83   | 0.05%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                            | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1145000 | PA      | $1193662.50   | 0.02%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                            | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1669533.78   | 0.03%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                              | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $189428.00    | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                           | KEB Hana Bank                                                                    | CUSIP: 48723RAC9<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $196457.06    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2000000 | PA      | $302728.91    | 0.00%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                                   | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |      465000 | PA      | $525555.71    | 0.01%             | 2031-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS NETWORK PLC                                                            | Southern Gas Networks PLC                                                        | CUSIP: 000000000<br>LEI: 549300SPX8573VZ2SK79 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $227899.62    | 0.00%             | 2030-10-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                              | Minera Mexico SA de CV                                                           | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     1900000 | PA      | $1901900.00   | 0.03%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1651000 | PA      | $1580832.50   | 0.03%             | 2038-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                                  | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      100000 | PA      | $108008.00    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      230000 | PA      | $260812.65    | 0.00%             | 2027-10-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     4560000 | PA      | $3195830.40   | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2024-IV Ltd                                                         | CUSIP: 17181WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1991201.20   | 0.03%             | 2037-10-16      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2020-RR04                             | CUSIP: 3137FRV57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65436000 | PA      | $4017803.12   | 0.07%             | 2029-02-27      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      115333 | PA      | $134039.59    | 0.00%             | 2029-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HBUQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11736653 | PA      | $2223031.29   | 0.04%             | 2051-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2024-RTL2                                    | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |     7627000 | PA      | $7598942.56   | 0.12%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                             | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      470000 | PA      | $510322.06    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                                                                | Longfor Group Holdings Ltd                                                       | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $176511.79    | 0.00%             | 2028-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 000000000<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2595542.35   | 0.04%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                                             | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      790000 | PA      | $896738.74    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      795000 | PA      | $760089.09    | 0.01%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-526597.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1045000 | PA      | $1036968.12   | 0.02%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |     8395000 | PA      | $8431598.84   | 0.14%             | 2044-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                                               | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       79941 | PA      | $69444.75     | 0.00%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1750600.44   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1670073 | PA      | $1599173.31   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -37 | NC      | $-51540.85    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      720000 | PA      | $728778.24    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAE8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     2068000 | PA      | $2082276.44   | 0.03%             | 2031-12-22      | Fixed         | 7.91%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      565000 | PA      | $563737.37    | 0.01%             | 2027-01-07      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust 2024-C                                              | CUSIP: 34532UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $574724.40    | 0.01%             | 2027-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                         | QatarEnergy                                                                      | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      600000 | PA      | $575412.00    | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                             | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1740320000 | PA      | $4054459.38   | 0.07%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4548000 | PA      | $1209943.88   | 0.02%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    40130000 | PA      | $30248525.64  | 0.50%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531GAJ4<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1161837.60   | 0.02%             | 2037-07-25      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-5                                                | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |     3561626 | PA      | $3595281.09   | 0.06%             | 2069-06-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2751189 | PA      | $2755873.51   | 0.05%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-4                                                    | CUSIP: 81743BAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6448391 | PA      | $6467646.69   | 0.11%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2879671 | PA      | $2908687.52   | 0.05%             | 2032-12-20      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                 | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     1090328 | PA      | $653883.80    | 0.01%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QLR65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2922585 | PA      | $2555683.17   | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2025-A                                            | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      292000 | PA      | $291587.23    | 0.00%             | 2027-12-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2949132.84   | 0.05%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |      385000 | PA      | $365922.71    | 0.01%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd                                                                    | CUSIP: 69355EAS4<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $286785.51    | 0.00%             | 2034-04-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2291000 | PA      | $2292690.07   | 0.04%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-OAT FUTURE JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           3 | NC      | $7481.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-UBS3 Mortgage Trust                                                    | CUSIP: 12591YBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1795405 | PA      | $29.09        | 0.00%             | 2047-06-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                 | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1181614.78   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2138000 | PA      | $2203175.43   | 0.04%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                    | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      810000 | PA      | $791256.36    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1670547.98   | 0.03%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHINA HUADIAN OVERSEAS                                                              | China Huadian Overseas Development 2018 Ltd                                      | CUSIP: 000000000<br>LEI: 254900VYKHYMLL9E9T73 | Long             | DBT              | CORP              | VG        |      234000 | PA      | $232464.75    | 0.00%             | 2025-06-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      340000 | PA      | $395372.31    | 0.01%             | 2039-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                        | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      365000 | PA      | $345154.95    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                       | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      700000 | PA      | $800267.93    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                             | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $2990121.00   | 0.05%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2430428 | PA      | $2440042.95   | 0.04%             | 2069-12-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                               | GM Financial Automobile Leasing Trust 2024-3                                     | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      544366 | PA      | $543749.98    | 0.01%             | 2027-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6710000 | PA      | $6722587.96   | 0.11%             | 2041-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-3824017.03  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-SCHATZ FUT JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -31 | NC      | $-29706.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 30 Ltd                                                                  | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5500000 | PA      | $5500000.00   | 0.09%             | 2037-07-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      240000 | PA      | $196281.42    | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                                                  | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $1014783.70   | 0.02%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                 | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1270000 | PA      | $1298319.73   | 0.02%             | 2034-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                    | Deutsche Bank AG                                                                 | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2154541.62   | 0.04%             | 2025-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                       | CUSIP: 000000000<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112163.23    | 0.00%             | 2036-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1113000 | PA      | $1114013.83   | 0.02%             | 2032-10-14      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     3206000 | PA      | $4027953.04   | 0.07%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    18715000 | PA      | $4412763.10   | 0.07%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STEDIN HOLDING NV                                                                   | Stedin Holding NV                                                                | CUSIP: 000000000<br>LEI: 724500R5IP6TFKTNRU48 | Long             | DBT              | CORP              | NL        |     1716000 | PA      | $1871186.55   | 0.03%             | 2026-12-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                                                   | LHMC Finco 2 Sarl                                                                | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |      433067 | PA      | $490578.88    | 0.01%             | 2025-10-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $4514409.29   | 0.07%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      665000 | PA      | $656148.45    | 0.01%             | 2025-08-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                            | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $106581.34    | 0.00%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | Eleven Madison Trust 2015-11MD Mortgage Trust                                    | CUSIP: 556227AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2433000 | PA      | $2370125.93   | 0.04%             | 2035-09-10      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                      | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1205000 | PA      | $1198321.53   | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     3140000 | PA      | $818502.75    | 0.01%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $8518.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     6205000 | PA      | $6011414.55   | 0.10%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3315906 | PA      | $3368632.28   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $814659.64    | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                             | Monitchem HoldCo 3 SA                                                            | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |     1294000 | PA      | $1440434.18   | 0.02%             | 2028-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                               | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1295300 | PA      | $184580.25    | 0.00%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE2                                                | CUSIP: 46593HAA6<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-O            | CORP              | US        |      805935 | PA      | $805164.02    | 0.01%             | 2054-10-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8000000 | PA      | $7919040.00   | 0.13%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2677978.09   | 0.04%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      710000 | PA      | $687873.09    | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      211000 | PA      | $246651.78    | 0.00%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                     | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2680140.74   | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3051570.00   | 0.05%             | 2041-09-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-OAT FUTURE JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -6 | NC      | $-3887.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2431818 | PA      | $1774141.58   | 0.03%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      225000 | PA      | $169150.50    | 0.00%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHCY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4666723 | PA      | $4096448.13   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      475000 | PA      | $475777.87    | 0.01%             | 2027-03-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $5794.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                             | Fiserv Funding ULC                                                               | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      100000 | PA      | $113452.26    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                              | BCP V Modular Services Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |      495000 | PA      | $503044.92    | 0.01%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5763000 | PA      | $5580822.93   | 0.09%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2681572.64   | 0.04%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3623000 | PA      | $3284968.30   | 0.05%             | 2037-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAR6<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    12261841 | PA      | $134.88       | 0.00%             | 2050-05-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5448800.00   | 0.09%             | 2042-09-25      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $6656.