# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001752724-25-147378
**Filing Date:** 2025-6
**Character Count:** 659979
**Document Hash:** 42335ffe5babc6abcfda11d24e0ec1d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-147378.hdr.sgml**: 20250618

**ACCESSION NUMBER**: 0001752724-25-147378

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250618

**DATE AS OF CHANGE**: 20250618

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 251055201

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 1301 SECOND AVENUE
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **ZIP:** 98101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Opportunistic Credit Fund (Series ID: S000029199)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000089839 | Class Y      | RGCYX           |
| C000089840 | Class A      | RGCAX           |
| C000089841 | Class C      | RGCCX           |
| C000089843 | Class S      | RGCSX           |
| C000178390 | Class M      | RGOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 1301 SECOND AVENUE

  - **City:** SEATTLE

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Opportunistic Credit Fund

- **b. EDGAR series identifier (if any):** S000029199

- **c. LEI of Series:** QMX8CVY41B3G014K7N60

**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:** $495894772.76

**Total Liabilities:** $9994244.61

**Net Assets:** $485900528.15

**Delayed Delivery Securities:** $2292904.49

**Cash Not Reported:** $2513869.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -361.86000000 | **1-Year:** -10036.16000000 | **5-Year:** -23673.49000000 | **10-Year:** -26884.01000000 | **30-Year:** -14781.51000000

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

- **3-Month:** -743.11000000 | **1-Year:** -21839.22000000 | **5-Year:** -45887.74000000 | **10-Year:** -27108.20000000 | **30-Year:** -12495.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089840 | 1.15%                | -0.59%               | -0.09%               |
| Class ID C000089839 | 1.16%                | -0.45%               | -0.18%               |
| Class ID C000089843 | 1.16%                | -0.46%               | -0.19%               |
| Class ID C000089841 | 1.00%                | -0.54%               | -0.27%               |
| Class ID C000178390 | 1.04%                | -0.45%               | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-75768.04               | $3022253.94                                |
| Month 2  | $250931.30               | $-3077851.60                               |
| Month 3  | $24420.96                | $-831166.19                                |