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FASTIGHETS AB BALDER                                                                | Fastighets AB Balder                                                             | CUSIP: 000000000<br>LEI: 549300GHKJCEZOAEUU82 | Long             | DBT              | CORP              | SE        |     2510000 | PA      | $2767036.94   | 0.05%             | 2081-06-02      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2020-1 Trust                                                               | CUSIP: 00255UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      421131 | PA      | $404348.08    | 0.01%             | 2040-01-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                               | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1730808.82   | 0.03%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-325046.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2709000 | PA      | $2058739.23   | 0.03%             | 2053-03-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7014028 | PA      | $7094250.03   | 0.12%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                            | African Export-Import Bank/The                                                   | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $193731.60    | 0.00%             | 2026-05-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      275000 | PA      | $280983.85    | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                                            | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1369231.37   | 0.02%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                                              | Nationale-Nederlanden Bank NV/The Netherlands                                    | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216473.18    | 0.00%             | 2028-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                           | DLLAA 2023-1 LLC                                                                 | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       74445 | PA      | $74577.70     | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMPV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2570998 | PA      | $2635681.87   | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2024-NQM6                                                     | CUSIP: 00249YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $1057980.53   | 0.02%             | 2070-01-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      565000 | PA      | $610804.20    | 0.01%             | 2030-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                                                             | Ziply Fiber Issuer LLC                                                           | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5347000 | PA      | $5479022.78   | 0.09%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      950000 | PA      | $925812.12    | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      500000 | PA      | $482326.75    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4610000 | PA      | $4525363.26   | 0.07%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     5200000 | PA      | $5233315.00   | 0.09%             | 2035-12-03      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      495000 | PA      | $482731.60    | 0.01%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |     7520000 | PA      | $8140400.00   | 0.13%             | 2042-03-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810SB5 T-LOCK @ 73.095 05/27/2025                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2450000 | OU      | $25221.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AE0<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |     4415865 | PA      | $4390435.79   | 0.07%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1532721.36   | 0.03%             | 2027-09-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     6760000 | PA      | $1057586.26   | 0.02%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32879097 | PA      | $2282420.88   | 0.04%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      969983 | PA      | $979383.24    | 0.02%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $240318.90    | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10875000 | PA      | $11695420.11  | 0.19%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6481285 | PA      | $6583598.16   | 0.11%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                            | Capital One Prime Auto Receivables Trust 2024-1                                  | CUSIP: 14043NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      274261 | PA      | $274138.72    | 0.00%             | 2027-10-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                   | Ghana Government International Bond                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        9297 | PA      | $7066.96      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                  | Ahlstrom Holding 3 Oy                                                            | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |     2615000 | PA      | $2853466.86   | 0.05%             | 2028-02-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6725000 | PA      | $6940916.89   | 0.11%             | 2039-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1309029.66   | 0.02%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3685000 | PA      | $3371912.45   | 0.06%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2185000 | PA      | $2239974.60   | 0.04%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $940350.42    | 0.02%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    20925000 | PA      | $14005663.50  | 0.23%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12010000 | PA      | $11623538.50  | 0.19%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                                 | Avantor Funding Inc                                                              | CUSIP: 000000000<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      605000 | PA      | $675160.50    | 0.01%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     3380200 | PA      | $3390252.04   | 0.06%             | 2041-11-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      620000 | PA      | $540950.00    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       90797 | PA      | $103582.48    | 0.00%             | 2028-11-22      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    20560000 | PA      | $20303956.66  | 0.33%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425904 | PA      | $424572.69    | 0.01%             | 2039-02-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BBZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2752011 | PA      | $2393850.69   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                                                   | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      215000 | PA      | $204948.75    | 0.00%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                        | SK Hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $208385.93    | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6420000 | PA      | $6105360.42   | 0.10%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      772624 | PA      | $769971.69    | 0.01%             | 2044-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                               | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1040000 | PA      | $1014074.67   | 0.02%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05565ALQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $560039.47    | 0.01%             | 2030-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    10159000 | PA      | $10543391.87  | 0.17%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    19113000 | PA      | $18591403.17  | 0.30%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                            | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     3900000 | PA      | $4728644.00   | 0.08%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3905894 | PA      | $3968901.05   | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $928197.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $1199.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State of California                                                                 | CALIFORNIA ST                                                                    | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1370000 | PA      | $1643435.83   | 0.03%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2370000 | PA      | $2349959.75   | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority                                       | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RPN3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |     1060000 | PA      | $1054678.06   | 0.02%             | 2027-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1450000 | PA      | $1480184.45   | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   151831577 | PA      | $154505702.75 | 2.53%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                    | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     1931000 | PA      | $2143636.14   | 0.04%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJSB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5529253 | PA      | $4991671.48   | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-54532.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NK4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1783585 | PA      | $1784966.11   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1225000 | PA      | $1190781.95   | 0.02%             | 2038-01-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2365000 | PA      | $2323357.79   | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      160000 | PA      | $3272.49      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6470392 | PA      | $6633182.63   | 0.11%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1891345 | PA      | $1925059.58   | 0.03%             | 2038-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8015228 | PA      | $7408682.73   | 0.12%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                             | Consolidated Energy Finance SA                                                   | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $180295.32    | 0.00%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140A6UM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2679587 | PA      | $2720186.59   | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QRV34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3563505 | PA      | $3640017.72   | 0.06%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $209101.80    | 0.00%             | 2029-01-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                              | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      300000 | PA      | $288219.01    | 0.00%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1955467.34   | 0.03%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3860000 | PA      | $3597339.04   | 0.06%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464287242-USD-SOFR-COMPOUND-20250523                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    60136224 | OU      | $605141.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1055000 | PA      | $1051754.93   | 0.02%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133AYUA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4544815 | PA      | $3796698.20   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E03E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9689379 | PA      | $9713439.17   | 0.16%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXXI Ltd                                                            | CUSIP: 895972AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $995428.50    | 0.02%             | 2038-01-22      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XHX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17985459 | PA      | $3446641.65   | 0.06%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997376.81    | 0.02%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-13921.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      117000 | PA      | $141334.20    | 0.00%             | 2029-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                                                  | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $293466.98    | 0.00%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4984382 | PA      | $4897154.88   | 0.08%             | 2034-05-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1183221.48   | 0.02%             | 2025-07-06      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |      979695 | PA      | $975723.22    | 0.02%             | 2045-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    18564000 | PA      | $18819255.00  | 0.31%             | 2042-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4170000 | PA      | $3989220.91   | 0.07%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11224204 | PA      | $9747889.58   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1409000 | PA      | $1398402.29   | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2022-1 LLC                                                                   | CUSIP: 55400UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1882744 | PA      | $1863314.81   | 0.03%             | 2039-11-21      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1584521.84   | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                                     | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      665000 | PA      | $749648.87    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7445410 | PA      | $7479791.64   | 0.12%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8640000 | PA      | $8553600.00   | 0.14%             | 2039-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $4249947.02   | 0.07%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 12964500000 | PA      | $2246330.06   | 0.04%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XM7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4907775 | PA      | $4925786.66   | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3447168 | PA      | $3134337.50   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     4400000 | PA      | $4835005.99   | 0.08%             | 2027-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1596039 | PA      | $1598284.49   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $194098.25    | 0.00%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $715255.64    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-13402.