**Designated Index Information**

- **Index Name:** RIC Opportunistic Credit Composite Index

- **Index Identifier:** CMP000133

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                                                                 | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206964.40    | 0.04%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    460000 | PA      | $429039.87    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Tele Columbus AG                                                                                    | Tele Columbus AG                                                                | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |    262500 | PA      | $237027.31    | 0.05%             | 2029-01-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    370000 | PA      | $392161.13    | 0.08%             | 2028-02-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NO        |         1 | NC      | $6980.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                                                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    200000 | PA      | $186247.40    | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| AB BSL CLO                                                                                          | AB BSL CLO 3 Ltd                                                                | CUSIP: 00037QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $595141.80    | 0.12%             | 2038-04-20      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    983200 | PA      | $114041.37    | 0.02%             | 2027-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| J.G. Wentworth XLII LLC                                                                             | JG Wentworth XLII LLC                                                           | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407600 | PA      | $375160.58    | 0.08%             | 2077-10-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83015.06     | 0.02%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                                                            | BAY 2025-LIVN Mortgage Trust                                                    | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250000.00    | 0.05%             | 2035-05-15      | Floating      | 6.10%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    446625 | PA      | $449654.79    | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    414000 | PA      | $426663.61    | 0.09%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $1739.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $5066.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -52 | NC      | $-39518.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                                                                 | Nigeria Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    746000 | PA      | $700113.54    | 0.14%             | 2031-06-09      | Fixed         | 9.63%                 | Yes           | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                                            | Performance Food Group Inc                                                      | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148548.17    | 0.03%             | 2032-09-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                                                               | Palmer Square CLO 2018-2 Ltd                                                    | CUSIP: 69688MAS4<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255098.75   | 0.26%             | 2037-04-16      | Floating      | 6.76%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     69000 | PA      | $63742.26     | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            | 2                  | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                                | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    566000 | PA      | $503502.44    | 0.10%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           | 2                  | On Loan: No      |
| HSBC Bank USA NA                                                                                    | PURCHASED USD / SOLD SEK                                                        | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-54533.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LIGHTNING POWER LLC                                                                                 | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    962000 | PA      | $997448.33    | 0.21%             | 2032-08-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $98186.00     | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | CIFC Funding 2019-II Ltd                                                        | CUSIP: 12554AAW2<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000343.00   | 0.21%             | 2034-04-17      | Floating      | 6.64%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    202400 | PA      | $23421.73     | 0.00%             | 2037-04-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GRIFOLS SA                                                                                          | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    680000 | PA      | $794604.01    | 0.16%             | 2030-05-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Safeway Inc                                                                                         | Safeway Inc                                                                     | CUSIP: 786514BA6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |    204000 | PA      | $209661.04    | 0.04%             | 2031-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HKD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2266.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP V                                                                               | Crown Americas LLC / Crown Americas Capital Corp V                              | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $145709.71    | 0.03%             | 2026-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214512.90    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    245000 | PA      | $237288.81    | 0.05%             | 2049-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-1                                                 | CUSIP: 46592EBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283328 | PA      | $229486.89    | 0.05%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Oman Government International Bonds                                                                 | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $416356.00    | 0.09%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-C LLC                                       | CUSIP: 83401CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $880313.69    | 0.18%             | 2048-11-16      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $352517.87    | 0.07%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    429000 | PA      | $365323.25    | 0.08%             | 2031-06-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                                                   | Uzbekneftegaz JSC                                                               | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    201000 | PA      | $181756.26    | 0.04%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $231481.53    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bonds                                                              | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    934000 | PA      | $961160.72    | 0.20%             | 2028-05-22      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    125000 | PA      | $142389.40    | 0.03%             | 3022-12-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BARINGS BDC INC                                                                                     | Barings BDC Inc                                                                 | CUSIP: 06759LAC7<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    169000 | PA      | $162636.20    | 0.03%             | 2026-11-23      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432298 | PA      | $369230.95    | 0.08%             | 2066-06-25      | Variable      | 1.05%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137672 | PA      | $127226.95    | 0.03%             | 2044-02-22      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Education Management Corporation                                                                    | EDUCATION MGMT CORP NEW                                                         | CUSIP: 28140M301<br>LEI: 549300HJZRTNO4K6DO92 | Long             | EP               | CORP              | US        |      2128 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    142000 | PA      | $134986.97    | 0.03%             | 2027-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $430291.18    | 0.09%             | 2083-11-15      | Fixed         | 7.86%                 | Yes           | 2                  | On Loan: No      |
| Tyson Foods Inc                                                                                     | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122024.37    | 0.03%             | 2027-06-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Nordstrom Inc                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    808000 | PA      | $566373.98    | 0.12%             | 2044-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    250000 | PA      | $246284.98    | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                                              | Adient Global Holdings Ltd                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    767000 | PA      | $726827.45    | 0.15%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                                            | Standard Industries Inc/NY                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    314000 | PA      | $292548.15    | 0.06%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                    | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266000 | PA      | $193041.39    | 0.04%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| TURKIYE VARLIK FONU                                                                                 | Turkiye Varlik Fonu Yonetimi AS                                                 | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |    397000 | PA      | $404785.17    | 0.08%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Mobico Group PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $646778.34    | 0.13%             | 2031-09-26      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                                             | Wintershall Dea Finance 2 BV                                                    | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    351000 | PA      | $393777.49    | 0.08%             | 2030-05-08      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                                                                                  | Boston Gas Co                                                                   | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80700.83     | 0.02%             | 2027-08-01      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| PIKE CORP                                                                                           | Pike Corp                                                                       | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    991000 | PA      | $974872.27    | 0.20%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ARETEC GROUP INC                                                                                    | Aretec Group Inc                                                                | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    734000 | PA      | $791169.70    | 0.16%             | 2030-08-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                                                  | Energy Transfer LP                                                              | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    113000 | PA      | $120859.42    | 0.02%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426973 | PA      | $371852.58    | 0.08%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    566000 | PA      | $491556.48    | 0.10%             | 2027-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $85.96        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WORLD ACCEPTANCE CORP                                                                               | World Acceptance Corp                                                           | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $203858.29    | 0.04%             | 2026-11-01      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    250000 | PA      | $228354.34    | 0.05%             | 2030-12-18      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                                                               | Central Plaza Development Ltd                                                   | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |    600000 | PA      | $597732.00    | 0.12%             | 2025-07-14      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                                                        | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7443303 | PA      | $357879.49    | 0.07%             | 2057-08-15      | Variable      | 1.52%                 | No            | 2                  | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                                            | Port Of Spain Waterfront Development                                            | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    267000 | PA      | $250877.65    | 0.05%             | 2040-02-19      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| SOUTHERN CO                                                                                         | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     84000 | PA      | $68243.35     | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    856000 | PA      | $850037.22    | 0.17%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       675 | NS      | $1799.15      | 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      | $221807.60    | 0.05%             | 2027-04-23      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE LLC                                                                                       | CommScope LLC                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137098.89    | 0.03%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $463356.27    | 0.10%             | 2049-08-10      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    207000 | PA      | $215181.31    | 0.04%             | 2037-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126261.01    | 0.03%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    347000 | PA      | $346276.96    | 0.07%             | 2029-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5065.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     99000 | PA      | $95401.41     | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    126000 | PA      | $120854.77    | 0.02%             | 2028-01-06      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAC2<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $316127.18    | 0.07%             | 2051-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    329000 | PA      | $271649.42    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                                            | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    168000 | PA      | $160295.46    | 0.03%             | 2031-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ReadyCap Commercial Mortgage Trust                                                                  | ReadyCap Commercial Mortgage Trust 2018-4                                       | CUSIP: 75575KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $259269.58    | 0.05%             | 2051-02-27      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                                                                     | AdaptHealth LLC                                                                 | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $199550.61    | 0.04%             | 2029-08-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54219.54     | 0.01%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                                                  | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     71947 | PA      | $62169.24     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                               | Prospect Capital Corp                                                           | CUSIP: 74348TAW2<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    552000 | PA      | $482613.05    | 0.10%             | 2028-10-15      | Fixed         | 3.44%                 | 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        |   1458000 | PA      | $1333065.03   | 0.27%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975916 | PA      | $957729.14    | 0.20%             | 2054-02-25      | Variable      | 6.28%                 | Yes           | 2                  | On Loan: No      |
| RUSSIAN RAIL(RZD CAP)                                                                               | Russian Railways Via RZD Capital PLC                                            | CUSIP: 000000000<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        | 115000000 | PA      | $0.00         | 0.00%             | 2024-10-19      | Fixed         | 7.90%                 | Yes           | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MY        |         1 | NC      | $9111.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hubbell Inc                                                                                         | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102225.38    | 0.02%             | 2028-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1213500.00   | 0.25%             | 2040-01-25      | Floating      | 7.47%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    568000 | PA      | $474441.87    | 0.10%             | 2037-11-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    205000 | PA      | $214345.05    | 0.04%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| ACREC LLC                                                                                           | Acrec 2025 Fl 3 LLC                                                             | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $494995.60    | 0.10%             | 2042-08-18      | Floating      | 5.63%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2022-PJ1                                    | CUSIP: 36263NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821833 | PA      | $663281.21    | 0.14%             | 2052-05-28      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                                            | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    271000 | PA      | $275552.95    | 0.06%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    138000 | PA      | $134791.77    | 0.03%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     46000 | PA      | $45571.72     | 0.01%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2017-6                                                 | CUSIP: 46649HAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57560 | PA      | $52264.38     | 0.01%             | 2048-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ3                               | CUSIP: 36262AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732870 | PA      | $591221.96    | 0.12%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $776084.16    | 0.16%             | 2029-10-23      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1049274.37   | 0.22%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                                                                                 | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68140.69     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                                             | Office Properties Income Trust                                                  | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              |  | US        |    331000 | PA      | $244944.52    | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bond                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    576000 | PA      | $585751.31    | 0.12%             | 2030-02-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $487309.37    | 0.10%             | 2049-11-08      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                                                            | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV          | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $177806.81    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1375.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VIRIDIEN                                                                                            | Viridien                                                                        | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $311342.23    | 0.06%             | 2030-10-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| HELLA GMBH & CO KGAA                                                                                | Hella GmbH & Co KGaA                                                            | CUSIP: 000000000<br>LEI: 529900PLX4ADJFWIY024 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $376026.50    | 0.08%             | 2027-01-26      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $123496.02    | 0.03%             | 2031-09-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $218959.61    | 0.05%             | 2029-03-13      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| BANCO EST RIO GRANDE SUL                                                                            | Banco do Estado do Rio Grande do Sul SA                                         | CUSIP: 000000000<br>LEI: 254900W2BN097WLYIM20 | Long             | DBT              | CORP              | BR        |    493000 | PA      | $488281.81    | 0.10%             | 2031-01-28      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $509722.66    | 0.10%             | 2027-05-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4721433 | PA      | $106452.82    | 0.02%             | 2050-11-15      | Variable      | 1.30%                 | No            | 2                  | On Loan: No      |
| Methanex Corp                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $27597.03     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    533000 | PA      | $492369.12    | 0.10%             | 2044-11-18      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175845.13    | 0.04%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |         1 | NC      | $6321.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $137.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Immo Holding SA                                                                                 | New Immo Holding SA                                                             | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109741.49    | 0.02%             | 2026-11-26      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AB4<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94137.50     | 0.02%             | 2034-11-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $631124.05    | 0.13%             | 2078-10-03      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Education Management LLC                                                                            | Education Management LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: 5726QOBW64NQET3VRC47 | Long             | LON              | CORP              | US        |    283955 | PA      | $28.40        | 0.00%             | 2023-11-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1095.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                                             | Summer BC Holdco B SARL                                                         | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    330000 | PA      | $364991.86    | 0.08%             | 2030-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORP                                                                                        | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $38519.69     | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $160208.60    | 0.03%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| TEGNA INC                                                                                           | TEGNA Inc                                                                       | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    229000 | PA      | $218864.59    | 0.05%             | 2028-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                                      | Sunnova Helios IV Issuer LLC                                                    | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319359 | PA      | $283061.60    | 0.06%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           | 2                  | On Loan: No      |
| VIBRANTZ TECH INC                                                                                   | Vibrantz Technologies Inc                                                       | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    322000 | PA      | $246136.02    | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28289.78     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Affinion Group Inc.                                                                                 | Affinion Group Inc.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8007 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    480000 | PA      | $349975.55    | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296722 | PA      | $265103.82    | 0.05%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                                                                 | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    249000 | PA      | $240162.96    | 0.05%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                              | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    423000 | PA      | $420313.32    | 0.09%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                                              | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $313851.70    | 0.06%             | 2032-05-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| COMMSCOPE LLC                                                                                       | CommScope LLC                                                                   | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    392000 | PA      | $400943.34    | 0.08%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104142.50    | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    299000 | PA      | $293869.16    | 0.06%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CENTENE CORP                                                                                        | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122116.24    | 0.03%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    496000 | PA      | $487487.66    | 0.10%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |         1 | NC      | $-612.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                                            | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    568000 | PA      | $486415.39    | 0.10%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| McDonald's Corp                                                                                     | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67685.09     | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                                                                 | Greenland Global Investment Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |    523152 | PA      | $151023.66    | 0.03%             | 2030-07-03      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    290000 | PA      | $225344.50    | 0.05%             | 2042-06-01      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    938000 | PA      | $903464.02    | 0.19%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED CZK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CZ        |         1 | NC      | $-430.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                                               | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $247244.45    | 0.05%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| BOYD GAMING CORP                                                                                    | Boyd Gaming Corp                                                                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    242000 | PA      | $237238.84    | 0.05%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EDO SUKUK LTD                                                                                       | EDO Sukuk Ltd                                                                   | CUSIP: 28135J2B2<br>LEI: 5493000LZIE4T625R469 | Long             | DBT              | CORP              | KY        |    554000 | PA      | $557671.57    | 0.11%             | 2031-07-03      | Fixed         | 5.66%                 | Yes           | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                                              | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1222888.76   | 0.25%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    272000 | PA      | $248734.77    | 0.05%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $320772.50    | 0.07%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70984.33     | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $319362.27    | 0.07%             | 2031-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                                                 | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99894.10     | 0.02%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3675088 | PA      | $4257.26      | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    197000 | PA      | $201028.99    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| TKC HOLDINGS INC                                                                                    | TKC Holdings Inc                                                                | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $232602.68    | 0.05%             | 2028-05-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Nigeria Government International Bonds                                                              | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    569000 | PA      | $458033.62    | 0.09%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| CPI Property Group SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    670000 | PA      | $594335.07    | 0.12%             | 2031-01-27      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| CFAMC III CO LTD                                                                                    | CFAMC III Co Ltd                                                                | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197931.03    | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                                                            | Neuberger Berman Loan Advisers CLO 27 Ltd                                       | CUSIP: 64131WAS6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550058.30    | 0.11%             | 2038-07-15      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295262.76    | 0.06%             | 2028-09-10      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    493000 | PA      | $494893.44    | 0.10%             | 2028-01-11      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                                        | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    168271 | PA      | $151871.59    | 0.03%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    243000 | PA      | $228101.39    | 0.05%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                                            | Adani Transmission Step-One Ltd                                                 | CUSIP: 00652XAA6<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    107000 | PA      | $102801.30    | 0.02%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2021-4                                                 | CUSIP: 46652VBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207498 | PA      | $167652.29    | 0.03%             | 2051-08-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| QVC Inc                                                                                             | QVC Inc                                                                         | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    432000 | PA      | $195730.93    | 0.04%             | 2043-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    475000 | PA      | $119301.00    | 0.02%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                                                             | Kaixo Bondco Telecom SA                                                         | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $228650.02    | 0.05%             | 2029-09-30      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| MGM RESORTS INTL                                                                                    | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236533.69    | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UZBEKISTAN INTL BOND                                                                                | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $200264.84    | 0.04%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $276026.11    | 0.06%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| SUZANO INTL FINANCE BV                                                                              | Suzano International Finance BV                                                 | CUSIP: 000000000<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $131180.28    | 0.03%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-2034.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2019-2                                               | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16495 | PA      | $15452.89     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| OJSC RUSS AGRIC BK(RSHB)                                                                            | Russian Agricultural Bank OJSC Via RSHB Capital SA                              | CUSIP: 000000000<br>LEI: 549300HJLYSVPSG9BG79 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $50231.56     | 0.01%             | 2023-10-16      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                                                                            | WEPA Hygieneprodukte GmbH                                                       | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117042.72    | 0.02%             | 2031-01-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CBL & Associates LP                                                                                 | CBL & Associates LP                                                             | CUSIP: 125ESCAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $0.00         | 0.00%             | 2026-12-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128005.65    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $212929.15    | 0.04%             | 2057-12-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                           | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138638.42    | 0.03%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127464.85    | 0.03%             | 2052-12-15      | Fixed         | 6.88%                 | 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        |    758000 | PA      | $728535.04    | 0.15%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                                                              | Turkiye Government International Bonds                                          | CUSIP: 900123DL1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    230000 | PA      | $223893.29    | 0.05%             | 2032-07-17      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                                               | Adnoc Murban Rsc Ltd.                                                           | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    360000 | PA      | $347302.80    | 0.07%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                                             | Wintershall Dea Finance 2 BV                                                    | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $413254.80    | 0.09%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $159259.22    | 0.03%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-19766.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WOLVERINE WORLD WIDE                                                                                | Wolverine World Wide Inc                                                        | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    580000 | PA      | $483118.09    | 0.10%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98040.12     | 0.02%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Cencosud SA                                                                                         | Cencosud SA                                                                     | CUSIP: 15132HAH4<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    123000 | PA      | $121536.86    | 0.03%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| AB BSL CLO                                                                                          | AB BSL CLO 5 Ltd                                                                | CUSIP: 00038GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    350000 | PA      | $347645.90    | 0.07%             | 2038-01-20      | Floating      | 6.41%                 | Yes           | 2                  | On Loan: No      |
| Humana Inc                                                                                          | Humana Inc                                                                      | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $67654.55     | 0.01%             | 2038-06-15      | Fixed         | 8.15%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     74000 | PA      | $74017.20     | 0.02%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC                                                                                   | Barclays Bank PLC                                                               | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $84501.75     | 0.02%             | 2034-12-15      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $185992.00    | 0.04%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                                            | Empresa Nacional del Petroleo                                                   | CUSIP: 000000000<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    338000 | PA      | $252125.65    | 0.05%             | 2047-09-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AR9<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    197000 | PA      | $178705.59    | 0.04%             | 2046-06-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     59000 | PA      | $54482.91     | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bonds                                                            | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    162000 | PA      | $112755.24    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $7833.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tourmaline Oil Corp.                                                                                | Tourmaline Oil Corp.                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    255236 | NS      | $185141.41    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1628671.55   | 0.34%             | 2042-02-25      | Floating      | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AHLSTROM HLDG 3 OY                                                                                  | Ahlstrom Holding 3 Oy                                                           | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    300000 | PA      | $281193.47    | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                                                | Alta Equipment Group Inc                                                        | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |    558000 | PA      | $469320.58    | 0.10%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    905000 | PA      | $732524.10    | 0.15%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $421683.21    | 0.09%             | 2027-07-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| ENGINEERING SPA                                                                                     | Engineering - Ingegneria Informatica - SpA                                      | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |    445000 | PA      | $532177.71    | 0.11%             | 2028-05-15      | Fixed         | 11.13%                | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $572.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1141.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1077000 | PA      | $726231.87    | 0.15%             | 2049-09-30      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1201262.22   | 0.25%             | 2079-11-12      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                                            | Graphic Packaging International LLC                                             | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    244000 | PA      | $230276.78    | 0.05%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Costa Rica Government International Bonds                                                           | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    400000 | PA      | $408171.67    | 0.08%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ11                                   | CUSIP: 36263VBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452104 | PA      | $347601.39    | 0.07%             | 2052-04-25      | Variable      | 2.86%                 | Yes           | 2                  | On Loan: No      |
| MANGROVE LUXCO III                                                                                  | Mangrove Luxco III Sarl                                                         | CUSIP: 000000000<br>LEI: 549300GLJSZN1PU7T586 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $395728.47    | 0.08%             | 2029-07-15      | Floating      | 7.28%                 | Yes           | 2                  | On Loan: No      |
| Sealed Air Corp                                                                                     | Sealed Air Corp                                                                 | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    497000 | PA      | $515943.16    | 0.11%             | 2033-07-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578500 | PA      | $486058.36    | 0.10%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    136000 | PA      | $127070.30    | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| Ecopetrol SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     95000 | PA      | $63650.85     | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AME                                                                            | Roller Bearing Co of America Inc                                                | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    199000 | PA      | $188932.91    | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF KENYA                                                                                   | Republic of Kenya Government International Bond                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    331000 | PA      | $314129.65    | 0.06%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    126000 | PA      | $118369.73    | 0.02%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $150202.88    | 0.03%             | 2042-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1049000 | PA      | $986814.56    | 0.20%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                                            | Connect Finco SARL / Connect US Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    366000 | PA      | $342268.07    | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| UNITI GROUP INC                                                                                     | Uniti Group Inc                                                                 | CUSIP: 91325VAA6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              |  | US        |    216000 | PA      | $239562.51    | 0.05%             | 2027-12-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2020-4                                                   | CUSIP: 81748RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463960 | PA      | $376828.82    | 0.08%             | 2050-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $0.58         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $252516.91    | 0.05%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Great Wolf Trust                                                                                    | GWT 2024-WLF2                                                                   | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496599.85    | 0.10%             | 2041-05-15      | Floating      | 7.26%                 | Yes           | 2                  | On Loan: No      |
| HERBALIFE LTD                                                                                       | Herbalife Ltd                                                                   | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |    166000 | PA      | $136022.89    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAB1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     34000 | PA      | $29030.29     | 0.01%             | 2045-09-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Steelcase Inc                                                                                       | Steelcase Inc                                                                   | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |    597000 | PA      | $567695.00    | 0.12%             | 2029-01-18      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $103193.26    | 0.02%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    154000 | PA      | $156071.09    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-1                                                   | CUSIP: 81743EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189532 | PA      | $190335.64    | 0.04%             | 2055-01-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112723.25    | 0.02%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $700311.71    | 0.14%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77223 | PA      | $53771.15     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| 1261229 BC LTD                                                                                      | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    728000 | PA      | $713353.00    | 0.15%             | 2032-04-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2020-A-GS                                         | CUSIP: 20267WAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61208 | PA      | $52459.06     | 0.01%             | 2050-08-25      | Fixed         | 3.16%                 | Yes           | 2                  | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                                                                      | VERITAS SERIES G PREFERRED STO                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1758 | NS      | $40434.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    156900 | PA      | $26027.44     | 0.01%             | 2022-08-23      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1237256 | PA      | $1308019.71   | 0.27%             | 2029-11-30      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| BAPCO ENERGIES BSCC                                                                                 | Bapco Energies BSC Closed                                                       | CUSIP: 67778NAA6<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    340000 | PA      | $347850.26    | 0.07%             | 2027-10-25      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                                              | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    225000 | PA      | $175799.19    | 0.04%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    126000 | PA      | $123104.18    | 0.03%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MICHAELS COS INC/THE                                                                                | Michaels Cos Inc/The                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    312000 | PA      | $109098.83    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    495000 | PA      | $473556.35    | 0.10%             | 2029-11-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                                 | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    365000 | PA      | $313176.76    | 0.06%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                                            | Almaviva-The Italian Innovation Co SpA                                          | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    193000 | PA      | $222838.04    | 0.05%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    557600 | PA      | $91187.69     | 0.02%             | 2031-08-05      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-12991.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SDAL Trust                                                                                          | SDAL Trust 2025-DAL                                                             | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250523.50    | 0.05%             | 2042-04-15      | Floating      | 6.74%                 | Yes           | 2                  | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $140968.86    | 0.03%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $-3888.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CALPINE CORP                                                                                        | Calpine Corp                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    277000 | PA      | $274128.01    | 0.06%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                           | CUSIP: 949796AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194488 | PA      | $167234.95    | 0.03%             | 2050-05-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                                              | Egypt Government International Bond                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    439000 | PA      | $418169.21    | 0.09%             | 2030-02-04      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| ESSELUNGA SPA                                                                                       | Esselunga SpA                                                                   | CUSIP: 000000000<br>LEI: 8156001A08A847FFCE47 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $218395.45    | 0.04%             | 2027-10-25      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| KINROSS GOLD CORP                                                                                   | Kinross Gold Corp                                                               | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $841973.86    | 0.17%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    474000 | PA      | $465358.44    | 0.10%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                                         | CHNGE Mortgage Trust 2022-1                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289456 | PA      | $273592.16    | 0.06%             | 2067-01-25      | Variable      | 3.01%                 | Yes           | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QAK4<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    118000 | PA      | $83782.25     | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-2                                                  | CUSIP: 61946RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323151 | PA      | $231201.01    | 0.05%             | 2047-04-22      | Fixed         | 2.09%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     59000 | PA      | $55984.32     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | KR        |         1 | NC      | $194.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BCP MODULAR SERVICES                                                                                | BCP V Modular Services Finance II PLC                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218789.69    | 0.05%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-ARIA                                                              | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494468.41    | 0.10%             | 2036-10-15      | Floating      | 6.33%                 | Yes           | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                                                                              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    618000 | PA      | $636674.67    | 0.13%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| SPRINT LLC                                                                                          | Sprint LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    269000 | PA      | $272545.62    | 0.06%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    594000 | PA      | $601324.28    | 0.12%             | 2035-02-12      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending                                                               | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $599796.00    | 0.12%             | 2052-11-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| KOHL'S CORPORATION                                                                                  | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    163000 | PA      | $77477.98     | 0.02%             | 2045-07-17      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $244513.27    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED TWD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $128.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Turkiye                                                                                 | Republic of Turkiye                                                             | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    461000 | PA      | $421731.35    | 0.09%             | 2035-01-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp                                                                                 | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62415.27     | 0.01%             | 2027-06-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CERBA HEALTHCARE SASU                                                                               | Cerba Healthcare SACA                                                           | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $253056.15    | 0.05%             | 2028-05-31      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    184000 | PA      | $220920.19    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                                                        | VERITAS SERIES G 1 PREFERRED                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1215 | NS      | $24907.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ICNQ Mortgage Trust                                                                                 | ICNQ 2024-MF Mortgage Trust                                                     | CUSIP: 450953AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $615456.37    | 0.13%             | 2034-12-10      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2021-1                                                  | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523110 | PA      | $422794.94    | 0.09%             | 2046-12-20      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-LC25                                 | CUSIP: 95000JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $405480.36    | 0.08%             | 2059-12-15      | Variable      | 3.17%                 | Yes           | 2                  | On Loan: No      |
| JB POINDEXTER & CO INC                                                                              | JB Poindexter & Co Inc                                                          | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |    649000 | PA      | $653165.50    | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    811000 | PA      | $765709.56    | 0.16%             | 2029-01-31      | Fixed         | 11.75%                | Yes           | 2                  | On Loan: No      |
| Altria Group Inc                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68393.63     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    273000 | PA      | $255755.56    | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $406675.81    | 0.08%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2017-BNK4                                                                  | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $366610.55    | 0.08%             | 2050-05-15      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |         1 | NC      | $-310.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ENEL SPA                                                                                            | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    674000 | PA      | $743628.09    | 0.15%             | 2032-10-14      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $87909.69     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-ATR2                                     | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104724 | PA      | $93036.67     | 0.02%             | 2049-07-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| C&W SENIOR FINANCE LTD                                                                              | C&W Senior Finance Ltd                                                          | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    333000 | PA      | $335322.79    | 0.07%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1090187.93   | 0.22%             | 2036-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $115.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVR ENERGY INC                                                                                      | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    725000 | PA      | $661240.61    | 0.14%             | 2028-02-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                                        | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    726000 | PA      | $608793.61    | 0.13%             | 2047-04-19      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490178.75    | 0.10%             | 2028-02-25      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $711508.07    | 0.15%             | 2029-04-15      | Fixed         | 12.25%                | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $47901.25     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-26.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1446788.23   | 0.30%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ANARAFE SLU                                                                                         | Anarafe SL                                                                      | CUSIP: 000000000<br>LEI: 959800AW60HWZ3N4R995 | Long             | DBT              | CORP              | ES        |    290836 | PA      | $230904.88    | 0.05%             | 2026-12-31      | Floating      | 14.91%                | Yes           | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                                    | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1026653 | PA      | $785141.14    | 0.16%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           | 2                  | On Loan: No      |
| XPO INC                                                                                             | XPO Inc                                                                         | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119185.11    | 0.02%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | Citigroup Mortgage Loan Trust 2021-J2                                           | CUSIP: 17329MBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452852 | PA      | $365784.91    | 0.08%             | 2051-07-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                                      | Pagaya AI Debt Grantor Trust 2025-1                                             | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297973.08    | 0.06%             | 2032-07-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118326.62    | 0.02%             | 2026-08-18      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WAR2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    443000 | PA      | $438389.78    | 0.09%             | 2027-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                                                                 | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    164000 | PA      | $152983.29    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    114000 | PA      | $118491.93    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR                                                                                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    217210 | PA      | $132652.32    | 0.03%             | 2030-07-31      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ALPHA GENERATION LLC                                                                                | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    793000 | PA      | $809338.19    | 0.17%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2022-2                                       | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382842 | PA      | $374776.78    | 0.08%             | 2067-04-25      | Variable      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    133000 | PA      | $125307.86    | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TR        |         1 | NC      | $39350.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KINGDOM OF BAHRAIN                                                                                  | Bahrain Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    650000 | PA      | $618923.50    | 0.13%             | 2028-01-25      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                                             | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $170891.50    | 0.04%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1733000 | PA      | $1109830.53   | 0.23%             | 2050-04-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    432000 | PA      | $398514.37    | 0.08%             | 2030-02-14      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    861000 | PA      | $855733.72    | 0.18%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $81772.37     | 0.02%             | 2029-10-30      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                                 | SA Global Sukuk Ltd                                                             | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    327000 | PA      | $290961.33    | 0.06%             | 2031-06-17      | Fixed         | 2.69%                 | Yes           | 2                  | On Loan: No      |
| BANK NEGARA INDONESIA                                                                               | Bank Negara Indonesia Persero Tbk PT                                            | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    614000 | PA      | $576859.14    | 0.12%             | 2027-03-24      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                                                                | ONEOK Inc                                                                       | CUSIP: 29336TAC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98920.16     | 0.02%             | 2028-01-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| AIR FRANCE-KLM                                                                                      | Air France-KLM                                                                  | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117816.45    | 0.02%             | 2026-05-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $482825.25    | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Mercury General Corp                                                                                | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121407.61    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $367667.36    | 0.08%             | 2029-02-15      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    131000 | PA      | $126624.33    | 0.03%             | 2026-07-12      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| Republic of Kenya Government International Bonds                                                    | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $189806.00    | 0.04%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    350000 | PA      | $321912.53    | 0.07%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                               | CUSIP: 36257LAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860143 | PA      | $802277.62    | 0.17%             | 2049-11-25      | Variable      | 4.37%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2024-KING                                          | CUSIP: 05612RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493503 | PA      | $481592.59    | 0.10%             | 2034-05-15      | Floating      | 6.81%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                                                                     | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64932.96     | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) JUN25                                                         | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -14 | NC      | $-290173.45   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AU4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       276 | PA      | $277.65       | 0.00%             | 2026-02-12      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Comerica Inc                                                                                        | Comerica Inc                                                                    | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52155.10     | 0.01%             | 2026-07-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $571.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ukraine Government International Bonds                                                              | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    427988 | PA      | $215076.81    | 0.04%             | 2035-02-01      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| FOX CORP                                                                                            | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    179000 | PA      | $178720.75    | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $248983.19    | 0.05%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-47375.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                                            | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $240033.00    | 0.05%             | 2049-07-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1017.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                                                            | Viking Baked Goods Acquisition Corp                                             | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    449000 | PA      | $426556.18    | 0.09%             | 2031-11-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| IQVIA Inc                                                                                           | IQVIA Inc                                                                       | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257940.12    | 0.05%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ACCOR SA                                                                                            | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $124376.79    | 0.03%             | 2029-01-11      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TCW CLO 2017-1, Ltd                                                                                 | TCW CLO 2017-1A Ltd                                                             | CUSIP: 87240NBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $788251.20    | 0.16%             | 2034-10-29      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA FIN SA                                                                               | Telecom Italia Finance SA                                                       | CUSIP: 000000000<br>LEI: 549300O482B6CBF38D50 | Long             | DBT              | CORP              | LU        |    650000 | PA      | $899270.90    | 0.19%             | 2033-01-24      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD MXN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-12342.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                 | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116156.01    | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    595000 | PA      | $580073.12    | 0.12%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                                                                    | AMC Networks Inc                                                                | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    183000 | PA      | $189214.84    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                                                                 | Prestige Brands Inc                                                             | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    227000 | PA      | $224916.99    | 0.05%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Liberty Mutual Group Inc                                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     51000 | PA      | $57134.65     | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| TURK IHRACAT KR                                                                                     | Turkiye Ihracat Kredi Bankasi AS                                                | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    449000 | PA      | $445780.67    | 0.09%             | 2026-07-06      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    312000 | PA      | $325642.82    | 0.07%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds                                             | Republic of South Africa Government International Bonds                         | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    894000 | PA      | $844526.43    | 0.17%             | 2028-10-12      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $129684.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126556.53    | 0.03%             | 2026-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SABAL TRAIL TRANS                                                                                   | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAA7<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |    147000 | PA      | $144784.28    | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450103 | PA      | $1287942.60   | 0.27%             | 2049-08-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Oaktree CLO Ltd                                                                                     | Oaktree CLO 2022-3 Ltd                                                          | CUSIP: 67401RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246525.75    | 0.05%             | 2037-10-15      | Floating      | 6.36%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2016-C37                                  | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $449939.59    | 0.09%             | 2049-12-15      | Variable      | 3.31%                 | Yes           | 2                  | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                                           | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477195.05    | 0.10%             | 2050-02-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-HYB1                                              | CUSIP: 46651FAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621734 | PA      | $622866.04    | 0.13%             | 2049-10-25      | Variable      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                                                                    | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $438809.66    | 0.09%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD / LTEE                                                                                | Videotron Ltd                                                                   | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $103859.86    | 0.02%             | 2027-04-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2018-INV1                                                             | CUSIP: 12553XAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170175 | PA      | $156332.60    | 0.03%             | 2048-08-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                                            | Beacon Roofing Supply Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    391000 | PA      | $392039.10    | 0.08%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121243.45    | 0.02%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    163000 | PA      | $155617.78    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Venture CDO Ltd                                                                                     | Venture 33 CLO Ltd                                                              | CUSIP: 92330YAW3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992352.00    | 0.20%             | 2031-07-15      | Floating      | 6.80%                 | Yes           | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1493724.28   | 0.31%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                                            | Texas Eastern Transmission LP                                                   | CUSIP: 882384AD2<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71975.61     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    131000 | PA      | $131635.94    | 0.03%             | 2028-05-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                                                                | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158498.78    | 0.03%             | 2029-01-30      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                                            | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106311.30    | 0.02%             | 2028-02-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    194000 | PA      | $204217.62    | 0.04%             | 2029-09-13      | Fixed         | 6.49%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAK8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    276000 | PA      | $283056.67    | 0.06%             | 2026-08-01      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2024-NQM1 Trust                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |    113703 | PA      | $114159.56    | 0.02%             | 2063-11-25      | Variable      | 5.93%                 | Yes           | 2                  | On Loan: No      |
| HERBALIFE/HLF FINANCING                                                                             | Herbalife Nutrition Ltd / HLF Financing Inc                                     | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    286000 | PA      | $286019.92    | 0.06%             | 2025-09-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1511000 | PA      | $1098089.44   | 0.23%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $1079475.61   | 0.22%             | 2027-01-18      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                                                                            | Crown Cork & Seal Co Inc                                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |    505000 | PA      | $518982.95    | 0.11%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    762000 | PA      | $762969.81    | 0.16%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| CIMPRESS PLC                                                                                        | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    727000 | PA      | $663154.82    | 0.14%             | 2032-09-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     93000 | PA      | $94315.00     | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    248000 | PA      | $252139.00    | 0.05%             | 2055-01-13      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Genworth Holdings Inc                                                                               | Genworth Holdings Inc                                                           | CUSIP: 37247DAB2<br>LEI: PXDECZED7L8SRUP41R09 | Long             | DBT              | CORP              | US        |    323000 | PA      | $303391.64    | 0.06%             | 2034-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Betony CLO 2, Ltd.                                                                                  | Betony CLO 2 Ltd                                                                | CUSIP: 08763QAE2<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000703.00   | 0.21%             | 2031-04-30      | Floating      | 6.39%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    192000 | PA      | $184202.32    | 0.04%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ALBION FINANCING 2 SARL                                                                             | Albion Financing 2 Sarl                                                         | CUSIP: 013305AA5<br>LEI: 2594009X2UW7EQPIKY23 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $604942.27    | 0.12%             | 2027-04-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J2                                                               | CUSIP: 12564EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348053 | PA      | $281601.33    | 0.06%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    236000 | PA      | $216482.40    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MAZOON ASSETS CO SAOC                                                                               | Mazoon Assets Co SAOC                                                           | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    254000 | PA      | $251142.21    | 0.05%             | 2031-10-09      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Western Digital Corp                                                                                | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76435.10     | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                                               | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68740.40     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                                                                   | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     58000 | PA      | $58358.29     | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| TRIUMPH GROUP INC                                                                                   | Triumph Group Inc                                                               | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    607000 | PA      | $637382.37    | 0.13%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Hungary Government International Bonds                                                              | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    498000 | PA      | $470834.10    | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                                                                  | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $133116.64    | 0.03%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    991000 | PA      | $903408.77    | 0.19%             | 2029-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    304377 | PA      | $250737.78    | 0.05%             | 2055-11-01      | Fixed         | 2.73%                 | Yes           | 2                  | On Loan: No      |
| Sunnova Sol III Issuer LLC                                                                          | Sunnova Sol III Issuer LLC                                                      | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697116 | PA      | $577366.89    | 0.12%             | 2056-04-28      | Fixed         | 2.58%                 | Yes           | 2                  | On Loan: No      |