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1013162.63   | 0.02%             | 2026-08-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2420000 | PA      | $2374161.09   | 0.04%             | 2041-11-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3121000 | PA      | $3034308.30   | 0.05%             | 2039-12-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM4 Trust                                                              | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6921501 | PA      | $5831286.11   | 0.10%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer Llc                                                       | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6069126.00   | 0.10%             | 2055-04-20      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2024-D Owner Trust                                       | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      524622 | PA      | $524540.68    | 0.01%             | 2027-08-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                             | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     4239000 | PA      | $3750011.51   | 0.06%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 27 Ltd                                                             | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     4250000 | PA      | $4231300.00   | 0.07%             | 2037-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   205030000 | PA      | $204587385.34 | 3.35%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2580000 | PA      | $1838048.45   | 0.03%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2023-C                                            | CUSIP: 44918CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139643 | PA      | $139907.21    | 0.00%             | 2027-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14219000 | PA      | $14277977.57  | 0.23%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1386675.58   | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2024-10                                        | CUSIP: 16159YAE0<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |     6585667 | PA      | $6584959.50   | 0.11%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2136000 | PA      | $1947495.44   | 0.03%             | 2051-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                            | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |     2177000 | PA      | $2531670.85   | 0.04%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     1260000 | PA      | $1138767.79   | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3843000 | PA      | $4018716.56   | 0.07%             | 2057-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1745000 | PA      | $1762544.30   | 0.03%             | 2027-01-23      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      925000 | PA      | $921577.50    | 0.02%             | 2027-10-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BIRKENSTOCK FINANC SARL                                                             | Birkenstock Financing Sarl                                                       | CUSIP: 000000000<br>LEI: 5299004DSXRFOZZ5UG09 | Long             | DBT              | CORP              | LU        |     3183000 | PA      | $3636487.35   | 0.06%             | 2029-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3423000 | PA      | $3463409.54   | 0.06%             | 2029-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                  | FS Luxembourg Sarl                                                               | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      233000 | PA      | $234231.87    | 0.00%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1230000 | PA      | $899245.31    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3336952.15   | 0.05%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2860000 | PA      | $2066424.36   | 0.03%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                                  | Iceland Bondco PLC                                                               | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $284855.26    | 0.00%             | 2027-12-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15602475 | PA      | $13547057.90  | 0.22%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    14125000 | PA      | $14966967.24  | 0.25%             | 2042-03-25      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14233000 | PA      | $14254703.90  | 0.23%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TenneT Holding BV                                                                   | TenneT Holding BV                                                                | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $92596.94     | 0.00%             | 2039-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                          | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      235000 | PA      | $248828.43    | 0.00%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 10 RENEW POWER SUBSIDIAR                                                            | ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      200000 | PA      | $185364.24    | 0.00%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--EUR-EXT-CPI-20310415                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      670000 | OU      | $123962.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-6945.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                              | Turkiye Government International Bonds                                           | CUSIP: 900123DH0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $215609.60    | 0.00%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPG36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      708757 | PA      | $619570.49    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3677817 | PA      | $3609613.12   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                                             | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      185366 | PA      | $157653.66    | 0.00%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4505000 | PA      | $3654708.19   | 0.06%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20280403                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     1000000 | OU      | $7828.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                               | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1215904.14   | 0.02%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |     3500000 | PA      | $4124686.06   | 0.07%             | 2028-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNAC DARTY SA                                                                       | Fnac Darty SA                                                                    | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |     1065000 | PA      | $1266482.82   | 0.02%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5206476 | PA      | $5321532.56   | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron RR CLO 27 LTD                                                           | CUSIP: 33882JAJ1<br>LEI: 254900DN5GP1YLQEIW03 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $995600.00    | 0.02%             | 2037-10-18      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2450000 | PA      | $2430859.38   | 0.04%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4285000 | PA      | $4338897.24   | 0.07%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                   | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $954874.45    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1335069.00   | 0.02%             | 2032-01-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      420000 | PA      | $359662.59    | 0.01%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2670000 | PA      | $2721105.46   | 0.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       85850 | PA      | $78879.07     | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QN2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6192325 | PA      | $5636414.44   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                              | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |     2145000 | PA      | $2722857.55   | 0.04%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-2 LLC                                                                   | CUSIP: 55400WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2474937 | PA      | $2556341.66   | 0.04%             | 2040-11-20      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                                | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106868.55    | 0.00%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-2492.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     7090000 | PA      | $7170270.14   | 0.12%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10451500000 | PA      | $1920296.35   | 0.03%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                                          | Serbia International Bonds                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      220000 | PA      | $183500.79    | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED DKK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $20835.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1018497.90   | 0.02%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7731000 | PA      | $8000254.96   | 0.13%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4435000 | PA      | $4501069.79   | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3794066 | PA      | $3848576.69   | 0.06%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $14806.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6834000 | PA      | $6735761.25   | 0.11%             | 2038-05-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5415724 | PA      | $4530955.49   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3369000 | PA      | $3327624.97   | 0.05%             | 2042-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1160805 | PA      | $1162699.21   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18120000 | PA      | $17734950.00  | 0.29%             | 2042-03-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2021-2 Receivables Funding LLC                                  | CUSIP: 82652RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      952594 | PA      | $923590.78    | 0.02%             | 2038-09-20      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2939692 | PA      | $2813438.84   | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                              | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1541000 | PA      | $444894.35    | 0.01%             | 2028-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      835000 | PA      | $754441.96    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  7638000000 | PA      | $455669.81    | 0.01%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      520182 | PA      | $439746.39    | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SPDR Portfolio High Yield Bond ETF                                                  | SPDR Portfolio High Yield Bond ETF                                               | CUSIP: 78468R606<br>LEI: N/A                  | Long             | EC               | RF                | US        |     1167725 | NS      | $27149606.25  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      785000 | PA      | $749461.09    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1334097 | PA      | $1292696.38   | 0.02%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1525000 | PA      | $1057909.18   | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      515000 | PA      | $517583.04    | 0.01%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                                            | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1713223.44   | 0.03%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     8780000 | PA      | $9327169.60   | 0.15%             | 2042-04-25      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4503733.16  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                    | Georgia Power Co                                                                 | CUSIP: 373334KU4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      769000 | PA      | $769043.26    | 0.01%             | 2025-05-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424104.95    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5115000 | PA      | $4942620.10   | 0.08%             | 2030-02-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24318 | PA      | $15.89        | 0.00%             | 2044-08-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                            | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      256000 | PA      | $251320.58    | 0.00%             | 2026-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                            | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     1655000 | PA      | $1712925.00   | 0.03%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1566180.56   | 0.03%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                                | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      300000 | PA      | $282000.00    | 0.00%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                          | MICHIGAN ST FIN AUTH REVENUE                                                     | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     1770000 | PA      | $1452998.84   | 0.02%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPITRAXX--2I667KLL0-20300620                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |      230000 | OU      | $-18324.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3822700 | PA      | $3824843.50   | 0.06%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4430000 | PA      | $4517550.09   | 0.07%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                             | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $764928.60    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       60000 | PA      | $69605.30     | 0.00%             | 2032-09-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CECONOMY AG                                                                         | CECONOMY AG                                                                      | CUSIP: 000000000<br>LEI: 5299001X9L42HXEBCZ51 | Long             | DBT              | CORP              | DE        |     1823000 | PA      | $2148057.46   | 0.04%             | 2029-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                              | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169575.00    | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FRZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9612849 | PA      | $1884059.85   | 0.03%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B45P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6104007 | PA      | $678268.08    | 0.01%             | 2049-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          93 | NC      | $-30689.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HT TROPLAST AG                                                                      | HT Troplast GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |      515000 | PA      | $589434.67    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $238562.50    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                                            | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $638144.32    | 0.01%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                              | GE Capital Funding LLC                                                           | CUSIP: 36166NAG8<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |      440000 | PA      | $439708.26    | 0.01%             | 2025-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1138279 | PA      | $1156378.04   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GUALA CLOSURES S                                                                    | Guala Closures SpA                                                               | CUSIP: 000000000<br>LEI: 81560014151D1C625F49 | Long             | DBT              | CORP              | IT        |     2820000 | PA      | $3038995.66   | 0.05%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                                            | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1173526.58   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11545165 | PA      | $11548431.34  | 0.19%             | 2055-01-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1945000 | PA      | $1909074.70   | 0.03%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXVIII Ltd                                                             | CUSIP: 55955MAG5<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |     4500000 | PA      | $4192630.65   | 0.07%             | 2038-01-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       66300 | PA      | $50517.10     | 0.00%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQDS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      919878 | PA      | $881430.79    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      720000 | PA      | $738653.46    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3400000 | PA      | $2987046.88   | 0.05%             | 2029-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $14925611.58  | 0.24%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       95641 | PA      | $66948.70     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4268934 | PA      | $4337797.33   | 0.07%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20250611                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    90520900 | OU      | $-947971.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-7876.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2990023.11   | 0.05%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                              | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |       26000 | PA      | $26708.69     | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                             | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |     2009000 | PA      | $2513900.63   | 0.04%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      880000 | PA      | $994748.88    | 0.02%             | 2026-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                                  | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1150000 | PA      | $1135555.47   | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KQEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1961338 | PA      | $1926269.67   | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      650000 | PA      | $630500.00    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                             | Aris Water Holdings LLC                                                          | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1786186.67   | 0.03%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9566748 | PA      | $9717560.13   | 0.16%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2287489.95   | 0.04%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      910000 | PA      | $1018983.33   | 0.02%             | 2027-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $703710.92    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2201872.62   | 0.04%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ASSEMBLIN CAVERION GROUP                                                            | Assemblin Caverion Group AB                                                      | CUSIP: 000000000<br>LEI: 636700ULD38LN63RC248 | Long             | DBT              | CORP              | SE        |      444000 | PA      | $518755.85    | 0.01%             | 2030-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                              | FMG Resources August 2006 Pty Ltd                                                | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      840000 | PA      | $819397.99    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830LAC6<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $850536.72    | 0.01%             | 2030-01-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                                | Colombia Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $113604.52    | 0.00%             | 2026-03-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                      | Mercedes-Benz Auto Lease Trust 2024-B                                            | CUSIP: 58769GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      439143 | PA      | $438920.03    | 0.01%             | 2026-12-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6443000 | PA      | $6692666.25   | 0.11%             | 2043-01-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       84000 | PA      | $95636.76     | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1725000 | PA      | $1869146.52   | 0.03%             | 2043-01-25      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 23                                                                | CK Hutchison International 23 Ltd                                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $201115.96    | 0.00%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5041325 | PA      | $4981550.81   | 0.08%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                            | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      766000 | PA      | $916281.19    | 0.02%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XXVIII                                                                | CUSIP: 03766YAA1<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $494997.60    | 0.01%             | 2031-01-20      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $22413.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      455000 | PA      | $468478.01    | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                              | John Deere Owner Trust 2023-C                                                    | CUSIP: 47787CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      496000 | PA      | $501153.24    | 0.01%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                            | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      405000 | PA      | $402453.97    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      685000 | PA      | $606873.94    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1694434 | PA      | $1561715.11   | 0.03%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2019-BNK17                                                                  | CUSIP: 065403BH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5302000 | PA      | $4921498.26   | 0.08%             | 2052-04-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1119944.49   | 0.02%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                            | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |      218000 | PA      | $216899.10    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $70701.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                              | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8855000 | PA      | $9176634.85   | 0.15%             | 2054-06-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1543348.97   | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                               | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1975000 | PA      | $1906079.22   | 0.03%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3812406 | PA      | $3874343.63   | 0.06%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196628.73    | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1534500 | PA      | $1503875.83   | 0.02%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      805000 | PA      | $876452.22    | 0.01%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2027234.89   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113609 | PA      | $113880.40    | 0.00%             | 2030-03-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                                                               | Central American Bank for Economic Integration                                   | CUSIP: 15238PAH9<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | XX        |      200000 | PA      | $201015.02    | 0.00%             | 2026-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | LONG GILT FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         104 | NC      | $104186.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2983014 | PA      | $2966763.16   | 0.05%             | 2026-10-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810RL4 T-LOCK @ 72.4106 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     1000000 | OU      | $10942.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                                                                | Provincia de Cordoba                                                             | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       67861 | PA      | $66503.49     | 0.00%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                        | Ford Credit Auto Lease Trust 2024-B                                              | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      361186 | PA      | $361077.81    | 0.01%             | 2027-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7714817 | PA      | $7215309.46   | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      610000 | PA      | $574619.88    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                          | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3751609.34   | 0.06%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                                 | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      815000 | PA      | $946554.68    | 0.02%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10635000 | PA      | $9384727.60   | 0.15%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                           | CUSIP: 29244PAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1450434.00   | 0.02%             | 2037-07-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $513187.00    | 0.01%             | 2042-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7894682 | PA      | $7958202.90   | 0.13%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2068507.80   | 0.03%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2150559 | PA      | $1867876.48   | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1274887 | PA      | $1196784.31   | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                                            | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1595514.37   | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $79519.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                               | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $186601.86    | 0.00%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189582.55    | 0.00%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |      254084 | PA      | $337771.24    | 0.01%             | 2026-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $777652.88    | 0.01%             | 2038-09-06      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1329317.82   | 0.02%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                                             | Motel One GmbH/Muenchen                                                          | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |      935000 | PA      | $1118308.04   | 0.02%             | 2031-04-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                 | Nissan Auto Receivables 2024-B Owner Trust                                       | CUSIP: 65479WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $574738.66    | 0.01%             | 2027-06-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                                        | Castellum AB                                                                     | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |     1600000 | PA      | $1751250.95   | 0.03%             | 2026-12-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DQFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      799461 | PA      | $813637.34    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                              | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7256324 | PA      | $7313074.24   | 0.12%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2330000 | PA      | $2371425.54   | 0.04%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382GDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6918539 | PA      | $5294602.58   | 0.09%             | 2050-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810TP3 T-LOCK @ 78.9853 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     3000000 | OU      | $27786.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   418001281 | NS      | $418001280.67 | 6.85%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $32568.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      820000 | PA      | $834135.16    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366130 | PA      | $366334.72    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                             | Simon Property Group LP                                                          | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     1250000 | PA      | $1245006.56   | 0.02%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                                 | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     1254000 | PA      | $1466082.99   | 0.02%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPVANILLA--EUR-EURIBOR-REUTERS-20310413                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      206577 | OU      | $28248.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2361094 | PA      | $1748612.55   | 0.03%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      447142 | PA      | $391683.14    | 0.01%             | 2038-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                             | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2840000 | PA      | $2675158.68   | 0.04%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-8380.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-4090.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                              | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      445000 | PA      | $446633.37    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1261757.81   | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |     5544169 | PA      | $5578638.85   | 0.09%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPDD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1699021 | PA      | $1533785.24   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    10930000 | PA      | $11110359.97  | 0.18%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2077000 | PA      | $2166716.43   | 0.04%             | 2056-12-15      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| GLOBALWORTH REAL ESTATE                                                             | Globalworth Real Estate Investments Ltd                                          | CUSIP: 000000000<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              |  | GG        |     1465412 | PA      | $1681561.83   | 0.03%             | 2029-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2771000 | PA      | $2738055.03   | 0.04%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                       | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $101714.20    | 0.00%             | 2026-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2023-2                                                 | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22539 | PA      | $22571.15     | 0.00%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-7457.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                           | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      155000 | PA      | $183931.29    | 0.00%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KMQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6119581 | PA      | $5110052.78   | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      885000 | PA      | $868587.86    | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                                         | ProGroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |     2110000 | PA      | $2310636.89   | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $3005015.98   | 0.05%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-76648.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                               | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $214213.94    | 0.00%             | 2026-08-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2805000 | PA      | $2865372.86   | 0.05%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-HE1                                         | CUSIP: 46593PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      927412 | PA      | $926684.90    | 0.02%             | 2055-07-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CROATIA                                                                             | Croatia Government International Bond                                            | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |      100000 | PA      | $111305.83    | 0.00%             | 2037-02-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     4250000 | PA      | $4104807.68   | 0.07%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-2                                                     | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201756 | PA      | $202263.43    | 0.00%             | 2031-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                                 | MEGlobal Canada ULC                                                              | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $199990.40    | 0.00%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BOBL FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -183 | NC      | $-245036.14   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4508280.50   | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-40584.