| TOLL BROS FINANCE CORP                                                                              | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58458.03     | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       133 | NC      | $147208.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| OCADO GROUP PLC                                                                                     | Ocado Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $306760.26    | 0.06%             | 2029-08-08      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1531099.25   | 0.32%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED BRL / SOLD USD                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $5950.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121360.09    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| VALLEY NATIONAL BANCORP                                                                             | Valley National Bancorp                                                         | CUSIP: 919794AE7<br>LEI: 549300ET52S1UBIB9762 | Long             | DBT              | CORP              | US        |    284000 | PA      | $257917.03    | 0.05%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    339000 | PA      | $340016.90    | 0.07%             | 2032-06-19      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    120000 | PA      | $76543.54     | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    248000 | PA      | $244761.84    | 0.05%             | 2026-08-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AV2<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |        50 | PA      | $51.16        | 0.00%             | 2029-06-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSNET SOC LTD                                                                                    | Transnet SOC Ltd                                                                | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |    609000 | PA      | $613031.58    | 0.13%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                                                                    | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    798000 | PA      | $708023.66    | 0.15%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                                             | Wintershall Dea Finance 2 BV                                                    | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $333900.89    | 0.07%             | 2026-04-20      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    261000 | PA      | $269731.07    | 0.06%             | 2028-03-15      | Fixed         | 8.30%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $513666.94    | 0.11%             | 2046-02-15      | Fixed         | 3.36%                 | Yes           | 2                  | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                                                | Saudi Electricity Global Sukuk Co. 3                                            | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $50312.97     | 0.01%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 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        |    120000 | PA      | $127440.33    | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                                   | Suncor Energy Inc                                                               | CUSIP: 71644EAF9<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $206310.99    | 0.04%             | 2028-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Peru Government International Bonds                                                                 | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    244000 | PA      | $240616.32    | 0.05%             | 2035-02-08      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cascade Funding Mortgage Trust                                                                      | Cascade Funding Mortgage Trust 2021-FRR1                                        | CUSIP: 12529YCA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3142186.20   | 0.65%             | 2029-08-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108990.36    | 0.02%             | 2082-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    441000 | PA      | $441104.91    | 0.09%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                                            | Consolidated Communications Inc                                                 | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133815.86    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6602 | PA      | $7021.65      | 0.00%             | 2026-07-30      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Manulife Financial Corp                                                                             | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    142000 | PA      | $139652.15    | 0.03%             | 2032-02-24      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Cabot Corp                                                                                          | Cabot Corp                                                                      | CUSIP: 127055AK7<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86634.64     | 0.02%             | 2026-09-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                              | Spirit AeroSystems Inc                                                          | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    777000 | PA      | $861140.96    | 0.18%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $4984.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED PEN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PE        |         1 | NC      | $1890.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ARES Commercial Mortgage Trust                                                                      | ARES Trust 2025-IND3                                                            | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $743675.73    | 0.15%             | 2042-04-15      | Floating      | 5.80%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    261000 | PA      | $259187.09    | 0.05%             | 2032-09-30      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| HANA BANK                                                                                           | KEB Hana Bank                                                                   | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     50000 | PA      | $48282.37     | 0.01%             | 2026-10-19      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $80908.34     | 0.02%             | 2031-04-06      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $534293.19    | 0.11%             | 2043-06-25      | Floating      | 9.10%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    383000 | PA      | $285755.11    | 0.06%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-600.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258000 | PA      | $1035724.23   | 0.21%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2021-FL6 Ltd                                                                | CUSIP: 55283TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486840.00    | 0.10%             | 2036-07-16      | Floating      | 6.98%                 | Yes           | 2                  | On Loan: No      |
| XEROX CORPORATION                                                                                   | Xerox Corp                                                                      | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    527000 | PA      | $229429.92    | 0.05%             | 2039-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                                             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $188015.37    | 0.04%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                                             | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    347000 | PA      | $264375.12    | 0.05%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    314551 | PA      | $182232.50    | 0.04%             | 2030-01-15      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| PROGROUP AG                                                                                         | ProGroup AG                                                                     | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $275138.24    | 0.06%             | 2029-04-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194548.01    | 0.04%             | 2026-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PROSUS NV                                                                                           | Prosus NV                                                                       | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    142000 | PA      | $131222.44    | 0.03%             | 2030-01-21      | Fixed         | 3.68%                 | Yes           | 2                  | On Loan: No      |
| Republic of Poland Government International Bonds                                                   | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    989000 | PA      | $921244.89    | 0.19%             | 2054-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7710000 | PA      | $52997.77     | 0.01%             | 2049-05-15      | Variable      | 1.08%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2260.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ROMANIA                                                                                             | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1504000 | PA      | $893511.36    | 0.18%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    565000 | PA      | $540423.03    | 0.11%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| TWILIO INC                                                                                          | Twilio Inc                                                                      | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190614.58    | 0.04%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                                            | Kingston Airport Revenue Finance Ltd                                            | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    299000 | PA      | $295425.24    | 0.06%             | 2036-12-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                                                             | United Rentals North America Inc                                                | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260732.22    | 0.05%             | 2027-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Government International Bonds                                                            | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    676000 | PA      | $588823.04    | 0.12%             | 2031-03-02      | Fixed         | 1.70%                 | Yes           | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    758000 | PA      | $716280.04    | 0.15%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    281000 | PA      | $279788.23    | 0.06%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    419000 | PA      | $436952.57    | 0.09%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -75 | NC      | $-30918.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Sprint Capital Corp                                                                                 | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    123000 | PA      | $131541.15    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    211000 | PA      | $212914.20    | 0.04%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                                                                   | Iliad Holding SASU                                                              | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $181271.94    | 0.04%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                                                              | Turkiye Government International Bond                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1242000 | PA      | $1211964.29   | 0.25%             | 2032-02-12      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -54 | NC      | $-136677.29   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAB0<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1099168 | PA      | $1075922.44   | 0.22%             | 2029-01-31      | Fixed         | 7.78%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $504.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $396358.65    | 0.08%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114841.70    | 0.02%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                                                        | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    253000 | PA      | $245808.61    | 0.05%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| China Government International Bonds                                                                | China Government International Bonds                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1187000 | PA      | $1168039.18   | 0.24%             | 2025-10-21      | Fixed         | 0.55%                 | Yes           | 2                  | On Loan: No      |
| ORANGE SA                                                                                           | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $478579.50    | 0.10%             | 2030-01-18      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SGD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |         1 | NC      | $52.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                                              | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124369.89    | 0.03%             | 2048-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $6878.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BOBL FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        35 | NC      | $68197.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| XHR LP                                                                                              | XHR LP                                                                          | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    288000 | PA      | $284049.82    | 0.06%             | 2030-05-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| GALAXY BIDCO LTD                                                                                    | Galaxy Bidco Ltd                                                                | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    173000 | PA      | $230255.20    | 0.05%             | 2029-12-19      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $544227.28    | 0.11%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    403000 | PA      | $343193.76    | 0.07%             | 2031-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                                                                    | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    973000 | PA      | $450107.72    | 0.09%             | 2030-12-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Egypt Government International Bonds                                                                | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $190510.00    | 0.04%             | 2030-02-04      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CITGO PETROLEUM CORP                                                                                | CITGO Petroleum Corp                                                            | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240607.57    | 0.05%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                                                               | Caesars Entertainment Inc                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    296000 | PA      | $303299.39    | 0.06%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| UGI INTERNATIONAL LLC                                                                               | UGI International LLC                                                           | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524379.51    | 0.11%             | 2029-12-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Fluor Corp                                                                                          | Fluor Corp                                                                      | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    583000 | PA      | $564692.11    | 0.12%             | 2028-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |         1 | NC      | $-9.15        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic International Bonds                                                              | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1818000 | PA      | $1877621.78   | 0.39%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    224000 | PA      | $204401.56    | 0.04%             | 2029-10-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2021-BNK31                                                                 | CUSIP: 06541ABM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527181 | PA      | $88174.76     | 0.02%             | 2054-02-15      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| Ashtead Capital Inc                                                                                 | Ashtead Capital Inc                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106157.32    | 0.02%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                                            | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    370000 | PA      | $388687.73    | 0.08%             | 2042-06-12      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153305 | PA      | $130259.91    | 0.03%             | 2050-07-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                 | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    130000 | PA      | $127801.08    | 0.03%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SYNOVUS BANK GA                                                                                     | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157526.12    | 0.03%             | 2028-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| LANDSEA HOMES CORP                                                                                  | Landsea Homes Corp                                                              | CUSIP: 51509PAA1<br>LEI: 549300RP8AZAKHNILS36 | Long             | DBT              | CORP              | US        |    693000 | PA      | $657156.70    | 0.14%             | 2029-04-01      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     58000 | PA      | $56406.75     | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRAVEL + LEISURE CO                                                                                 | Travel + Leisure Co                                                             | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    504000 | PA      | $506786.75    | 0.10%             | 2027-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-7                                                 | CUSIP: 46651GBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342361 | PA      | $298564.07    | 0.06%             | 2050-02-25      | Variable      | 2.95%                 | Yes           | 2                  | On Loan: No      |
| LA POSTE SA                                                                                         | La Poste SA                                                                     | CUSIP: 000000000<br>LEI: 9695000YG7TR7PAP0L59 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $228305.63    | 0.05%             | 2031-04-16      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| FERGUSON FINANCE PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     73000 | PA      | $72287.68     | 0.01%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $104903.98    | 0.02%             | 2049-08-10      | Variable      | 4.53%                 | Yes           | 2                  | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                                                            | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                   | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $222611.50    | 0.05%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| SGL CARBON SE                                                                                       | SGL Carbon SE                                                                   | CUSIP: 000000000<br>LEI: 52990038IB31TYK07X63 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $446492.64    | 0.09%             | 2028-06-28      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $128068.45    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                             | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223573.88    | 0.05%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    349000 | PA      | $344428.70    | 0.07%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CAD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-723.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                                  | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    435000 | PA      | $454883.85    | 0.09%             | 2028-06-09      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2023-J1 Trust                                                               | CUSIP: 67116MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386674 | PA      | $372367.35    | 0.08%             | 2053-01-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| HERCULES CAPITAL INC                                                                                | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126757.72    | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    398307 | PA      | $255286.91    | 0.05%             | 2035-06-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394548.60    | 0.08%             | 2036-09-15      | Floating      | 6.84%                 | Yes           | 2                  | On Loan: No      |
| SMRT                                                                                                | SMRT 2022-MINI                                                                  | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1316131.95   | 0.27%             | 2039-01-15      | Floating      | 7.67%                 | Yes           | 2                  | On Loan: No      |
| UNITED GROUP BV                                                                                     | United Group BV                                                                 | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $331763.20    | 0.07%             | 2028-02-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                                                               | Nabors Industries Ltd                                                           | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    163000 | PA      | $129626.28    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $465035.14    | 0.10%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                            | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115975.55    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                                     | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    103000 | PA      | $115683.49    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112087.61    | 0.02%             | 2030-01-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| EIRCOM FINANCE DAC                                                                                  | eircom Finance DAC                                                              | CUSIP: 000000000<br>LEI: 254900NA4DUH50UERM85 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $248638.94    | 0.05%             | 2031-04-30      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD TWD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-22947.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VTB BANK (VTB EURASIA)                                                                              | VTB Bank PJSC Via VTB Eurasia DAC                                               | CUSIP: 000000000<br>LEI: 635400IGBYL1WAJLDE17 | Long             | DBT              | CORP              | IE        |    714000 | PA      | $0.00         | 0.00%             | 2025-06-06      | Fixed         | 9.50%                 | Yes           | 3                  | On Loan: No      |
| CLI Funding LLC                                                                                     | CLI Funding VI LLC                                                              | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    535903 | PA      | $494858.80    | 0.10%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    453000 | PA      | $425951.66    | 0.09%             | 2028-09-30      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    807000 | PA      | $739052.68    | 0.15%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TGS ASA                                                                                             | TGS ASA                                                                         | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |    310000 | PA      | $305427.15    | 0.06%             | 2030-01-15      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                                       | MHC Commercial Mortgage Trust 2021-MHC                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $317140.12    | 0.07%             | 2038-04-15      | Floating      | 7.04%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $627280.39    | 0.13%             | 2042-12-25      | Floating      | 8.10%                 | Yes           | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                                             | Gulfport Energy Corp                                                            | CUSIP: 402635AQ9<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135322.37    | 0.03%             | 2026-05-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bonds                                             | Republic of South Africa Government International Bonds                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    571000 | PA      | $544431.37    | 0.11%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           | 2                  | On Loan: No      |
| Petrobras Global Finance BV                                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    661000 | PA      | $573578.12    | 0.12%             | 2115-06-05      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-5                                                 | CUSIP: 46653JBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400492 | PA      | $335700.83    | 0.07%             | 2050-12-25      | Variable      | 3.57%                 | Yes           | 2                  | On Loan: No      |
| DISH DBS Corp                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $282274.62    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                                             | Sun Communities Operating LP                                                    | CUSIP: 866677AK3<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    103000 | PA      | $105780.74    | 0.02%             | 2029-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                                         | Extended Stay America Trust 2021-ESH                                            | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429740 | PA      | $426992.25    | 0.09%             | 2038-07-15      | Floating      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| Driven Brands Funding, LLC                                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258938 | PA      | $240720.05    | 0.05%             | 2051-10-20      | Fixed         | 2.79%                 | Yes           | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                                            | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    357000 | PA      | $336921.07    | 0.07%             | 2040-04-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                                            | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150000 | PA      | $172795.95    | 0.04%             | 2032-02-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                                            | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81511.30     | 0.02%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| BOEING CO/THE                                                                                       | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    399000 | PA      | $429466.45    | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                                                                                   | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352212 | PA      | $351606.04    | 0.07%             | 2067-05-25      | Variable      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    344000 | PA      | $300517.83    | 0.06%             | 2050-04-15      | Fixed         | 4.10%                 | 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: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     83000 | PA      | $80125.91     | 0.02%             | 2027-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GRAND CITY PROP FINANCE                                                                             | Grand City Properties Finance Sarl                                              | CUSIP: 000000000<br>LEI: 8945006UT2CWIRXJSL95 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $222081.75    | 0.05%             | 2030-01-16      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                                                            | Mohegan Tribal Gaming Authority                                                 | CUSIP: 608328BJ8<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    203000 | PA      | $225145.88    | 0.05%             | 2027-12-15      | Fixed         | 13.25%                | Yes           | 2                  | On Loan: No      |
| Qatar Government International Bonds                                                                | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $203440.00    | 0.04%             | 2029-05-29      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762263 | PA      | $613981.32    | 0.13%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                              | Arsenal AIC Parent LLC                                                          | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    168000 | PA      | $173802.67    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AXON ENTERPRISE INC                                                                                 | Axon Enterprise Inc                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288651.88    | 0.06%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                            | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125453.55    | 0.03%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     99000 | PA      | $95325.05     | 0.02%             | 2027-11-16      | Fixed         | 2.31%                 | No            | 2                  | On Loan: No      |
| ENVIRI CORP                                                                                         | Enviri Corp                                                                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328326.52    | 0.07%             | 2027-07-31      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Prudential Financial Inc                                                                            | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59761.98     | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                                                                               | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $204602.10    | 0.04%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PCF GMBH                                                                                            | PCF GmbH                                                                        | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $352506.83    | 0.07%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11004.44     | 0.00%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $7885.00      | 0.00%             | 2021-02-09      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     99000 | PA      | $92291.38     | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| VF Corp.                                                                                            | VF Corp.                                                                        | CUSIP: 000000000<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    400000 | PA      | $430505.85    | 0.09%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                                            | Team Health Holdings Inc                                                        | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    780000 | PA      | $841115.51    | 0.17%             | 2028-06-30      | Fixed         | 13.50%                | Yes           | 2                  | On Loan: No      |
| HUNGARY                                                                                             | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    302000 | PA      | $285524.74    | 0.06%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79905.91     | 0.02%             | 2028-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD CHF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-285145.58   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40561.85     | 0.01%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                                                                            | Madison Park Funding XXXI Ltd                                                   | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250066.50    | 0.05%             | 2037-07-23      | Floating      | 6.53%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MED CARE III                                                                              | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     89000 | PA      | $75269.19     | 0.02%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC                                                                                        | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76684.10     | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NORDSTROM INC                                                                                       | Nordstrom Inc                                                                   | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    395000 | PA      | $350247.21    | 0.07%             | 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        |    190000 | PA      | $179590.83    | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $400389.02    | 0.08%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| APPALACHIAN POWER CO                                                                                | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     87000 | PA      | $60340.32     | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187354.25    | 0.04%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 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        |    596000 | PA      | $425451.70    | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                                                    | Cifc Funding 2014-IV-R Ltd                                                      | CUSIP: 12552FBJ1<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495169.50    | 0.10%             | 2035-01-17      | Floating      | 6.08%                 | Yes           | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                                             | LCPR Senior Secured Financing DAC                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    336000 | PA      | $276092.09    | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    149083 | PA      | $74918.99     | 0.02%             | 2035-02-01      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Indonesia Government International Bonds                                                            | Indonesia Government International Bonds                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    904000 | PA      | $830019.12    | 0.17%             | 2032-03-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED THB / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |         1 | NC      | $6603.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                        | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    201000 | PA      | $194850.44    | 0.04%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| CEMEX SAB DE CV                                                                                     | Cemex SAB de CV                                                                 | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     68000 | PA      | $67577.66     | 0.01%             | 2029-11-19      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                                                                 | Silgan Holdings Inc                                                             | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151728.94    | 0.03%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358000 | PA      | $359328.66    | 0.07%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AL2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $261998.30    | 0.05%             | 2025-11-20      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ATOS SE                                                                                             | Atos SE                                                                         | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    119982 | PA      | $146442.01    | 0.03%             | 2029-12-18      | Variable      | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Primrose Schools                                                                                    | Primrose Funding LLC                                                            | CUSIP: 74166YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    957500 | PA      | $947491.41    | 0.19%             | 2049-07-30      | Fixed         | 4.48%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | CA        |         1 | NC      | $92990.56     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AJ7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    845000 | PA      | $926607.26    | 0.19%             | 2026-11-20      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AZ2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    212000 | PA      | $152220.03    | 0.03%             | 2041-12-15      | Fixed         | 9.35%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                                            | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    294000 | PA      | $285873.99    | 0.06%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Guatemala Government Bonds                                                                          | Guatemala Government Bonds                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    806000 | PA      | $805875.42    | 0.17%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    349000 | PA      | $255932.15    | 0.05%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2018-2-GS                                               | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52781 | PA      | $47874.34     | 0.01%             | 2044-02-22      | Fixed         | 4.74%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-8                                                 | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48280 | PA      | $43048.63     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FORTIS INC                                                                                          | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $123279.48    | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM Re-REMIC Trust 2021-FRR1                                                    | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1253676.75   | 0.26%             | 2050-11-29      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                                              | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110785.98    | 0.02%             | 2027-12-28      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| YUM! BRANDS INC                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    276000 | PA      | $249171.27    | 0.05%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                                                       | UWM Mortgage Trust 2021-1                                                       | CUSIP: 91824NBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717605 | PA      | $577799.76    | 0.12%             | 2051-06-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| DPL INC                                                                                             | DPL Inc                                                                         | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $551054.17    | 0.11%             | 2029-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    203000 | PA      | $182936.33    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    189000 | PA      | $182673.57    | 0.04%             | 2026-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-40841.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1630.