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5166000 | PA      | $4997800.72   | 0.08%             | 2042-02-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTPD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13937870 | PA      | $13906228.17  | 0.23%             | 2054-11-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                                                       | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     2135000 | PA      | $2338632.38   | 0.04%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2018-A                                                          | CUSIP: 00900HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $935012.10    | 0.02%             | 2037-10-17      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2221470.23   | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                                             | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |     1641000 | PA      | $1891540.33   | 0.03%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2357000 | PA      | $2425441.39   | 0.04%             | 2040-01-13      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2890000 | PA      | $2657218.82   | 0.04%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-18619.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2515000 | PA      | $1689136.65   | 0.03%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                          | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      349439 | PA      | $359239.37    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2737768.78   | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                               | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22085000 | PA      | $22437697.45  | 0.37%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                                          | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |     2342000 | PA      | $2653135.90   | 0.04%             | 2099-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       88000 | PA      | $100255.00    | 0.00%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                               | SBNA Auto Lease Trust 2024-A                                                     | CUSIP: 78414SAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6366 | PA      | $6368.76      | 0.00%             | 2026-01-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCZL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5188393 | PA      | $4705181.20   | 0.08%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      245000 | PA      | $239586.51    | 0.00%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1940000 | PA      | $2213538.48   | 0.04%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175754.64    | 0.00%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                            | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1549271.04   | 0.03%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                         | Petrobras Global Finance BV                                                      | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $203248.00    | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                   | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $965917.65    | 0.02%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                                 | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1928113 | PA      | $1836553.96   | 0.03%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                                                 | Sandstone Peak Ltd                                                               | CUSIP: 800129AA6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $969901.00    | 0.02%             | 2034-10-15      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| MAISON FINCO PLC                                                                    | Maison Finco PLC                                                                 | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |      967000 | PA      | $1247353.66   | 0.02%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                             | Nationwide Building Society                                                      | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5455000 | PA      | $5304024.64   | 0.09%             | 2032-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-5                                  | CUSIP: 16159QAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5399546 | PA      | $5435214.63   | 0.09%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     2775000 | PA      | $2897091.40   | 0.05%             | 2042-02-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-SCHATZ FUT JUN25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         567 | NC      | $499670.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      775000 | PA      | $766867.03    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $344292.65    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6289219 | PA      | $5720500.52   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    13030000 | PA      | $13017023.29  | 0.21%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                | CUSIP: 36225BYA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         220 | PA      | $232.19       | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      160000 | PA      | $164642.22    | 0.00%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO III LTD                                                             | CUSIP: 89532RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1741967.50   | 0.03%             | 2037-10-20      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N3AD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      779017 | PA      | $746513.69    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      375000 | PA      | $372127.95    | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12955000 | PA      | $11176209.84  | 0.18%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2465000 | PA      | $2523802.58   | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     9839000 | PA      | $9851282.02   | 0.16%             | 2044-03-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6381120 | PA      | $6396641.13   | 0.10%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     8268000 | PA      | $7895407.87   | 0.13%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                               | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7740000 | PA      | $7484426.36   | 0.12%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      380000 | PA      | $390450.02    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $31191.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4607170.46   | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                           | Auxilior Term Funding 2024-1 LLC                                                 | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       74702 | PA      | $75170.08     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2360000 | PA      | $2110634.85   | 0.03%             | 2052-09-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| NECESS RETAIL/AFIN OP LP                                                            | Necessity Retail REIT Inc/The / American Finance Operating Partner LP            | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1235000 | PA      | $1164546.21   | 0.02%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1315153 | PA      | $1194767.22   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EQUITYTRS-464288513-USD-SOFR-COMPOUND-20250617                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |    72607155 | OU      | $-729688.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15312000 | PA      | $15032003.24  | 0.25%             | 2042-03-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                                                  | 37 Capital Clo 1 Ltd                                                             | CUSIP: 88430QAA5<br>LEI: 549300GZ8MP9ZGVMJ424 | Long             | ABS-CBDO         | CORP              | KY        |     3150000 | PA      | $3066297.57   | 0.05%             | 2034-10-15      | Floating      | 11.72%                | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    12270000 | PA      | $12229335.38  | 0.20%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                            | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    33980035 | PA      | $1697262.98   | 0.03%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1644 | NC      | $1339301.03   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BULGARIA                                                                            | Bulgaria Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       90000 | PA      | $101322.44    | 0.00%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-1119976.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                      | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198891.54    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                        | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1330000 | PA      | $1319414.26   | 0.02%             | 2047-02-10      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                               | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       52002 | PA      | $42367.84     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                       | TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU                     | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2125000 | PA      | $1588493.18   | 0.03%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NEXANS SA                                                                           | Nexans SA                                                                        | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1276644.02   | 0.02%             | 2030-03-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      210000 | PA      | $230252.57    | 0.00%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3980000 | PA      | $4010471.88   | 0.07%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                               | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239392.15    | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383MHQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9740736 | PA      | $1249077.00   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                            | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6060000 | PA      | $6055006.56   | 0.10%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                     | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $250644.42    | 0.00%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 72989000000 | PA      | $4335983.83   | 0.07%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CDX6 T-LOCK @ 89.2405 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     4500000 | OU      | $48580.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QTS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7334828 | PA      | $7447423.98   | 0.12%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                                  | KINGDOM OF MOROCCO                                                               | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      300000 | PA      | $340132.65    | 0.01%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1883715 | PA      | $1880405.15   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                                | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      210000 | PA      | $198218.64    | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      425000 | PA      | $450956.45    | 0.01%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1155000 | PA      | $576011.14    | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                                             | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |     1146000 | PA      | $1402066.86   | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $960580.34    | 0.02%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      535000 | PA      | $541276.12    | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4795000 | PA      | $4871576.63   | 0.08%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                             | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      420000 | PA      | $392781.90    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                                            | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       62252 | PA      | $71105.11     | 0.00%             | 2056-05-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                            | Flora Food Management BV                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $3037095.62   | 0.05%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust                                                              | Fifth Third Auto Trust 2023-1                                                    | CUSIP: 31680EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19757 | PA      | $19766.30     | 0.00%             | 2026-11-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                    | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1667910.89   | 0.03%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $3612281.08   | 0.06%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     4825000 | PA      | $4844246.01   | 0.08%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1985000 | PA      | $2032013.79   | 0.03%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                      | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      905656 | PA      | $920475.90    | 0.02%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2008604 | PA      | $2211146.71   | 0.04%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1140000 | PA      | $1067139.80   | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      350000 | PA      | $362648.08    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                 | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |      275000 | PA      | $276485.00    | 0.00%             | 2029-05-14      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | JPN 10Y BOND(OSE) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           4 | NC      | $71530.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7168000 | PA      | $6741440.92   | 0.11%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      660909 | PA      | $683361.20    | 0.01%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4239609 | PA      | $4326989.82   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                                     | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $204223.40    | 0.00%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3165472.12   | 0.05%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2025-A Owner Trust                                       | CUSIP: 89240JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      565000 | PA      | $564596.31    | 0.01%             | 2027-11-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2053681 | PA      | $1864096.21   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $5220.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPINFLATIONZERO--USA-CPI-U-20291202                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    10970000 | OU      | $57051.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      347000 | PA      | $347630.67    | 0.01%             | 2027-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4263068.73   | 0.07%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137AUTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3507830 | PA      | $642159.91    | 0.01%             | 2042-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1335000 | PA      | $1234001.84   | 0.02%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-24825.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KZT / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-6285.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2270000 | PA      | $1991534.56   | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     2450000 | PA      | $2503606.00   | 0.04%             | 2041-12-25      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2018-L1                                           | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4767000 | PA      | $4668821.25   | 0.08%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1596126.08   | 0.03%             | 2050-03-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206498.35    | 0.00%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8016569 | PA      | $6683340.29   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5014239 | PA      | $4913652.88   | 0.08%             | 2050-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      380000 | PA      | $378190.97    | 0.01%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0VW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      756078 | PA      | $772181.67    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QTUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5046371 | PA      | $5170363.84   | 0.08%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3551000 | PA      | $3551000.00   | 0.06%             | 2025-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                                       | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |      112000 | PA      | $101031.46    | 0.00%             | 2036-11-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAB1<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     2156000 | PA      | $2166035.32   | 0.04%             | 2054-08-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 91282CDC2 T-LOCK @ 99.2835 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     3000000 | OU      | $4742.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      800000 | PA      | $880752.60    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    92194439 | PA      | $5398583.64   | 0.09%             | 2054-09-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                              | DBS Group Holdings Ltd                                                           | CUSIP: 24023KAJ7<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $200539.20    | 0.00%             | 2025-09-12      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1754647.59   | 0.03%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DS2V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3635869 | PA      | $3292335.29   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                             | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      251000 | PA      | $254700.15    | 0.00%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $273337.12    | 0.00%             | 2027-06-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-17417.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $16627.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1864934 | PA      | $1858899.61   | 0.03%             | 2032-10-20      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                               | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3419349.32   | 0.06%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      825000 | PA      | $821267.12    | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      400000 | PA      | $389385.30    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                     | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      462542 | PA      | $440862.73    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7750984 | PA      | $7762707.82   | 0.13%             | 2055-02-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912828Z37 T-LOCK @ 93.5407 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     7750000 | OU      | $72454.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Bonds                                            | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      190178 | PA      | $139056.16    | 0.00%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                               | Freedom Mortgage Corp                                                            | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      245000 | PA      | $243160.20    | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3996238 | PA      | $3928334.46   | 0.06%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2760000 | PA      | $2814803.39   | 0.05%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-OANA                                                              | CUSIP: 05592DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1390000 | PA      | $1384772.21   | 0.02%             | 2037-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227803 | PA      | $198108.46    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CO-OP GRP HLDS                                                                      | Co-operative Group Holdings 2011 Ltd                                             | CUSIP: 000000000<br>LEI: 213800TAO69X5H284Q39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $808718.53    | 0.01%             | 2026-07-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                              | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2542000 | PA      | $2423007.45   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3090000 | PA      | $3055599.74   | 0.05%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B04S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5969353 | PA      | $780590.79    | 0.01%             | 2044-12-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FHT1 Excess Owner LLC                                                        | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8741941 | PA      | $8684747.93   | 0.14%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BAFE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4200748 | PA      | $3654729.10   | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy Xxviii Clo Ltd                                                            | CUSIP: 36321KAA9<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1589638.40   | 0.03%             | 2031-07-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3816000 | PA      | $3796902.83   | 0.06%             | 2041-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1317378.02   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                                                          | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |      495000 | PA      | $511230.57    | 0.01%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19240000 | PA      | $18033900.58  | 0.30%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      205000 | PA      | $150141.98    | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1250000 | PA      | $1231180.96   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2807000 | PA      | $2513903.73   | 0.04%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                    | Harley-Davidson Motorcycle Trust 2024-A                                          | CUSIP: 412922AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69406 | PA      | $69561.13     | 0.00%             | 2027-02-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     8340000 | PA      | $8291694.39   | 0.14%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      455000 | PA      | $388184.36    | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       14329 | PA      | $7366.54      | 0.00%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      585000 | PA      | $558574.09    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                 | CommonSpirit Health                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $1540684.14   | 0.03%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    27400000 | PA      | $1397926.08   | 0.02%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8872785 | PA      | $8881181.49   | 0.15%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -454 | NC      | $56557.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                                              | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |     1035000 | PA      | $1442933.09   | 0.02%             | 2030-11-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     1895000 | PA      | $1781224.96   | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Housing & Mortgage Finance Agency                                        | NEW JERSEY ST HSG & MTGE FIN AGY REVENUE                                         | CUSIP: 64613ABC5<br>LEI: 5493002ONULJL0FIGU24 | Long             | DBT              | MUN               | US        |      545000 | PA      | $520006.46    | 0.01%             | 2032-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    12585000 | PA      | $12269632.49  | 0.20%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-405.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELDEN INC                                                                          | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      130000 | PA      | $140226.74    | 0.00%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      679000 | PA      | $785781.88    | 0.01%             | 2054-10-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                            | New York Life Global Funding                                                     | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      710000 | PA      | $710922.44    | 0.01%             | 2026-08-28      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                                         | Porsche Financial Auto Securitization Trust 2024-1                               | CUSIP: 73328EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475022 | PA      | $474362.33    | 0.01%             | 2028-01-24      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD KZT                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-4469.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMANENT TSB GROUP                                                                 | Permanent TSB Group Holdings PLC                                                 | CUSIP: 000000000<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $223464.53    | 0.00%             | 2031-08-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                                                | Country Garden Holdings Co Ltd                                                   | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1305000 | PA      | $110990.25    | 0.00%             | 2030-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAH7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     5086000 | PA      | $5054579.20   | 0.08%             | 2058-01-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20300402                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      520000 | OU      | $6424.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                               | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1553909.09   | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-77087.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6290000 | PA      | $5991854.00   | 0.10%             | 2035-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2222000 | PA      | $2239933.76   | 0.04%             | 2057-03-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2020-1 LLC                                                            | CUSIP: 18914HAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1450952.85   | 0.02%             | 2037-07-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2208405 | PA      | $2170853.83   | 0.04%             | 2041-08-20      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | CCPOIS--EUR-EUROSTR-COMPOUND-20350402                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      117250 | OU      | $2216.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4100699 | PA      | $4027379.25   | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                              | Tesla Auto Lease Trust 2024-B                                                    | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      226630 | PA      | $226662.85    | 0.00%             | 2027-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5733411 | PA      | $4794950.05   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS HO                                                             | Lindblad Expeditions Holdings Inc                                                | CUSIP: 535219AA7<br>LEI: 549300GSPW24GZE6R597 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1135621.76   | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| XUNTA DE GALICIA                                                                    | Xunta de Galicia                                                                 | CUSIP: 000000000<br>LEI: 9598006NADCDHBCA0B85 | Long             | DBT              | NUSS              | ES        |     6000000 | PA      | $7004193.13   | 0.11%             | 2031-04-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      350000 | PA      | $402895.25    | 0.01%             | 2028-07-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      685000 | PA      | $661128.30    | 0.01%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3038.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      270000 | PA      | $265259.18    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                                              | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     3902000 | PA      | $4436141.85   | 0.07%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4920817 | PA      | $5001494.05   | 0.08%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                                  | Angolan Government International Bond                                            | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      760000 | PA      | $596144.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      820000 | PA      | $820406.31    | 0.01%             | 2026-01-29      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      630000 | PA      | $626845.93    | 0.01%             | 2028-01-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                             | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     1370000 | PA      | $1585339.61   | 0.03%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    46971963 | PA      | $1927419.34   | 0.03%             | 2054-11-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     1878035 | PA      | $1879996.16   | 0.03%             | 2031-12-26      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-4967.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-23637.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1562030.40   | 0.03%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMCO SPA                                                                            | AMCO - Asset Management Co SpA                                                   | CUSIP: 000000000<br>LEI: 815600188E751D28E867 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $322709.77    | 0.01%             | 2028-04-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      720913 | PA      | $736717.69    | 0.01%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                              | 200 Park Funding Trust                                                           | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3683505.55   | 0.06%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | EURO-BUND FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          66 | NC      | $282292.