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                                                                       | CoreLogic Inc                                                                   | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    201000 | PA      | $190059.09    | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                                            | Baiterek National Managing Holding JSC                                          | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $200233.12    | 0.04%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61831.66     | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                                                  | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    119000 | PA      | $108997.56    | 0.02%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ZF EUROPE FINANCE BV                                                                                | ZF Europe Finance BV                                                            | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $627032.76    | 0.13%             | 2027-10-23      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| VF CORP                                                                                             | VF Corp                                                                         | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238388.00    | 0.05%             | 2032-02-25      | Fixed         | 0.63%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $183300.00    | 0.04%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                                                  | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107417 | PA      | $101631.71    | 0.02%             | 2059-11-25      | Variable      | 3.05%                 | Yes           | 2                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    933070 | PA      | $558759.64    | 0.11%             | 2035-07-31      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Under Armour Inc                                                                                    | Under Armour Inc                                                                | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    646000 | PA      | $626545.27    | 0.13%             | 2026-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Banco de Bogota SA                                                                                  | Banco de Bogota SA                                                              | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    126000 | PA      | $122751.52    | 0.03%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| Oman Government International Bonds                                                                 | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    617000 | PA      | $639724.11    | 0.13%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                                            | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182828.03    | 0.04%             | 2028-08-18      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                                             | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $184683.19    | 0.04%             | 2029-01-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583500 | PA      | $522892.39    | 0.11%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ELEC GLOBAL SUKUK                                                                             | Saudi Electricity Global Sukuk Co 3                                             | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $443938.50    | 0.09%             | 2044-04-08      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Hawaii Hotel Trust                                                                                  | Hawaii Hotel Trust 2025-MAUI                                                    | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246726.77    | 0.05%             | 2042-03-15      | Floating      | 6.91%                 | Yes           | 2                  | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                                               | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211285 | PA      | $223983.74    | 0.05%             | 2029-10-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| AZZURRA AEROPORTI SPA                                                                               | Azzurra Aeroporti SpA                                                           | CUSIP: 000000000<br>LEI: 8156004064432D3D0F19 | Long             | DBT              | CORP              | IT        |    410000 | PA      | $457246.22    | 0.09%             | 2027-05-30      | Fixed         | 2.63%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    712000 | PA      | $779774.49    | 0.16%             | 2030-10-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| LABL INC                                                                                            | LABL Inc                                                                        | CUSIP: 50168AAA8<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    197000 | PA      | $176830.51    | 0.04%             | 2027-07-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| DISH DBS CORP                                                                                       | DISH DBS Corp                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $240303.86    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272292.33    | 0.06%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $469299.18    | 0.10%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                                              | IMA Industria Macchine Automatiche SpA                                          | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    230000 | PA      | $260326.33    | 0.05%             | 2029-04-15      | Floating      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $236188.00    | 0.05%             | 2029-05-07      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 888 ACQUISITIONS LTD                                                                                | 888 Acquisitions Ltd                                                            | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |    350000 | PA      | $467084.29    | 0.10%             | 2030-05-15      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                                            | HLTN COMMERCIAL MORTGAGE TRUST                                                  | CUSIP: 40424UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491920.63    | 0.10%             | 2041-06-15      | Floating      | 7.66%                 | Yes           | 2                  | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                                            | Olympus Water US Holding Corp                                                   | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215083.00    | 0.04%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2022-4                                               | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406371 | PA      | $342190.17    | 0.07%             | 2052-10-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                             | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     69000 | PA      | $68722.72     | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    413000 | PA      | $419616.26    | 0.09%             | 2029-09-20      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $292596.43    | 0.06%             | 2052-06-15      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                                                 | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498856.11    | 0.10%             | 2041-12-10      | Variable      | 8.19%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-86.99       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DYNAMO NEWCO II GMBH                                                                                | Dynamo Newco II GmbH                                                            | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    140000 | PA      | $159506.26    | 0.03%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    119000 | PA      | $111898.38    | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Merit                                                                                               | MHP 2022-MHIL                                                                   | CUSIP: 55293DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $236909.16    | 0.05%             | 2039-01-15      | Floating      | 6.93%                 | Yes           | 2                  | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188819.34    | 0.04%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                                                                  | Howard Hughes Corp/The                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    252000 | PA      | $243077.76    | 0.05%             | 2028-08-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| RPM International Inc                                                                               | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140977.17    | 0.03%             | 2029-03-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| 180 MEDICAL INC                                                                                     | 180 Medical Inc                                                                 | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280569.70    | 0.06%             | 2029-10-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CBB International Sukuk Programme Co. WLL                                                           | CBB International Sukuk Programme Co. WLL                                       | CUSIP: 000000000<br>LEI: 5493006IRJ2IWXTNIM16 | Long             | DBT              | NUSS              | BH        |    710000 | PA      | $679299.60    | 0.14%             | 2027-09-16      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| ARES CAPITAL CORP                                                                                   | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71443.77     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                                              | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    123000 | PA      | $116864.69    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                                               | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53339.66     | 0.01%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp                                                                                   | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41349.48     | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bolivia Government International Bonds                                                              | Bolivia Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    200000 | PA      | $130174.59    | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Avation Capital SA                                                                                  | Avation Capital SA                                                              | CUSIP: 05351CAA5<br>LEI: 54930056OEYSV06OMD90 | Long             | DBT              | CORP              | LU        |       291 | PA      | $282.92       | 0.00%             | 2026-10-31      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    432000 | PA      | $435581.93    | 0.09%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Global Marine Inc                                                                                   | Global Marine Inc                                                               | CUSIP: 379352AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $199875.46    | 0.04%             | 2028-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                                                                             | Reliance Industries Ltd                                                         | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    125000 | PA      | $122244.98    | 0.03%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR NOTE (CBT)JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        41 | NC      | $61139.66     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NISSAN MOTOR CO                                                                                     | Nissan Motor Co Ltd                                                             | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    930000 | PA      | $1020195.55   | 0.21%             | 2028-09-17      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                                              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    542000 | PA      | $543052.50    | 0.11%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                                                  | Zambia Government International Bond                                            | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    109306 | PA      | $61148.16     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                                                                              | Pakistan Water & Power Development Authority                                    | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |    765000 | PA      | $548344.35    | 0.11%             | 2031-06-04      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ELO SACA                                                                                            | ELO SACA                                                                        | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $412552.44    | 0.08%             | 2028-12-08      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                                      | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774922 | PA      | $730424.61    | 0.15%             | 2048-07-20      | Fixed         | 4.87%                 | Yes           | 2                  | On Loan: No      |
| DBWF Mortgage Trust                                                                                 | DBWF Mortgage Trust                                                             | CUSIP: 23306NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $925086.87    | 0.19%             | 2034-06-10      | Variable      | 3.54%                 | Yes           | 2                  | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                                                            | NAK Naftogaz Ukraine via Kondor Finance PLC                                     | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |    818460 | PA      | $639724.71    | 0.13%             | 2028-11-08      | Fixed         | 7.63%                 | Yes           | 2                  | On Loan: No      |
| Pakistan Government International Bonds                                                             | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    667000 | PA      | $584852.28    | 0.12%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113962.35    | 0.02%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-RISE                                                              | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422665 | PA      | $416676.49    | 0.09%             | 2036-11-15      | Floating      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| EL PASO NATURAL GAS                                                                                 | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $60078.63     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CL        |         1 | NC      | $4.63         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCHAEFFLER AG                                                                                       | Schaeffler AG                                                                   | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $559112.71    | 0.12%             | 2027-03-26      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | J.P. Morgan Mortgage Trust 2023-8                                               | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587126 | PA      | $589993.70    | 0.12%             | 2054-02-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2013121 | PA      | $1335210.74   | 0.27%             | 2035-07-09      | Variable      | 4.13%                 | 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        |    560000 | PA      | $593281.06    | 0.12%             | 2028-10-15      | Fixed         | 1.63%                 | Yes           | 2                  | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                                      | ELFI Graduate Loan Program 2020-A LLC                                           | CUSIP: 26857LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76564 | PA      | $69917.66     | 0.01%             | 2045-08-25      | Fixed         | 1.73%                 | Yes           | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                                             | New Fortress Energy Inc                                                         | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |    121000 | PA      | $99218.54     | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    286000 | PA      | $293726.44    | 0.06%             | 2031-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| OQ SAOC                                                                                             | OQ SAOC                                                                         | CUSIP: 000000000<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    443000 | PA      | $434264.04    | 0.09%             | 2028-05-06      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                                            | Tierra Mojada Luxembourg II Sarl                                                | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    222021 | PA      | $204231.19    | 0.04%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Carlyle Global Market Strategies                                                                    | Carlyle Global Market Strategies CLO 2014-3-R Ltd                               | CUSIP: 14315LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001176.00   | 0.21%             | 2031-07-27      | Floating      | 6.44%                 | Yes           | 2                  | On Loan: No      |
| UKG INC                                                                                             | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    211000 | PA      | $217236.33    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| MAHLE GMBH                                                                                          | Mahle GmbH                                                                      | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $277083.91    | 0.06%             | 2031-05-02      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2021-J1                                                               | CUSIP: 12564KAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702629 | PA      | $568793.40    | 0.12%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $209087.95    | 0.04%             | 2027-04-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93784 | PA      | $82909.41     | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -47 | NC      | $-101430.54   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Ecuador Government International Bonds                                                              | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    281966 | PA      | $210789.32    | 0.04%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| The BAHA Trust                                                                                      | BAHA Trust 2024-MAR                                                             | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $717127.20    | 0.15%             | 2041-12-10      | Variable      | 7.77%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                    | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141192 | PA      | $140304.39    | 0.03%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                                              | Neopharmed Gentili SPA                                                          | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116700.60    | 0.02%             | 2030-04-08      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GHANA                                                                                   | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    217558 | PA      | $183982.65    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BERTELSMANN SE & CO KGAA                                                                            | Bertelsmann SE & Co KGaA                                                        | CUSIP: 000000000<br>LEI: 5299001BUUGXAREGE533 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $450158.54    | 0.09%             | 2075-04-23      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ZEGONA FINANCE PLC                                                                                  | Zegona Finance PLC                                                              | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $551075.13    | 0.11%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                                              | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158132.09    | 0.03%             | 2029-03-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $558863.25    | 0.12%             | 2050-11-27      | Variable      | 1.97%                 | Yes           | 2                  | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                                             | Mello Mortgage Capital Acceptance 2018-MTG2                                     | CUSIP: 585499BR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846541 | PA      | $804502.80    | 0.17%             | 2048-10-25      | Variable      | 4.31%                 | Yes           | 2                  | On Loan: No      |
| PRM5 Trust                                                                                          | PRM5 Trust 2025-PRM5                                                            | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496640.62    | 0.10%             | 2033-03-10      | Variable      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| CARRIAGE PURCHASER INC                                                                              | Carriage Purchaser Inc                                                          | CUSIP: 14445LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $612577.29    | 0.13%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                             | CUSIP: 74738PLV8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    606000 | PA      | $612290.16    | 0.13%             | 2028-02-27      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117349.53    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Hungary Government International Bonds                                                              | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $116692.00    | 0.02%             | 2051-09-21      | Fixed         | 3.13%                 | Yes           | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                                                                 | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     46000 | PA      | $46922.95     | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1152.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    137000 | PA      | $128288.27    | 0.03%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $667835.77    | 0.14%             | 2027-09-03      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| DRESDNER FNDG TRUST I                                                                               | Dresdner Funding Trust I                                                        | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    778000 | PA      | $845013.33    | 0.17%             | 2031-06-30      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-4                                          | CUSIP: 46657WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714923 | PA      | $722852.71    | 0.15%             | 2054-10-25      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $88.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $109940.65    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                                                                    | AHP Health Partners Inc                                                         | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    186000 | PA      | $171921.06    | 0.04%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| DB Master Finance LLC                                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    378000 | PA      | $368068.20    | 0.08%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    388000 | PA      | $322117.60    | 0.07%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1934000 | PA      | $1653462.06   | 0.34%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           | 2                  | On Loan: No      |
| LGENERGYSOLUTION                                                                                    | LG Energy Solution Ltd                                                          | CUSIP: 50205MAA7<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    115000 | PA      | $116214.83    | 0.02%             | 2026-09-25      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| NGG FINANCE PLC                                                                                     | NGG Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300MLDJ2T68G21W86 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $439174.42    | 0.09%             | 2082-09-05      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                               | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97975.77     | 0.02%             | 2027-01-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                                                                        | Entegris Inc                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233828.99    | 0.05%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2021-LGCY                                                              | CUSIP: 12434DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $375414.65    | 0.08%             | 2036-10-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove CLO 3 Ltd                                                           | CUSIP: 09076VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $289611.90    | 0.06%             | 2038-01-19      | Floating      | 6.07%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                         | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $209207.22    | 0.04%             | 2042-09-25      | Floating      | 8.05%                 | Yes           | 2                  | On Loan: No      |
| CI FINANCIAL CORP                                                                                   | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $77672.18     | 0.02%             | 2030-12-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                                            | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    567000 | PA      | $509980.43    | 0.10%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                                            | Brandywine Operating Partnership LP                                             | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |    416000 | PA      | $392025.99    | 0.08%             | 2027-11-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    395094 | PA      | $303161.97    | 0.06%             | 2030-07-09      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    155872 | PA      | $168376.97    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    291000 | PA      | $219801.31    | 0.05%             | 2045-11-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                                                                         | Export-Import Bank of India                                                     | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    500000 | PA      | $432704.66    | 0.09%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102897 | PA      | $90965.69     | 0.02%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    281000 | PA      | $278127.06    | 0.06%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                                                               | Tenet Healthcare Corp                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    412000 | PA      | $413863.34    | 0.09%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                                            | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    197000 | PA      | $185844.73    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                                            | Apollo Commercial Real Estate Finance Inc                                       | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |    216000 | PA      | $199387.00    | 0.04%             | 2029-06-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59180.74     | 0.01%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71656MAF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    597000 | PA      | $374759.40    | 0.08%             | 2025-05-30      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1057526.39   | 0.22%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    225000 | PA      | $161127.82    | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2021-1 Trust                             | CUSIP: 95003AAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678148 | PA      | $549738.56    | 0.11%             | 2050-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-157942.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $712978.59    | 0.15%             | 2041-12-25      | Floating      | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                                             | Frontier Communications Holdings LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $514936.39    | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    495000 | PA      | $304721.64    | 0.06%             | 2038-03-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED SEK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |         1 | NC      | $-324.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit Clo 2019-4 Ltd                                              | CUSIP: 05682XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $242491.00    | 0.05%             | 2035-04-23      | Floating      | 11.28%                | Yes           | 2                  | On Loan: No      |
| Symphony CLO Ltd                                                                                    | Symphony CLO XIX Ltd                                                            | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497729.00    | 0.10%             | 2031-04-16      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    193000 | PA      | $186053.59    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                              | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161619.03    | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                                                                   | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    171000 | PA      | $158463.23    | 0.03%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-6RR                                                | CUSIP: 33851FBP1<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    411453 | PA      | $403079.47    | 0.08%             | 2048-10-25      | Variable      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-3                                                  | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72868 | PA      | $66724.60     | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Carlisle Cos Inc                                                                                    | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106668.31    | 0.02%             | 2027-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LoanCore Issuer, Ltd.                                                                               | LoanCore 2025 2025-CRE8 Issuer LLC                                              | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $490924.90    | 0.10%             | 2042-08-17      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| RADIAN GROUP INC                                                                                    | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123482.56    | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | 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        |    188000 | PA      | $183250.09    | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                                            | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    822000 | PA      | $781504.18    | 0.16%             | 2029-06-01      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                   | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     59000 | PA      | $61583.62     | 0.01%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    178253 | PA      | $154891.23    | 0.03%             | 2046-04-20      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                                            | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAD8<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    286000 | PA      | $283473.31    | 0.06%             | 2030-04-07      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| BRUNSWICK CORP                                                                                      | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    113000 | PA      | $83606.06     | 0.02%             | 2052-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ENERGIZER GAMMA ACQ BV                                                                              | Energizer Gamma Acquisition BV                                                  | CUSIP: 000000000<br>LEI: 5493002SUYZDHEQ3JN34 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $608742.60    | 0.13%             | 2029-06-30      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                                                             | F-Brasile SpA / F-Brasile US LLC                                                | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    175000 | PA      | $175171.43    | 0.04%             | 2026-08-15      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    732000 | PA      | $735825.58    | 0.15%             | 2035-11-01      | Fixed         | 6.88%                 | 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        |    299000 | PA      | $289793.97    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Darden Restaurants Inc                                                                              | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    124000 | PA      | $122463.61    | 0.03%             | 2027-05-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                                                                               | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57161.20     | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| WILSONART LLC                                                                                       | Wilsonart LLC                                                                   | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    607000 | PA      | $552385.60    | 0.11%             | 2032-08-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| ENERGIA GROUP ROI                                                                                   | Energia Group Roi Financeco DAC                                                 | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $407956.46    | 0.08%             | 2028-07-31      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| Sonic Capital LLC                                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524333 | PA      | $512653.83    | 0.11%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                                | IHO Verwaltungs GmbH                                                            | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $177147.80    | 0.04%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $107475.43    | 0.02%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1227000 | PA      | $208988.39    | 0.04%             | 2028-11-03      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Panama Government International Bonds                                                               | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $415624.22    | 0.09%             | 2038-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $259991.26    | 0.05%             | 2034-01-16      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Bahrain Government International Bonds                                                              | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    320000 | PA      | $295187.20    | 0.06%             | 2032-09-16      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Brazil Government International Bonds                                                               | Brazil Government International Bonds                                           | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $141089.77    | 0.03%             | 2050-01-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LGI HOMES INC                                                                                       | LGI Homes Inc                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    687000 | PA      | $634055.05    | 0.13%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $142000.53    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106979 | PA      | $100497.99    | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    639000 | PA      | $606733.94    | 0.12%             | 2029-06-01      | Fixed         | 4.09%                 | No            | 2                  | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                                            | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    157000 | PA      | $153779.01    | 0.03%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| CARNIVAL PLC                                                                                        | Carnival PLC                                                                    | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $613763.68    | 0.13%             | 2029-10-28      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL INC                                                                                    | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    131000 | PA      | $124294.26    | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                                                             | Flagstar Mortgage Trust 2018-1                                                  | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121198 | PA      | $111864.43    | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | Yes           | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                                            | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    514000 | PA      | $514517.78    | 0.11%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                            | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     64000 | PA      | $62763.53     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-8                                                 | CUSIP: 46652TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149240 | PA      | $126763.04    | 0.03%             | 2051-03-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF GABON                                                                                   | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $140246.00    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                    | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    129000 | PA      | $117915.44    | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $390.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                                        | BAMLL Trust 2025-ASHF                                                           | CUSIP: 05494CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492966.17    | 0.10%             | 2042-02-15      | Floating      | 7.32%                 | Yes           | 2                  | On Loan: No      |
| Lyb Finance Co Bv                                                                                   | LYB Finance Co BV                                                               | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |     77000 | PA      | $81479.52     | 0.02%             | 2027-03-15      | Fixed         | 8.10%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717594 | PA      | $634240.13    | 0.13%             | 2048-09-25      | Variable      | 3.70%                 | Yes           | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    863000 | PA      | $813506.95    | 0.17%             | 2054-01-16      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-2                           | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493478 | PA      | $527315.94    | 0.11%             | 2054-03-25      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| Octagon Loan Funding Ltd                                                                            | Octagon Loan Funding Ltd                                                        | CUSIP: 67590RBE4<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250011.75    | 0.05%             | 2031-11-18      | Floating      | 6.78%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-56.40       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                                                                  | CommScope Technologies LLC                                                      | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125955.27    | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                                                 | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     86000 | PA      | $79110.04     | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                            | Builders FirstSource Inc                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    255000 | PA      | $244886.12    | 0.05%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        30 | NC      | $-10118.00    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Boardwalk Pipelines LP                                                                              | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100960.22    | 0.02%             | 2027-07-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                               | Molina Healthcare Inc                                                           | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    164000 | PA      | $157671.12    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-255.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                                                                               | James Hardie International Finance DAC                                          | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     95000 | PA      | $92472.26     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Rolls-Royce PLC                                                                                     | Rolls-Royce PLC                                                                 | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    361000 | PA      | $358135.29    | 0.07%             | 2025-10-14      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                               | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |     97000 | PA      | $90687.88     | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                               | CPI Property Group SA                                                           | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $140186.85    | 0.03%             | 2030-01-14      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                                                                 | Altice Financing SA                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $256074.06    | 0.05%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Peru Government International Bonds                                                                 | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    356000 | PA      | $338110.64    | 0.07%             | 2054-08-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MASTEC INC                                                                                          | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    845000 | PA      | $822757.76    | 0.17%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $238503.55    | 0.05%             | 2083-09-25      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2004-AR7                         | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154942 | PA      | $150037.59    | 0.03%             | 2034-07-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-B Trust                                     | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $812798.44    | 0.17%             | 2047-08-25      | Fixed         | 3.83%                 | Yes           | 2                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $759045.84    | 0.16%             | 2026-08-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NORDSON CORP                                                                                        | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160803.11    | 0.03%             | 2028-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                                            | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    222000 | PA      | $219976.99    | 0.05%             | 2033-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $243.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                                              | Standard Chartered PLC                                                          | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    562000 | PA      | $570479.71    | 0.12%             | 2037-07-30      | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     87000 | PA      | $88137.25     | 0.02%             | 2028-02-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                                              | Ardonagh Group Finance Ltd                                                      | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |    176000 | PA      | $179463.36    | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $81338.88     | 0.02%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    162000 | PA      | $153983.04    | 0.03%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| RENAULT SA                                                                                          | Renault SA                                                                      | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $538885.66    | 0.11%             | 2027-10-04      | Fixed         | 1.13%                 | Yes           | 2                  | On Loan: No      |
| BAYER AG                                                                                            | Bayer AG                                                                        | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $333686.78    | 0.07%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                                | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    225000 | PA      | $202314.75    | 0.04%             | 2054-09-11      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Radnor Re LTD                                                                                       | Radnor RE 2021-1 Ltd                                                            | CUSIP: 75279YAC5<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |     79941 | PA      | $80174.49     | 0.02%             | 2033-12-27      | Floating      | 7.05%                 | Yes           | 2                  | On Loan: No      |
| HCA Inc                                                                                             | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119848.14    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                            | Rogers Communications Inc                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    729000 | PA      | $710387.39    | 0.15%             | 2082-03-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| OmGrid Funding Ltd                                                                                  | OmGrid Funding Ltd                                                              | CUSIP: 000000000<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |    277000 | PA      | $275362.93    | 0.06%             | 2027-05-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75606.83     | 0.02%             | 2028-09-26      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $268571.18    | 0.06%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| STATE OF QATAR                                                                                      | Qatar Government International Bond                                             | CUSIP: 74738PAK4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    352000 | PA      | $358053.75    | 0.07%             | 2029-05-29      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| NIKE Inc                                                                                            | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    168000 | PA      | $119921.34    | 0.02%             | 2046-11-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2018-D Trust                                     | CUSIP: 83401A108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43000 | PA      | $267385.31    | 0.06%             | 2048-02-25      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ9                                    | CUSIP: 36263CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935153 | PA      | $754986.70    | 0.16%             | 2052-02-26      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -71 | NC      | $-157925.73   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    129000 | PA      | $123204.79    | 0.03%             | 2053-06-15      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| HOUSE OF FRASER FUNDING                                                                             | House of Fraser Funding PLC                                                     | CUSIP: 000000000<br>LEI: 213800P7RKFZN1OO5R52 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $309.19       | 0.00%             | 2020-09-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2024-BOCA                                        | CUSIP: 096817AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496165.32    | 0.10%             | 2041-08-15      | Floating      | 6.66%                 | Yes           | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $282183.15    | 0.06%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           | 2                  | On Loan: No      |
| JDE PEET'S NV                                                                                       | JDE Peet's NV                                                                   | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     78000 | PA      | $73379.05     | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED ENERGY FIN                                                                             | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    826000 | PA      | $645368.82    | 0.13%             | 2028-10-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                               | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559525 | PA      | $522991.39    | 0.11%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 984245AW0<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       950 | PA      | $899.85       | 0.00%             | 2033-09-30      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                                                       | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186713 | PA      | $146337.24    | 0.03%             | 2052-03-25      | Fixed         | 1.40%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                                              | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    200000 | PA      | $189951.61    | 0.04%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| XCEL ENERGY INC                                                                                     | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87488.68     | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95354.65     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $159645.43    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| FS Rialto Issuer Ltd                                                                                | FS Rialto 2025-FL10 Issuer LLC                                                  | CUSIP: 30340KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493268.95    | 0.10%             | 2042-08-19      | Floating      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD TRY                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-90.84       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    129000 | PA      | $85421.55     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Sunrun Issuer                                                                                       | Sunrun Xanadu Issuer 2019-1 LLC                                                 | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340542 | PA      | $318643.95    | 0.07%             | 2054-06-30      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1047438 | PA      | $1094072.74   | 0.23%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $280380.50    | 0.06%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| DAILY MAIL & GENL TRUST                                                                             | Daily Mail & General Trust PLC                                                  | CUSIP: 000000000<br>LEI: 4OFD47D73QFJ1T1MOF29 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $197016.48    | 0.04%             | 2027-06-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                                     | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    370000 | PA      | $271613.45    | 0.06%             | 2042-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    665000 | PA      | $637355.14    | 0.13%             | 2028-03-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                                                                         | Vistra Operations Co LLC                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247876.51    | 0.05%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2022-LBA6                                                              | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495845.48    | 0.10%             | 2039-01-15      | Floating      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| GRAND CITY PROPERTIES SA                                                                            | Grand City Properties SA                                                        | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $212828.63    | 0.04%             | 2026-03-09      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    222000 | PA      | $233796.85    | 0.05%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-17313.90    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WIPRO IT SERVICE                                                                                    | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97638.59     | 0.02%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| AMS-OSRAM AG                                                                                        | ams-OSRAM AG                                                                    | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $196588.08    | 0.04%             | 2027-11-03      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| PRA Health Sciences Inc                                                                             | PRA Health Sciences Inc                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43749.16     | 0.01%             | 2026-07-15      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                                            | Development Bank of Kazakhstan JSC                                              | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    256000 | PA      | $253429.76    | 0.05%             | 2029-10-23      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | PETRONAS CAPITAL LTD                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    580000 | PA      | $581335.55    | 0.12%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Argentina Republic Government International Bonds                                                   | Argentina Republic Government International Bonds                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    259331 | PA      | $160001.78    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                                             | Monitchem HoldCo 3 SA                                                           | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    245000 | PA      | $272785.65    | 0.06%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-15578.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                                                               | Angola Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $154142.00    | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     84800 | PA      | $12049.36     | 0.00%             | 2024-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                             | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1327000 | PA      | $1332503.29   | 0.27%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           | 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        |    110000 | PA      | $110937.22    | 0.02%             | 2028-09-16      | Fixed         | 0.63%                 | Yes           | 2                  | On Loan: No      |
| Mexico Government International Bonds                                                               | Mexico Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1166000 | PA      | $1154692.03   | 0.24%             | 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        |    167000 | PA      | $158686.42    | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-CH3                                                 | CUSIP: 81748GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47062 | PA      | $43333.77     | 0.01%             | 2049-09-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2018-6                                                 | CUSIP: 46650JAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234625 | PA      | $214847.44    | 0.04%             | 2048-12-25      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                                            | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    167000 | PA      | $130202.76    | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BCP V MODULAR SERVICES                                                                              | BCP V Modular Services Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $356288.85    | 0.07%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $280510.10    | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                                   | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    418000 | PA      | $422571.80    | 0.09%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                                                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $57.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                                            | First Quantum Minerals Ltd                                                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $485410.83    | 0.10%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove CLO 3 Ltd                                                           | CUSIP: 09076UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $338706.55    | 0.07%             | 2038-01-19      | Floating      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                                            | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBB8<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     62000 | PA      | $62067.96     | 0.01%             | 2028-06-21      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                                                                | RLJ Lodging Trust LP                                                            | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    750000 | PA      | $735914.41    | 0.15%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2017-E LLC                                       | CUSIP: 83404KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228701 | PA      | $225589.08    | 0.05%             | 2040-11-26      | Fixed         | 3.49%                 | Yes           | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298BU6<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    461000 | PA      | $499479.66    | 0.10%             | 2030-05-15      | Fixed         | 10.50%                | Yes           | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $212145.76    | 0.04%             | 2030-06-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $192596.67    | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| APA CORP                                                                                            | APA Corp                                                                        | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114406.18    | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $380597.97    | 0.08%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LKQ CORP                                                                                            | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117481.06    | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VMWARE LLC                                                                                          | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119162.86    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| B&G FOODS INC                                                                                       | B&G Foods Inc                                                                   | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    646000 | PA      | $640721.64    | 0.13%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56402.29     | 0.01%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| FISERV INC                                                                                          | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116921.46    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                                            | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    271000 | PA      | $226359.81    | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| VORNADO REALTY LP                                                                                   | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |    297000 | PA      | $286379.10    | 0.06%             | 2026-06-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| COTY INC                                                                                            | Coty Inc                                                                        | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    176000 | PA      | $174987.32    | 0.04%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO Ltd                                                                                      | Apidos CLO XXXI                                                                 | CUSIP: 03767VAN8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1140124.26   | 0.23%             | 2031-04-15      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| SEPLAT ENERGY PLC                                                                                   | SEPLAT Energy PLC                                                               | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |    283000 | PA      | $266876.30    | 0.05%             | 2030-03-21      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK Hynix Inc                                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    109000 | PA      | $113638.08    | 0.02%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Commonbond Student Loan Trust                                                                       | Commonbond Student Loan Trust 2017-A-GS                                         | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     55131 | PA      | $52340.94     | 0.01%             | 2041-05-25      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                                             | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    686000 | PA      | $500118.87    | 0.10%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Standard Chartered Bank                                                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-221615.72   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Yum! Brands Inc                                                                                     | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178821.53    | 0.04%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                                            | Brand Industrial Services Inc                                                   | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    166000 | PA      | $157875.77    | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC Trust 2022-FRR3                                                    | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251000 | PA      | $249378.01    | 0.05%             | 2048-05-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| FORTREA HOLDINGS INC                                                                                | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    347000 | PA      | $301543.07    | 0.06%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                                                              | Mosaic Solar Loan Trust 2020-2                                                  | CUSIP: 61946PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202775 | PA      | $168217.95    | 0.03%             | 2046-08-20      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| Qatar Government International Bonds                                                                | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    877000 | PA      | $888457.12    | 0.18%             | 2028-04-23      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $612758.84    | 0.13%             | 2029-02-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PARSONS CORP                                                                                        | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222531.77    | 0.05%             | 2029-03-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Lamar Funding Ltd                                                                                   | Lamar Funding Ltd                                                               | CUSIP: 000000000<br>LEI: 549300TSXHL7X0727895 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $490000.00    | 0.10%             | 2025-05-07      | Fixed         | 3.96%                 | Yes           | 2                  | On Loan: No      |
| COTERRA ENERGY INC                                                                                  | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120228.12    | 0.02%             | 2027-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                                                                                  | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $302386.12    | 0.06%             | 2031-11-20      | Fixed         | 0.75%                 | Yes           | 2                  | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                 | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    148000 | PA      | $133652.71    | 0.03%             | 2028-10-12      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| OPENLANE INC                                                                                        | OPENLANE Inc                                                                    | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176745.75    | 0.04%             | 2025-06-01      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                                            | Discovery Communications LLC                                                    | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48616.61     | 0.01%             | 2050-05-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BANCO INBURSA                                                                                       | Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa         | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |    124000 | PA      | $122253.96    | 0.03%             | 2027-04-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    923000 | PA      | $902477.06    | 0.19%             | 2053-01-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| SEASPAN CORP                                                                                        | Seaspan Corp                                                                    | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1189000 | PA      | $1091011.53   | 0.22%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                                | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    664000 | PA      | $608557.02    | 0.13%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY DIRECT                                                                               | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58492.72     | 0.01%             | 2027-02-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Saudi Government International Bonds                                                                | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    550000 | PA      | $552282.50    | 0.11%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| TELEFLEX INC                                                                                        | Teleflex Inc                                                                    | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    156000 | PA      | $149324.48    | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                                            | Diversified Healthcare Trust                                                    | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |    457000 | PA      | $408902.12    | 0.08%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227584.95    | 0.05%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49346.95     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    362000 | PA      | $245127.09    | 0.05%             | 2030-04-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| Newell Brands Inc                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    684000 | PA      | $528600.50    | 0.11%             | 2046-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    817000 | PA      | $784932.13    | 0.16%             | 2027-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| EUTELSAT SA                                                                                         | Eutelsat SA                                                                     | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $229288.94    | 0.05%             | 2029-04-13      | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortage-Backed Securities Trust 2020-PJ1                                     | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863485 | PA      | $745399.87    | 0.15%             | 2050-05-25      | Variable      | 3.61%                 | Yes           | 2                  | On Loan: No      |
| CALI Mortgage Trust                                                                                 | Cali 2024-Sun                                                                   | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300000.00    | 0.06%             | 2041-07-15      | Floating      | 6.19%                 | Yes           | 2                  | On Loan: No      |
| CRANE NXT CO                                                                                        | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    171000 | PA      | $101326.92    | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                                            | iHeartCommunications Inc                                                        | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    327000 | PA      | $240564.10    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                                                                               | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64548 | PA      | $62032.57     | 0.01%             | 2049-04-25      | Variable      | 3.80%                 | Yes           | 2                  | On Loan: No      |
| Paraguay Government International Bonds                                                             | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $393710.85    | 0.08%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1201.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                             | Southwestern Electric Power Co                                                  | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     87000 | PA      | $84788.99     | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JSCB AGROBANK                                                                                       | Jscb Agrobank                                                                   | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |    463000 | PA      | $478302.15    | 0.10%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Eskom Holdings SOC Ltd                                                                              | Eskom Holdings SOC Ltd                                                          | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    616000 | PA      | $629299.44    | 0.13%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           | 2                  | On Loan: No      |
| United States Steel Corp                                                                            | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    151000 | PA      | $146704.02    | 0.03%             | 2037-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-4826.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2211.32     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                                                                              | Cidron Aida Finco Sarl                                                          | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $356292.08    | 0.07%             | 2031-10-27      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| Elevation CLO Ltd                                                                                   | Elevation CLO 2021-14 Ltd                                                       | CUSIP: 28623RBN7<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $296694.30    | 0.06%             | 2038-01-20      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $421574.46    | 0.09%             | 2030-06-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                                                                   | Chile Government International Bond                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1114000 | PA      | $1089036.56   | 0.22%             | 2036-01-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                           | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    188000 | PA      | $182144.40    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                                             | Starwood Property Trust Inc                                                     | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    231000 | PA      | $225528.86    | 0.05%             | 2026-07-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                     | CUSIP: 61763XAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25767 | PA      | $23461.24     | 0.00%             | 2047-10-15      | Fixed         | 3.39%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    737000 | PA      | $604577.98    | 0.12%             | 2028-03-01      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                               | Indonesia Government International Bond                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    398000 | PA      | $396848.95    | 0.08%             | 2029-03-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                                        | 10YR MINI JGB FUT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         3 | NC      | $-1236.15     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MATTEL INC                                                                                          | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    223000 | PA      | $209853.96    | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Philippines Government International Bonds                                                          | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    280000 | PA      | $179273.36    | 0.04%             | 2045-12-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| DAVITA INC                                                                                          | DaVita Inc                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    281000 | PA      | $261333.35    | 0.05%             | 2030-06-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Turkiye Government International Bonds                                                              | Turkiye Government International Bonds                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $144167.13    | 0.03%             | 2047-05-11      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-220619.18   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2021-L5                                          | CUSIP: 61691YAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1491247 | PA      | $75948.93     | 0.02%             | 2054-05-15      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| CROWN EURO HOLDINGS SA                                                                              | Crown European Holdings SACA                                                    | CUSIP: 000000000<br>LEI: 85OKW2SW05RZFQS1W718 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $295801.43    | 0.06%             | 2028-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68804.64     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    270000 | PA      | $295509.83    | 0.06%             | 2027-03-01      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Co.                                                                               | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    619000 | PA      | $532402.33    | 0.11%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Romania Government International Bonds                                                              | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    306000 | PA      | $304656.66    | 0.06%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    240667 | PA      | $239174.27    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    243000 | PA      | $247834.62    | 0.05%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| ELIA GROUP SA/NV                                                                                    | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    400000 | PA      | $471365.50    | 0.10%             | 2028-03-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-H7                                          | CUSIP: 61771MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5718421 | PA      | $236079.28    | 0.05%             | 2052-07-15      | Variable      | 1.37%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                                                                    | Vmed O2 UK Financing I PLC                                                      | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $286650.60    | 0.06%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $90.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                                            | Nidda Healthcare Holding GmbH                                                   | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    567000 | PA      | $640970.93    | 0.13%             | 2030-10-23      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED HKD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HK        |         1 | NC      | $5.76         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                            | Western Alliance Bancorp                                                        | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    454000 | PA      | $417253.82    | 0.09%             | 2031-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                                              | Market Bidco Finco PLC                                                          | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $317525.95    | 0.07%             | 2027-11-04      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $7653.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                                                                      | HB Fuller Co                                                                    | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486754.02    | 0.10%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                                                                                    | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    156000 | PA      | $113461.29    | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| WERNER FINCO LP/INC                                                                                 | Werner FinCo LP / Werner FinCo Inc                                              | CUSIP: 95076PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $221549.14    | 0.05%             | 2028-06-15      | Fixed         | 11.50%                | Yes           | 2                  | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                              | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $159265.78    | 0.03%             | 2028-04-17      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                                            | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81095.75     | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd                                                                                         | OCP CLO 2022-24 Ltd                                                             | CUSIP: 67118YAU7<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $492804.50    | 0.10%             | 2037-10-20      | Floating      | 6.22%                 | Yes           | 2                  | On Loan: No      |
| ARCHES BUYER INC                                                                                    | Arches Buyer Inc                                                                | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    208000 | PA      | $195769.18    | 0.04%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| BAT INTL FINANCE PLC                                                                                | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $106710.99    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $220953.43    | 0.05%             | 2028-02-24      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-LTV3                                              | CUSIP: 46651HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23206 | PA      | $22897.60     | 0.00%             | 2050-03-25      | Variable      | 3.49%                 | Yes           | 2                  | On Loan: No      |