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                                            | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      435000 | PA      | $446752.83    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3411839 | PA      | $3392954.21   | 0.06%             | 2069-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14501304 | PA      | $14426954.22  | 0.24%             | 2054-09-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      565000 | PA      | $564379.56    | 0.01%             | 2026-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                            | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $4848942.84   | 0.08%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      725000 | PA      | $707918.64    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                              | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     2561000 | PA      | $2890355.94   | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1150000 | PA      | $1065906.25   | 0.02%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer, LLC                                                             | Ziply Fiber Issuer LLC                                                           | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8500000 | PA      | $9099391.95   | 0.15%             | 2054-04-20      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      910000 | PA      | $831239.08    | 0.01%             | 2029-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg Short Term High Yield Bond ETF                                       | SPDR Bloomberg Short Term High Yield Bond ETF                                    | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |     1408040 | NS      | $35186919.60  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                                | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |     1213000 | PA      | $1262580.62   | 0.02%             | 2027-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $16184.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1280000 | PA      | $1062050.98   | 0.02%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2065000 | PA      | $2109643.07   | 0.03%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                             | Entergy Mississippi LLC                                                          | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     4155000 | PA      | $4064531.73   | 0.07%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      715000 | PA      | $698645.38    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUBBLES HOLDCO SPA                                                                  | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |     2226000 | PA      | $2518775.15   | 0.04%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4374000 | PA      | $4408513.48   | 0.07%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1103080.54   | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1491128.11   | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      800000 | PA      | $757815.57    | 0.01%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7376597 | PA      | $7383826.94   | 0.12%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $993750.00    | 0.02%             | 2039-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1179833 | PA      | $1182257.71   | 0.02%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                            | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     2411000 | PA      | $2533697.84   | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6111332 | PA      | $5517022.72   | 0.09%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132E0AL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      820264 | PA      | $715902.46    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     5198000 | PA      | $7386317.29   | 0.12%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11349000 | PA      | $11559735.04  | 0.19%             | 2040-01-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                            | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2200208.76   | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                                 | Volkswagen Auto Loan Enhanced Trust 2024-1                                       | CUSIP: 92868RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $279742.06    | 0.00%             | 2027-11-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | 912810QV3 T-LOCK @ 76.9514 05/27/2025                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     2000000 | OU      | $24177.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                             | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1300000 | PA      | $1647552.10   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                             | Romania Government Bond                                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3480000 | PA      | $770184.59    | 0.01%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                                                 | Kingdom of Belgium Government Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |       50000 | PA      | $56031.02     | 0.00%             | 2042-06-22      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-2 LLC                                                                   | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      837385 | PA      | $859109.57    | 0.01%             | 2040-11-20      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                                                                | PLT VII Finance Sarl                                                             | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |     1240000 | PA      | $1440283.98   | 0.02%             | 2031-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                                                                   | Riserva Clo Ltd                                                                  | CUSIP: 76761TAG0<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $963515.20    | 0.02%             | 2034-01-18      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1598748.29   | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140N9TX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4986208 | PA      | $4982640.30   | 0.08%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                            | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      628887 | PA      | $725829.71    | 0.01%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4335975 | PA      | $4355702.03   | 0.07%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1843000 | PA      | $1612949.00   | 0.03%             | 2050-09-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                                            | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     2075000 | PA      | $2037689.63   | 0.03%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      164000 | PA      | $181622.58    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3836918.74   | 0.06%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9726000 | PA      | $9555795.00   | 0.16%             | 2041-02-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2448225.39   | 0.04%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VII Ltd                                                             | CUSIP: 89532XAL1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1934011.80   | 0.03%             | 2037-10-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4817727 | PA      | $4200967.47   | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                          | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      825000 | PA      | $667816.69    | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         358 | NC      | $134687.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $1743.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJ6F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1481460 | PA      | $1289892.39   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                                      | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $402431.20    | 0.01%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2020000 | PA      | $2103088.28   | 0.03%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     4993000 | PA      | $5712550.42   | 0.09%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                                                                    | Carbone Clo Ltd                                                                  | CUSIP: 141308AA4<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $961246.00    | 0.02%             | 2031-01-20      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3550000 | PA      | $3181803.94   | 0.05%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                                       | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |     2500000 | PA      | $2785356.36   | 0.05%             | 2030-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    10265000 | PA      | $9401428.44   | 0.15%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                  | Dominican Republic International Bond                                            | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2420000 | PA      | $2322474.00   | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                                  | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $207500.00    | 0.00%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LITHUANIA                                                               | Lithuania Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      137000 | PA      | $156810.95    | 0.00%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | LONG GILT FUTURE JUN25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -113 | NC      | $-187087.41   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                      | Hyundai Auto Receivables Trust 2024-C                                            | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $574807.38    | 0.01%             | 2027-09-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                   | Iliad Holding SASU                                                               | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      235000 | PA      | $238203.48    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $19912.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |      745000 | PA      | $953147.25    | 0.02%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      985000 | PA      | $1154309.68   | 0.02%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      681000 | PA      | $758381.64    | 0.01%             | 2040-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                               | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |      680000 | PA      | $689350.00    | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $-2155.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6040000 | PA      | $6131592.55   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HH7J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    13952140 | PA      | $13832251.65  | 0.23%             | 2054-08-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      348000 | PA      | $429807.81    | 0.01%             | 2028-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                                       | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |     1899000 | PA      | $2130742.67   | 0.03%             | 2030-01-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        5445 | PA      | $2717.06      | 0.00%             | 2030-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                               | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1000091.76   | 0.02%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2895000 | PA      | $2847679.49   | 0.05%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                          | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1350162.65   | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAD0<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3462683.70   | 0.06%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust                                                            | CUSIP: 12511QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3472000 | PA      | $3591660.05   | 0.06%             | 2032-04-14      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                                            | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      213000 | PA      | $180875.16    | 0.00%             | 2037-07-30      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      441000 | PA      | $440279.68    | 0.01%             | 2025-08-01      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1680000 | PA      | $1206912.00   | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5176000 | PA      | $5239095.44   | 0.09%             | 2041-12-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     2470000 | PA      | $2323171.10   | 0.04%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3030000 | PA      | $2988111.77   | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1764698.13   | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                                               | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $945090.14    | 0.02%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1326486.23   | 0.02%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                             | El Salvador Government International Bond                                        | CUSIP: 283875CB6<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      345000 | PA      | $343692.09    | 0.01%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $20112.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1325087.84   | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                                                  | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $206679.23    | 0.00%             | 2028-01-19      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXW4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     5761000 | PA      | $6187659.66   | 0.10%             | 2042-05-25      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1724000 | PA      | $1239046.63   | 0.02%             | 2050-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1165000 | PA      | $1055872.26   | 0.02%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1371625.06   | 0.02%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2S62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12582860 | PA      | $2439493.13   | 0.04%             | 2048-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1515000 | PA      | $1432346.75   | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $17785.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4303931 | PA      | $4201933.43   | 0.07%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust 2021-1                                           | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7355000 | PA      | $7175652.00   | 0.12%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                              | Odido Group Holding BV                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $898501.58    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      720000 | PA      | $743070.96    | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XXI Ltd                                                            | CUSIP: 07134WAL7<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $956420.60    | 0.02%             | 2034-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     9331000 | PA      | $9237596.69   | 0.15%             | 2042-09-18      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      670088 | PA      | $329576.08    | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                            | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      224000 | PA      | $230103.55    | 0.00%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1995758.80   | 0.03%             | 2038-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                            | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1784020.00   | 0.03%             | 2028-10-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $5263554.01   | 0.09%             | 2084-08-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      860000 | PA      | $794495.61    | 0.01%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2109000 | PA      | $2148457.28   | 0.04%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                                   | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      337000 | PA      | $393735.73    | 0.01%             | 2027-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-8274.