| INTOWN Mortgage Trust                                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $488779.02    | 0.10%             | 2042-03-15      | Floating      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| KINGDOM OF JORDAN                                                                                   | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    172000 | PA      | $171383.55    | 0.04%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Travelex TOPCO Limited                                                                              | Travelex TOPCO Limited                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     11057 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| United Utilities PLC                                                                                | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $96069.70     | 0.02%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $140498.76    | 0.03%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Jordan Government International Bonds                                                               | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    264000 | PA      | $263054.88    | 0.05%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Toledo Hospital/The                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    326000 | PA      | $284621.56    | 0.06%             | 2048-11-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| CERVED INFORMATION SOLUT                                                                            | Cerved Group SpA                                                                | CUSIP: 000000000<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |    138000 | PA      | $147622.48    | 0.03%             | 2029-02-15      | Floating      | 7.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $-110.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Conagra Brands Inc                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87521.98     | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-19662.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth Bank of Australia                                                                      | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | N/A              | DFE              |  | US        |         1 | NC      | $371.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KCA DEUTAG INTERNATIONAL LTD                                                                        | KCA DEUTAG INTERNATIONAL LTD                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      2574 | NS      | $12757.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NY STATE ELECTRIC & GAS                                                                             | New York State Electric & Gas Corp                                              | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56833.35     | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Angola Government International Bonds                                                               | Angola Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    412000 | PA      | $280328.92    | 0.06%             | 2049-11-26      | Fixed         | 9.13%                 | Yes           | 2                  | On Loan: No      |
| Aramark Services Inc                                                                                | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    242000 | PA      | $238194.94    | 0.05%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-INV1                                              | CUSIP: 46658PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $952592.64    | 0.20%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    244000 | PA      | $233115.70    | 0.05%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Colombia Government International Bonds                                                             | Colombia Government International Bonds                                         | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1157000 | PA      | $1107447.63   | 0.23%             | 2053-11-14      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    310000 | PA      | $243291.77    | 0.05%             | 2029-10-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247294.39    | 0.05%             | 2039-12-15      | Floating      | 7.47%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    539100 | PA      | $86174.72     | 0.02%             | 2028-05-07      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GREENLAND GLB INVST                                                                                 | Greenland Global Investment Ltd                                                 | CUSIP: 000000000<br>LEI: 549300RR3CIGB2A33O28 | Long             | DBT              | CORP              | VG        |    876412 | PA      | $254466.08    | 0.05%             | 2029-04-22      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | Sofi Professional Loan Program 2019-B LLC                                       | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $543560.27    | 0.11%             | 2048-08-17      | Fixed         | 3.73%                 | Yes           | 2                  | On Loan: No      |
| TransAlta Corp                                                                                      | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |    419000 | PA      | $386195.99    | 0.08%             | 2040-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| High Ridge Brands Co                                                                                | High Ridge Brands Co                                                            | CUSIP: 42979BAA2<br>LEI: 549300ZIF8QP562GOD97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $0.00         | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    238875 | PA      | $238341.48    | 0.05%             | 2032-10-15      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                             | Talen Energy Supply LLC                                                         | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    793000 | PA      | $846112.99    | 0.17%             | 2030-06-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US LONG BOND(CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        37 | NC      | $-6430.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                                            | Jefferson Capital Holdings LLC                                                  | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    327000 | PA      | $329176.61    | 0.07%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| FIBERCOP SPA                                                                                        | Fibercop SpA                                                                    | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $192207.93    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| RAILWORKS HOLDINGS LP/R                                                                             | Railworks Holdings LP / Railworks Rally Inc                                     | CUSIP: 75079MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $640791.69    | 0.13%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    109000 | PA      | $107663.90    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                                               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    302511 | PA      | $210553.71    | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    203000 | PA      | $211974.17    | 0.04%             | 2034-06-08      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                                                 | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     31000 | PA      | $26026.71     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                                                                  | Mongolia Government International Bond                                          | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $192700.38    | 0.04%             | 2030-02-25      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                                               | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52993 | PA      | $51136.41     | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                                            | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122018.01    | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | 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        |    250000 | PA      | $312428.37    | 0.06%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF SERBIA                                                                                  | Serbia International Bond                                                       | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    417000 | PA      | $412292.18    | 0.08%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| PRA GROUP INC                                                                                       | PRA Group Inc                                                                   | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202000.24    | 0.04%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    696000 | PA      | $675133.24    | 0.14%             | 2032-06-01      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1140076.29   | 0.23%             | 2043-01-25      | Floating      | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Real Alloy Holding Inc                                                                              | Real Alloy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        39 | NS      | $2946074.68   | 0.61%             |  |  |  | No            | 3                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    178000 | PA      | $106992.63    | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $1366.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    261000 | PA      | $191368.75    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                                                            | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    538000 | PA      | $534477.92    | 0.11%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $694305.58    | 0.14%             | 2045-02-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                                                                | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $604419.36    | 0.12%             | 2027-03-31      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| HORMEL FOODS CORP                                                                                   | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    105000 | PA      | $67739.93     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                                            | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    352000 | PA      | $350526.94    | 0.07%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    257000 | PA      | $201520.58    | 0.04%             | 2037-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Brazil Government International Bonds                                                               | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1705000 | PA      | $1703429.10   | 0.35%             | 2035-03-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BAHIA DE LAS ISLETAS SL                                                                             | BAHIA DE LAS ISLETAS SL                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |  15907620 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Smithfield Foods Inc                                                                                | Smithfield Foods Inc                                                            | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123540.22    | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    124000 | PA      | $121813.37    | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE JUN25                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        74 | NC      | $108786.79    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                                            | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $987905.78    | 0.20%             | 2033-07-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| CENTRAIS ELETRICAS ELET                                                                             | Centrais Eletricas Brasileiras SA                                               | CUSIP: 000000000<br>LEI: 254900I8KYDELP4B4Z08 | Long             | DBT              | CORP              | BR        |    259000 | PA      | $252044.88    | 0.05%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GOEASY LTD                                                                                          | goeasy Ltd                                                                      | CUSIP: 380355AF4<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $182559.49    | 0.04%             | 2026-05-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| UBS AG                                                                                              | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ID        |         1 | NC      | $11348.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FORESTAR GROUP INC                                                                                  | Forestar Group Inc                                                              | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    308000 | PA      | $299541.13    | 0.06%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1076.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                   | Golub Capital BDC Inc                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115467.74    | 0.02%             | 2026-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MOTEL ONE GMBH/MUENCHEN                                                                             | Motel One GmbH/Muenchen                                                         | CUSIP: 000000000<br>LEI: 529900OZ5000U0NZHM90 | Long             | DBT              | CORP              | DE        |    115000 | PA      | $137219.01    | 0.03%             | 2031-04-02      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    662000 | PA      | $639942.11    | 0.13%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| BAPCO ENERGIES SUKUK LTD                                                                            | Bapco Energies Sukuk Ltd                                                        | CUSIP: 000000000<br>LEI: 54930062R6OFRHBRAI29 | Long             | DBT              | CORP              | KY        |    247000 | PA      | $240864.52    | 0.05%             | 2029-04-08      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| METHANEX CORP                                                                                       | Methanex Corp                                                                   | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    767000 | PA      | $727759.50    | 0.15%             | 2029-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| XPLR INFRAST OPERATING                                                                              | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232909.48    | 0.05%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                                             | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    353000 | PA      | $324729.83    | 0.07%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| AMEREN CORP                                                                                         | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    134000 | PA      | $124252.72    | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69432.96     | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| ORL TRUST                                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493750.00    | 0.10%             | 2039-12-15      | Floating      | 7.51%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $78918.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RTX CORP                                                                                            | RTX Corp                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    178000 | PA      | $189712.46    | 0.04%             | 2028-08-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2022-NQM4 Trust                                                             | CUSIP: 67116XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1018085.72   | 0.21%             | 2062-04-25      | Variable      | 3.90%                 | Yes           | 2                  | On Loan: No      |
| TELUS Corp                                                                                          | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $105970.35    | 0.02%             | 2027-02-16      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| AMER AIRLN 13-1 A PASS T                                                                            | American Airlines 2013-1 Class A Pass Through Trust                             | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304555 | PA      | $302652.43    | 0.06%             | 2025-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                                          | CAN 10YR BOND FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -47 | NC      | $41464.77     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KIRBY CORPORATION                                                                                   | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69903.34     | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    114000 | PA      | $67167.68     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $94206.02     | 0.02%             | 2028-01-11      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                        | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480007.34    | 0.10%             | 2042-03-15      | Floating      | 7.66%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD MYR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-35.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GO DADDY OPCO/FINCO                                                                                 | Go Daddy Operating Co LLC / GD Finance Co Inc                                   | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $190341.78    | 0.04%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                                    | Bain Capital Credit CLO 2024-4 Ltd                                              | CUSIP: 05685VAG7<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $442815.30    | 0.09%             | 2037-10-23      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| STATE OIL CO OF THE AZER                                                                            | State Oil Co of the Azerbaijan Republic                                         | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    233000 | PA      | $242223.18    | 0.05%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                        | RFM Reremic Trust 2022-FRR1                                                     | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1127597.43   | 0.23%             | 2049-11-08      | Variable      | 2.35%                 | Yes           | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    206000 | PA      | $187534.25    | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    377000 | PA      | $354610.98    | 0.07%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FEDRIGONI SPA                                                                                       | Fedrigoni SpA                                                                   | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $327960.22    | 0.07%             | 2031-06-15      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $122910.62    | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    925000 | PA      | $949016.04    | 0.20%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $10976.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                                 | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $343277.50    | 0.07%             | 2029-11-27      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                                                                  | Murphy Oil USA Inc                                                              | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182458.51    | 0.04%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                                                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4058000 | PA      | $2718742.28   | 0.56%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GEORGIAN RAILWAY JSC                                                                                | Georgian Railway JSC                                                            | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    651000 | PA      | $575848.56    | 0.12%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ENI USA INC                                                                                         | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $103220.05    | 0.02%             | 2027-11-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS INC                                                                                   | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87889.83     | 0.02%             | 2028-10-17      | Fixed         | 5.50%                 | 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        |    488000 | PA      | $462116.41    | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Nokia OYJ                                                                                           | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    123000 | PA      | $121369.84    | 0.02%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SUMMER BC HOLDCO A SARL                                                                             | Summer BC Holdco A Sarl                                                         | CUSIP: 000000000<br>LEI: 984500EFA0BRE0008996 | Long             | DBT              | CORP              | LU        |    360421 | PA      | $407425.33    | 0.08%             | 2027-10-31      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                                                            | Perrigo Finance Unlimited Co                                                    | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $114430.36    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                                              | Republic of Uzbekistan International Bond                                       | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $170142.00    | 0.04%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| MAISON FINCO PLC                                                                                    | Maison Finco PLC                                                                | CUSIP: 000000000<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |    365000 | PA      | $470981.71    | 0.10%             | 2027-10-31      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Ace Securities Corp.                                                                                | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                          | CUSIP: 00083BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    657377 | PA      | $499126.70    | 0.10%             | 2038-02-25      | Variable      | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BANC OF CALIFORNIA                                                                                  | Banc of California                                                              | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | SN               | CORP              | US        |    224000 | PA      | $211081.31    | 0.04%             | 2031-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                                                | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-221072.16   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Commercial Mortgage Trust 2021-21M                                           | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $172243.43    | 0.04%             | 2036-10-15      | Floating      | 6.61%                 | Yes           | 2                  | On Loan: No      |
| INGERSOLL RAND INC                                                                                  | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156295.75    | 0.03%             | 2028-08-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| COM 144A                                                                                            | COM 144A                                                                        | CUSIP: 28140M871<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   4460190 | NS      | $0.00         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ATS CORP                                                                                            | ATS Corp                                                                        | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    193000 | PA      | $179209.74    | 0.04%             | 2028-12-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                    | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    796000 | PA      | $780882.69    | 0.16%             | 2051-09-27      | Variable      | 0.99%                 | Yes           | 2                  | On Loan: No      |
| BOMBARDIER INC                                                                                      | Bombardier Inc                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $271736.66    | 0.06%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| KENNEDY-WILSON INC                                                                                  | Kennedy-Wilson Inc                                                              | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |    184000 | PA      | $165690.09    | 0.03%             | 2029-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                                                | Birch Grove Clo 9 Ltd                                                           | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245507.00    | 0.05%             | 2037-10-22      | Floating      | 6.27%                 | Yes           | 2                  | On Loan: No      |
| Bath & Body Works Inc                                                                               | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    152000 | PA      | $149670.41    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CPUK FINANCE LTD                                                                                    | CPUK Finance Ltd                                                                | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $269312.17    | 0.06%             | 2029-08-28      | Fixed         | 7.88%                 | Yes           | 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        |    225000 | PA      | $212149.65    | 0.04%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| ANTERO RESOURCES CORP                                                                               | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $86252.11     | 0.02%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $347712.60    | 0.07%             | 2029-01-19      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    187000 | PA      | $202356.30    | 0.04%             | 2028-07-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                                            | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $607565.28    | 0.13%             | 2028-12-31      | Fixed         | 12.75%                | Yes           | 2                  | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                                            | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029000 | PA      | $792745.42    | 0.16%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       144 | NC      | $122562.69    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $66435.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1382000 | PA      | $1421132.50   | 0.29%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| REWORLD HOLDING CORP                                                                                | Reworld Holding Corp                                                            | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198134.83    | 0.04%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                              | Radiology Partners Inc                                                          | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1376465 | PA      | $1284191.84   | 0.26%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           | 2                  | On Loan: No      |
| Marks & Spencer PLC                                                                                 | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    111000 | PA      | $117809.68    | 0.02%             | 2037-12-01      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| ACADIAN ASSET MANAGEMENT                                                                            | Acadian Asset Management Inc                                                    | CUSIP: 10948WAA1<br>LEI: 5493004FTLQNQTBOP608 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149697.61    | 0.03%             | 2026-07-27      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-16086.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                                                                              | FMG Resources August 2006 Pty Ltd                                               | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    278000 | PA      | $251555.38    | 0.05%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Corp Trust 2021-PJ5                               | CUSIP: 36261HBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358682 | PA      | $280720.72    | 0.06%             | 2051-10-25      | Variable      | 2.59%                 | Yes           | 2                  | On Loan: No      |
| TELEFONICA EUROPE BV                                                                                | Telefonica Europe BV                                                            | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $360334.83    | 0.07%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                            | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $231599.96    | 0.05%             | 2026-07-19      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                                            | Petrobras Global Finance BV                                                     | CUSIP: 000000000<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $260732.24    | 0.05%             | 2029-10-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                                                                  | Vodafone Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $792431.77    | 0.16%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                                                                              | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64557.92     | 0.01%             | 2028-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp                                                                                      | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     74000 | PA      | $53348.96     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ECOPETROL SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    249000 | PA      | $233239.56    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                                | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    884000 | PA      | $568241.93    | 0.12%             | 2061-04-28      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    610000 | PA      | $647807.42    | 0.13%             | 3019-12-09      | Fixed         | 1.75%                 | Yes           | 2                  | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                                                | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    387000 | PA      | $387931.53    | 0.08%             | 2029-06-27      | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126812.08    | 0.03%             | 2028-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                                              | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $-2460.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                   | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248173.45    | 0.05%             | 2038-04-15      | Floating      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                                             | MISC Capital Two Labuan Ltd                                                     | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    125000 | PA      | $123407.20    | 0.03%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ENTERGY CORP                                                                                        | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102349.97    | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2025-CCM1                                              | CUSIP: 46593MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836167 | PA      | $827084.27    | 0.17%             | 2055-06-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Petroleos del Peru SA                                                                               | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1532000 | PA      | $934628.13    | 0.19%             | 2047-06-19      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                               | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98718.43     | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                                | Colombia Government International Bond                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    781000 | PA      | $793374.98    | 0.16%             | 2035-04-25      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust Series 2024-6                                 | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375295 | PA      | $375342.31    | 0.08%             | 2055-05-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                                                                                  | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    463658 | PA      | $452386.22    | 0.09%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners XIV LTD                                                                 | Octagon Investment Partners XIV Ltd                                             | CUSIP: 67590ABV3<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001616.00   | 0.21%             | 2029-07-15      | Floating      | 6.62%                 | Yes           | 2                  | On Loan: No      |
| IVORY COAST                                                                                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    539000 | PA      | $495641.22    | 0.10%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           | 2                  | On Loan: No      |
| Optima Specialty Steel Inc.                                                                         | Optima Specialty Steel Inc.                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        22 | NS      | $3166624.00   | 0.65%             |  |  |  | No            | 3                  | On Loan: No      |
| Gam Resecuritization Trust                                                                          | GAM RE-REMIC TRUST 2021-FRR2                                                    | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $302430.84    | 0.06%             | 2051-09-27      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                                               | Adnoc Murban Rsc Ltd.                                                           | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    293000 | PA      | $263459.74    | 0.05%             | 2054-09-11      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                                            | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |     80000 | PA      | $74273.21     | 0.02%             | 2028-04-29      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| TC PipeLines LP                                                                                     | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103542.50    | 0.02%             | 2027-05-25      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                                                       | TransDigm Inc                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    306000 | PA      | $304673.59    | 0.06%             | 2027-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ICICI BANK LTD/DUBAI                                                                                | ICICI Bank Ltd/Dubai                                                            | CUSIP: 45112EAH2<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | DBT              | CORP              | IN        |    114000 | PA      | $111783.45    | 0.02%             | 2027-12-14      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| FORVIA SE                                                                                           | Forvia SE                                                                       | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $120807.86    | 0.02%             | 2030-06-15      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                                   | CITIGROUP MORTGAGE LOAN TRUST 2021-J1                                           | CUSIP: 17329EAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519403 | PA      | $419662.83    | 0.09%             | 2051-04-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                                                          | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174523 | PA      | $147934.03    | 0.03%             | 2050-02-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                                                                   | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $104042.65    | 0.02%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PRIVATBANK(UK SPV CRED)                                                                             | Privatbank CJSC Via UK SPV Credit Finance PLC                                   | CUSIP: 000000000<br>LEI: 2138004OYQUYY3KJCF63 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $48298.00     | 0.01%             | 2018-01-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                                                                  | Mattamy Group Corp                                                              | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $568109.47    | 0.12%             | 2030-03-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2021-1                                                      | CUSIP: 749350AN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137143 | PA      | $110897.54    | 0.02%             | 2051-03-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| LCM Ltd Partnership                                                                                 | LCM 28 Ltd                                                                      | CUSIP: 50200WAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499017.50    | 0.10%             | 2030-10-20      | Floating      | 6.68%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                       | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  32688017 | NS      | $32678210.93  | 6.73%             |  |  |  | No            | N/A                | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ1                                    | CUSIP: 36271DAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477802 | PA      | $477841.58    | 0.10%             | 2055-06-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                                                                | MGIC Investment Corp                                                            | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311158.98    | 0.06%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Church & Dwight Co Inc                                                                              | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    158000 | PA      | $121721.72    | 0.03%             | 2047-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                                            | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125720.49    | 0.03%             | 2026-07-14      | 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        |    510000 | PA      | $686929.54    | 0.14%             | 2026-07-08      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Zambia Government International Bonds                                                               | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     50000 | PA      | $27971.00     | 0.01%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                                               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    414900 | PA      | $58053.36     | 0.01%             | 2019-10-13      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    201000 | PA      | $200344.77    | 0.04%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| TRAVELEX ISSUERCO 2 PLC                                                                             | Travelex Issuerco 2 PLC                                                         | CUSIP: 000000000<br>LEI: 213800X5CA5ZLTI55177 | Long             | DBT              | CORP              | GB        |   2576218 | PA      | $3485857.57   | 0.72%             | 2029-03-31      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| OCEANEERING INTL INC                                                                                | Oceaneering International Inc                                                   | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |    193000 | PA      | $183988.20    | 0.04%             | 2028-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AES PANAMA GENERATION HL                                                                            | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     80594 | PA      | $70451.33     | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |         1 | NC      | $-5.18        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Angola Government International Bonds                                                               | Angola Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    338000 | PA      | $269619.22    | 0.06%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                              | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    134000 | PA      | $126480.49    | 0.03%             | 2027-01-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                                            | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $519913.21    | 0.11%             | 2029-01-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                                                | TC Ziraat Bankasi AS                                                            | CUSIP: 000000000<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    599000 | PA      | $608673.85    | 0.13%             | 2034-08-02      | Fixed         | 8.99%                 | Yes           | 2                  | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                                            | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    136312 | PA      | $16021.09     | 0.00%             | 2026-11-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| PROG HOLDINGS INC                                                                                   | PROG Holdings Inc                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |    770000 | PA      | $709289.05    | 0.15%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                                            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    330000 | PA      | $281654.92    | 0.06%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    960000 | PA      | $896445.29    | 0.18%             | 2030-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $112078.57    | 0.02%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| OVH GROUPE SAS                                                                                      | OVH Groupe SAS                                                                  | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $239873.17    | 0.05%             | 2031-02-05      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-5                                                   | CUSIP: 81743AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775512 | PA      | $691202.13    | 0.14%             | 2049-12-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CODELCO INC                                                                                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    615000 | PA      | $372017.06    | 0.08%             | 2051-01-15      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                                        | Wells Fargo Mortgage Backed Securities 2020-1 Trust                             | CUSIP: 95002KAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17389 | PA      | $14805.38     | 0.00%             | 2049-12-25      | Variable      | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                                                | GrubHub Holdings Inc                                                            | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $450252.11    | 0.09%             | 2027-07-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                                            | Standard Industries Inc/NY                                                      | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    780000 | PA      | $862593.16    | 0.18%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bonds                                                          | Republic of Azerbaijan International Bonds                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    384000 | PA      | $335237.29    | 0.07%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| INSTITUTO COSTARRICENSE                                                                             | Instituto Costarricense de Electricidad                                         | CUSIP: 000000000<br>LEI: 5493009VA6AFUB2Q0289 | Long             | DBT              | CORP              | CR        |    561000 | PA      | $496788.83    | 0.10%             | 2043-05-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Sunrun Issuer                                                                                       | Sunrun Bacchus Issuer 2025-1 LLC                                                | CUSIP: 86771PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    699239 | PA      | $685292.77    | 0.14%             | 2060-04-30      | Fixed         | 6.41%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -132 | NC      | $-248451.02   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-137.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                                                      | SUNNOVA HELIOS II ISSUER LLC 2018-1                                             | CUSIP: 86745JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    567910 | PA      | $437562.28    | 0.09%             | 2048-07-20      | Fixed         | 7.71%                 | Yes           | 2                  | On Loan: No      |
| PINEWOOD FINCO PLC                                                                                  | Pinewood Finco PLC                                                              | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $396691.70    | 0.08%             | 2030-03-27      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| NEWELL BRANDS INC                                                                                   | Newell Brands Inc                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    446000 | PA      | $406244.56    | 0.08%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc              | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $192172.65    | 0.04%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499149.00    | 0.10%             | 2028-11-15      | Floating      | 7.18%                 | Yes           | 2                  | On Loan: No      |
| Wingstop Funding LLC                                                                                | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $920992.10    | 0.19%             | 2054-12-05      | Fixed         | 5.86%                 | Yes           | 2                  | On Loan: No      |
| CARVANA CO                                                                                          | Carvana Co                                                                      | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1090890 | PA      | $1229730.04   | 0.25%             | 2031-06-01      | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Hasbro Inc                                                                                          | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126517.21    | 0.03%             | 2027-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    164000 | PA      | $153469.87    | 0.03%             | 2054-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2021-PJ6                                    | CUSIP: 36262LAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $548811.74    | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| KeySpan Gas East Corp                                                                               | KeySpan Gas East Corp                                                           | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80078.27     | 0.02%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           | 2                  | On Loan: No      |
| QatarEnergy                                                                                         | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    923000 | PA      | $808308.02    | 0.17%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| NCR ATLEOS LLC                                                                                      | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    174000 | PA      | $187368.83    | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-J2                                                               | CUSIP: 12558TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240266 | PA      | $215294.51    | 0.04%             | 2049-10-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon                                                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-16090.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VERISURE MIDHOLDING AB                                                                              | Verisure Midholding AB                                                          | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    300000 | PA      | $341292.74    | 0.07%             | 2029-02-15      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                         | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62151.35     | 0.01%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| CSL FINANCE PLC                                                                                     | CSL Finance PLC                                                                 | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     88000 | PA      | $87077.32     | 0.02%             | 2027-04-27      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                                            | Hazine Mustesarligi Varlik Kiralama AS                                          | CUSIP: 000000000<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $424480.00    | 0.09%             | 2029-01-14      | Fixed         | 8.51%                 | Yes           | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    137000 | PA      | $126422.59    | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    154000 | PA      | $144501.07    | 0.03%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                              | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    121000 | PA      | $123965.89    | 0.03%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| AREIT CRE Trust                                                                                     | AREIT 2025-CRE10 Ltd                                                            | CUSIP: 00193DAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $740712.90    | 0.15%             | 2030-01-17      | Floating      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| AGUA Y SANEAMIENTOS ARG                                                                             | Agua y Saneamientos Argentinos SA                                               | CUSIP: 000000000<br>LEI: 5299003HUR94018IBF62 | Long             | DBT              | CORP              | AR        |    345737 | PA      | $335364.51    | 0.07%             | 2026-05-01      | Fixed         | 7.90%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA5                                         | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    464719 | PA      | $465950.78    | 0.10%             | 2034-01-25      | Floating      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SNF GROUP SACA                                                                                      | SNF Group SACA                                                                  | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $354305.68    | 0.07%             | 2032-03-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Citibank NA                                                                                         | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-3303.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1175000 | PA      | $1195939.09   | 0.25%             | 2027-10-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Uruguay Government International Bonds                                                              | Uruguay Government International Bond                                           | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    353596 | PA      | $359958.83    | 0.07%             | 2037-02-14      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $109081.19    | 0.02%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    138000 | PA      | $126779.20    | 0.03%             | 2052-04-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    111000 | PA      | $116844.70    | 0.02%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                                                                    | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $62795.83     | 0.01%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                                                                           | Ball Corp                                                                       | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221267.48    | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $720982.81    | 0.15%             | 2066-01-25      | Variable      | 1.97%                 | Yes           | 2                  | On Loan: No      |
| ELO SACA                                                                                            | ELO SACA                                                                        | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $325411.31    | 0.07%             | 2027-07-23      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    590000 | PA      | $566996.92    | 0.12%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $699912.26    | 0.14%             | 2044-03-25      | Floating      | 6.30%                 | Yes           | 2                  | On Loan: No      |
| Travelex Financing PLC                                                                              | Travelex Financing PLC                                                          | CUSIP: 000000000<br>LEI: 6354009XFWVZER7G5X35 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $0.00         | 0.00%             | 2022-05-15      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                                            | Telecommunications co Telekom Srbija AD Belgrade                                | CUSIP: 000000000<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    543000 | PA      | $538748.31    | 0.11%             | 2029-10-28      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CF Industries Inc                                                                                   | CF Industries Inc                                                               | CUSIP: 12527GAH6<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127776.03    | 0.03%             | 2026-12-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $424953.44    | 0.09%             | 2057-07-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                                                                    | Altice France SA                                                                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    324000 | PA      | $264657.25    | 0.05%             | 2029-07-15      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                                            | British Telecommunications PLC                                                  | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $284051.84    | 0.06%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Toledo Hospital/The                                                                                 | Toledo Hospital/The                                                             | CUSIP: 889184AC1<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178086.52    | 0.04%             | 2028-11-15      | Fixed         | 5.33%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     97000 | PA      | $101504.26    | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KSL Commercial Mortgage Trust                                                                       | KSL Commercial Mortgage Trust 2024-HT2                                          | CUSIP: 500937AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $588006.55    | 0.12%             | 2039-12-15      | Floating      | 7.61%                 | Yes           | 2                  | On Loan: No      |
| WAYFAIR LLC                                                                                         | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    313000 | PA      | $285964.20    | 0.06%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| Ghana Government International Bonds                                                                | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    425093 | PA      | $359488.40    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    195000 | PA      | $138494.38    | 0.03%             | 2041-08-01      | Variable      | 7.75%                 | Yes           | 2                  | On Loan: No      |
| PLT VII FINANCE SARL                                                                                | PLT VII Finance Sarl                                                            | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $696934.17    | 0.14%             | 2031-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Ferguson Finance PLC                                                                                | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     51000 | PA      | $50778.37     | 0.01%             | 2028-10-24      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                                            | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    382000 | PA      | $374013.58    | 0.08%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88291.36     | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51703.46     | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| GGAM FINANCE LTD                                                                                    | GGAM Finance Ltd                                                                | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     36000 | PA      | $35756.03     | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    162000 | PA      | $167252.85    | 0.03%             | 2028-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Lebanese Republic                                                                                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    213000 | PA      | $36429.39     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       357 | NC      | $592190.16    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                                            | Weatherford International Ltd                                                   | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $545072.15    | 0.11%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| CIM Trust                                                                                           | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28745 | PA      | $27095.29     | 0.01%             | 2049-02-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2019-1                                                 | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23311 | PA      | $21498.79     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Oman Government International Bonds                                                                 | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    209000 | PA      | $209898.70    | 0.04%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    127000 | PA      | $128136.46    | 0.03%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                                                            | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198808.31    | 0.04%             | 2035-05-06      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                                            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2D8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     92000 | PA      | $88422.65     | 0.02%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| COINBASE GLOBAL INC                                                                                 | Coinbase Global Inc                                                             | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    402000 | PA      | $371175.52    | 0.08%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                                            | Service Properties Trust                                                        | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    442000 | PA      | $389897.05    | 0.08%             | 2028-01-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| RAC BOND CO PLC                                                                                     | RAC Bond Co PLC                                                                 | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $318845.32    | 0.07%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BX Trust                                                                                            | BX Trust 2025-VLT6                                                              | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496897.86    | 0.10%             | 2042-03-15      | Floating      | 7.51%                 | Yes           | 2                  | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                                             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211689.15    | 0.04%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| TRINIDAD GEN UNLTD                                                                                  | Trinidad Generation UnLtd                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    683000 | PA      | $652877.63    | 0.13%             | 2027-11-04      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Banco Nacional de Panama                                                                            | Banco Nacional de Panama                                                        | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    704000 | PA      | $573666.57    | 0.12%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Cedar Funding Ltd                                                                                   | Cedar Funding V CLO Ltd                                                         | CUSIP: 15032AAU1<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248875.50    | 0.05%             | 2031-07-17      | Floating      | 6.64%                 | Yes           | 2                  | On Loan: No      |
| Social Professional Loan Program LLC                                                                | SoFi Professional Loan Program 2017-D LLC                                       | CUSIP: 78471CAC3<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $383958.69    | 0.08%             | 2040-09-25      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| DEVELOPMENT BANK BELARUS                                                                            | Development Bank of the Republic of Belarus JSC                                 | CUSIP: 000000000<br>LEI: 253400D4JRB0M70A0687 | Long             | DBT              | NUSS              | BY        |    942000 | PA      | $459554.70    | 0.09%             | 2024-05-02      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| LAMB WESTON HLD                                                                                     | Lamb Weston Holdings Inc                                                        | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    202000 | PA      | $185403.53    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Corp Trust 2023-FUN                                      | CUSIP: 36267CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500636.96    | 0.10%             | 2028-03-15      | Floating      | 7.71%                 | Yes           | 2                  | On Loan: No      |
| ORSTED A/S                                                                                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    390000 | PA      | $374440.67    | 0.08%             | 3021-02-18      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                              | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    315000 | PA      | $231210.19    | 0.05%             | 2039-09-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-19776.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BMD2 Re-REMIC Trust                                                                                 | BMD2 Re-Remic Trust 2019-FRR1                                                   | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892000 | PA      | $733216.06    | 0.15%             | 2052-05-25      | Variable      | 2.43%                 | Yes           | 2                  | On Loan: No      |
| TUI CRUISES GMBH                                                                                    | TUI Cruises GmbH                                                                | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $135659.30    | 0.03%             | 2030-05-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                                                  | Seagate HDD Cayman                                                              | CUSIP: 81180WAN1<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    202000 | PA      | $194885.75    | 0.04%             | 2034-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2391703 | PA      | $45084.23     | 0.01%             | 2050-12-15      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     60000 | PA      | $56430.11     | 0.01%             | 2030-01-29      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                                            | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61770.61     | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                             | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    917000 | PA      | $770668.16    | 0.16%             | 2032-01-06      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                                               | Williams Scotsman Inc                                                           | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    188000 | PA      | $180912.99    | 0.04%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Ecopetrol SA                                                                                        | Ecopetrol SA                                                                    | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    201000 | PA      | $162702.27    | 0.03%             | 2043-09-18      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2076723 | PA      | $71008.14     | 0.01%             | 2056-08-10      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| ODIDO GROUP HOLDING BV                                                                              | Odido Group Holding BV                                                          | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $336973.18    | 0.07%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Chase Mortgage Finance Corporation                                                                  | Chase Home Lending Mortgage Trust 2019-1                                        | CUSIP: 16159WBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66715 | PA      | $58988.26     | 0.01%             | 2050-03-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CEZ AS                                                                                              | CEZ AS                                                                          | CUSIP: 000000000<br>LEI: 529900S5R9YHJHYKKG94 | Long             | DBT              | CORP              | CZ        |    383000 | PA      | $340241.88    | 0.07%             | 2042-04-03      | Fixed         | 5.63%                 | Yes           | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                                                                  | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    899490 | PA      | $441584.39    | 0.09%             | 2035-02-01      | Variable      | 1.75%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $189.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VEON HOLDINGS BV                                                                                    | VEON Holdings BV                                                                | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    207000 | PA      | $185440.95    | 0.04%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2020-1                                                 | CUSIP: 46651XBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132145 | PA      | $116783.01    | 0.02%             | 2050-06-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $100111.66    | 0.02%             | 2027-07-27      | Fixed         | 6.13%                 | Yes           | 2                  | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust                  | CUSIP: 93363QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162149 | PA      | $161941.68    | 0.03%             | 2046-11-25      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2019-4                                                   | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48324 | PA      | $42727.17     | 0.01%             | 2049-11-25      | Variable      | 3.50%                 | Yes           | 2                  | On Loan: No      |
| Trimble Inc                                                                                         | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112710.86    | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $500203.97    | 0.10%             | 2044-01-25      | Floating      | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Transocean Inc                                                                                      | Transocean Inc                                                                  | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    308000 | PA      | $218963.27    | 0.05%             | 2031-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                      | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5174585 | PA      | $123340.33    | 0.03%             | 2052-11-15      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED COP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |         1 | NC      | $-12538.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438593.32    | 0.09%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                                | Paraguay Government International Bond                                          | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $197959.64    | 0.04%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                                                                  | Telecom Italia SpA/Milano                                                       | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $341459.27    | 0.07%             | 2055-03-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Triton Container Finance LLC                                                                        | Triton Container Finance VIII LLC                                               | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326458 | PA      | $295618.65    | 0.06%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           | 2                  | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                                             | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $229810.23    | 0.05%             | 2043-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $426270.07    | 0.09%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FULL HOUSE RESORTS INC                                                                              | Full House Resorts Inc                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    649000 | PA      | $609042.02    | 0.13%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                                            | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $187888.00    | 0.04%             | 2044-04-25      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |         1 | NC      | $8.56         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                               | Level 3 Financing Inc                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1853658.50   | 0.38%             | 2029-11-15      | Fixed         | 11.00%                | Yes           | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                                            | Consolidated Communications Inc                                                 | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    553000 | PA      | $543333.00    | 0.11%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                                              | Cloud Software Group Inc                                                        | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    658000 | PA      | $658433.04    | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                                            | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $125924.03    | 0.03%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| HX HOLD CO LTD                                                                                      | HX Hold Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138004WV2GA7GI77I96 | Long             | DBT              | CORP              | GB        |    529461 | PA      | $552295.99    | 0.11%             | 2030-02-12      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AXIAN TELECOM                                                                                       | Axian Telecom                                                                   | CUSIP: 000000000<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    335000 | PA      | $331894.55    | 0.07%             | 2027-02-16      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| El Salvador Government International Bonds                                                          | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    534000 | PA      | $530305.02    | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           | 2                  | On Loan: No      |
| State Street Bank & Trust Co.                                                                       | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3679.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                        | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499949.44    | 0.10%             | 2041-11-05      | Variable      | 6.93%                 | Yes           | 2                  | On Loan: No      |
| MOBICO GROUP PLC                                                                                    | Mobico Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123089.57    | 0.03%             | 2028-11-20      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-18375.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America NA                                                                                  | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $7261.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Renault SA                                                                                          | Renault SA                                                                      | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $447240.32    | 0.09%             | 2026-09-28      | Fixed         | 2.00%                 | Yes           | 2                  | On Loan: No      |
| PHINIA INC                                                                                          | Phinia Inc                                                                      | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    459000 | PA      | $450393.75    | 0.09%             | 2032-10-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| PTC Inc                                                                                             | PTC Inc                                                                         | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    157000 | PA      | $151840.75    | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Zaxby's Funding LLC                                                                                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721875 | PA      | $667589.14    | 0.14%             | 2051-07-30      | Fixed         | 3.24%                 | Yes           | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97370.53     | 0.02%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT INC                                                                                       | Open Text Holdings Inc                                                          | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $217371.48    | 0.04%             | 2030-02-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                                        | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2938024 | PA      | $111951.82    | 0.02%             | 2052-07-10      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| CANARY WHARF GROUP                                                                                  | Canary Wharf Group Investment Holdings PLC                                      | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $235888.03    | 0.05%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| MICROSOFT CORP                                                                                      | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    174000 | PA      | $102961.08    | 0.02%             | 2060-06-01      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                                            | African Export-Import Bank/The                                                  | CUSIP: 000000000<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |    443000 | PA      | $390482.35    | 0.08%             | 2031-05-17      | Fixed         | 3.80%                 | Yes           | 2                  | On Loan: No      |
| Nakilat Inc                                                                                         | Nakilat Inc                                                                     | CUSIP: 000000000<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    284874 | PA      | $297144.10    | 0.06%             | 2033-12-31      | Fixed         | 6.07%                 | Yes           | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                                                               | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $187125.62    | 0.04%             | 2029-06-18      | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                                                            | Walgreens Boots Alliance Inc                                                    | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    772000 | PA      | $726464.14    | 0.15%             | 2030-04-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                                                | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132319.30    | 0.03%             | 2029-01-11      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| Costa Rica Government International Bonds                                                           | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    286000 | PA      | $290139.80    | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -12 | NC      | $-2604.67     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $400431.61    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EPR Properties                                                                                      | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     99000 | PA      | $98154.04     | 0.02%             | 2026-12-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                                              | CD&R Firefly Bidco PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $272217.45    | 0.06%             | 2029-04-30      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                                                               | SURA Asset Management SA                                                        | CUSIP: 78486LAA0<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    120000 | PA      | $118791.38    | 0.02%             | 2027-04-11      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SABRE GLBL INC                                                                                      | Sabre GLBL Inc                                                                  | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    631000 | PA      | $605502.75    | 0.12%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $65450.61     | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| FREMF Mortgage Trust                                                                                | FREMF 2016-K57 Mortgage Trust                                                   | CUSIP: 30295DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14281759 | PA      | $12222.04     | 0.00%             | 2049-08-25      | Fixed         | 0.10%                 | Yes           | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    126000 | PA      | $124079.96    | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                                                                               | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123500.57    | 0.03%             | 2034-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORVIA SE                                                                                           | Forvia SE                                                                       | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214108.75    | 0.04%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                                     | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912000 | PA      | $860188.18    | 0.18%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| NEXI SPA                                                                                            | Nexi SpA                                                                        | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $410377.36    | 0.08%             | 2028-02-24      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| GAZPROM (GAZ CAPITAL SA)                                                                            | Gazprom PJSC Via Gaz Capital SA                                                 | CUSIP: 000000000<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $726100.00    | 0.15%             | 2037-08-16      | Fixed         | 7.29%                 | Yes           | 2                  | On Loan: No