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                              | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       34888 | PA      | $17601.00     | 0.00%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     2635000 | PA      | $2810696.53   | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114254.81    | 0.00%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                   | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                 | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1406025.45   | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6091000 | PA      | $5946567.16   | 0.10%             | 2045-01-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FQZS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3252149 | PA      | $688110.13    | 0.01%             | 2050-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1856981.34   | 0.03%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHN7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3130000 | PA      | $3254111.70   | 0.05%             | 2030-02-20      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186UAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999900.00    | 0.02%             | 2035-04-20      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    12380000 | PA      | $10259873.00  | 0.17%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2284070.38   | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                                 | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      625000 | PA      | $737225.41    | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      420189 | PA      | $469561.21    | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                            | Consolidated Communications Inc                                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1119126.60   | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                            | Cia de Minas Buenaventura SAA                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $198502.00    | 0.00%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FUEK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4112406 | PA      | $803270.09    | 0.01%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDCO BELL PTE LTD                                                                  | Medco Bell Pte Ltd                                                               | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |      817000 | PA      | $808242.33    | 0.01%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1370491.65   | 0.02%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $2176795.21   | 0.04%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      460000 | PA      | $509267.59    | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                    | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $343300.04    | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                         | PNC Bank NA                                                                      | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      815000 | PA      | $814117.36    | 0.01%             | 2027-01-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2024-26 Ltd                                                          | CUSIP: 67403DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1000000 | PA      | $987058.10    | 0.02%             | 2037-04-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $471608.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                                     | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5093920.70   | 0.08%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 24                                                                | CK Hutchison International 24 Ltd                                                | CUSIP: 17887UAA3<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | KY        |      203000 | PA      | $208013.88    | 0.00%             | 2029-04-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $7827.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     4430000 | PA      | $4455707.29   | 0.07%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NCT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4304210 | PA      | $4249392.38   | 0.07%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      820000 | PA      | $825829.69    | 0.01%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $7032.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALEO SE                                                                            | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1532127.39   | 0.03%             | 2029-04-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XGJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4745937 | PA      | $4148716.97   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2520945 | PA      | $2415313.09   | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                       | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1155092.81   | 0.02%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $777911.75    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIII CLO Ltd                                                                | CUSIP: 04009GAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3250000 | PA      | $3136118.05   | 0.05%             | 2036-10-24      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                                                  | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    21364000 | PA      | $5940294.18   | 0.10%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1139847.52   | 0.02%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2785000 | PA      | $2671513.12   | 0.04%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                                  | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      957269 | PA      | $461579.80    | 0.01%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      790000 | PA      | $720928.88    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      800000 | PA      | $847594.70    | 0.01%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9050819 | PA      | $8922678.71   | 0.15%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4651000 | PA      | $4511470.00   | 0.07%             | 2042-02-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                            | Banco BTG Pactual SA/Cayman Islands                                              | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |      200000 | PA      | $205365.40    | 0.00%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                                   | Hellenic Republic Government Bond                                                | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      150000 | PA      | $172541.23    | 0.00%             | 2034-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                     | iShares Broad USD High Yield Corporate Bond ETF                                  | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |      315229 | NS      | $11537381.40  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5288690.00   | 0.09%             | 2042-06-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT JUN25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1749 | NC      | $-886194.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STELLANTIS NV                                                                       | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $325970.95    | 0.01%             | 2034-03-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4892000 | PA      | $4408075.53   | 0.07%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                         | Volkswagen Auto Lease Trust 2024-A                                               | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      371411 | PA      | $370879.57    | 0.01%             | 2026-12-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4790448 | PA      | $4824576.68   | 0.08%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 23174000000 | PA      | $1407033.25   | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $13184.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6822509 | PA      | $6732963.44   | 0.11%             | 2041-03-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2585000 | PA      | $2373667.72   | 0.04%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |           1 | NC      | $19572.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2386051.57   | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-4                                                | CUSIP: 92538NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2578168 | PA      | $2508060.15   | 0.04%             | 2067-04-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9504000 | PA      | $9545460.25   | 0.16%             | 2041-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                              | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     2410000 | PA      | $3276446.45   | 0.05%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      430000 | PA      | $429849.88    | 0.01%             | 2030-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                                       | Banco BPM SpA                                                                    | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |      270000 | PA      | $315883.07    | 0.01%             | 2030-01-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     6473734 | PA      | $6388798.96   | 0.10%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                                                                    | Carbone Clo Ltd                                                                  | CUSIP: 141312AG3<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $991816.30    | 0.02%             | 2031-01-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3715000 | PA      | $3202850.10   | 0.05%             | 2033-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                               | Indonesia Government International Bond                                          | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     4000000 | PA      | $3527435.84   | 0.06%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EROSKI S COOP                                                                       | Eroski S Coop                                                                    | CUSIP: 000000000<br>LEI: 959800J76YJMWZP6S661 | Long             | DBT              | CORP              | ES        |     1470000 | PA      | $1794343.24   | 0.03%             | 2029-04-30      | Fixed         | 10.63%                | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1050000 | PA      | $1124216.78   | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      405000 | PA      | $404711.87    | 0.01%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                                 | Fondo MIVIVIENDA SA                                                              | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      150000 | PA      | $149189.26    | 0.00%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                             | PPL Capital Funding Inc                                                          | CUSIP: 69352PAC7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $977497.26    | 0.02%             | 2067-03-30      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain CLO XXXIII Ltd                                                      | CUSIP: 09631AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $1918561.40   | 0.03%             | 2034-11-20      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $-670.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                          | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201146.24    | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   145485000 | PA      | $120922879.47 | 1.98%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |      392000 | PA      | $404396.83    | 0.01%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2250068.18   | 0.04%             | 2057-02-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2061770 | PA      | $2134935.13   | 0.03%             | 2031-01-20      | Fixed         | 10.16%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    66175000 | PA      | $64907628.97  | 1.06%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                                                             | Food Service Project SA                                                          | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |      420000 | PA      | $475797.22    | 0.01%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     6400000 | PA      | $7986657.74   | 0.13%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6653925 | PA      | $6642164.46   | 0.11%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      435000 | PA      | $434523.83    | 0.01%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                      | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      995000 | PA      | $995616.90    | 0.02%             | 2027-11-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3788000 | PA      | $3809778.73   | 0.06%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                                                 | Slovenia Government Bond                                                         | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      180000 | PA      | $204172.91    | 0.00%             | 2034-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2362000 | PA      | $2387463.78   | 0.04%             | 2049-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                                            | Kimmeridge Texas Gas LLC                                                         | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      695000 | PA      | $667300.29    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1042675.90   | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3997397 | PA      | $4005810.10   | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2746000 | PA      | $2793618.11   | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| County of Clark NV                                                                  | CLARK CNTY NV                                                                    | CUSIP: 180848N58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2055000 | PA      | $1539371.52   | 0.03%             | 2044-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      167724 | PA      | $156330.98    | 0.00%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                             | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2863486.82   | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                                                     | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |     1438000 | PA      | $1935683.73   | 0.03%             | 2028-04-28      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $231943.33    | 0.00%             | 2033-03-08      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | PURCHASED RON / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $731.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AC3<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |      644000 | PA      | $648354.66    | 0.01%             | 2054-05-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      565000 | PA      | $564193.40    | 0.01%             | 2027-11-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2798585 | PA      | $2745629.09   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-11

**Name of Applicant:** NEUBERGER BERMAN INCOME FUNDS

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer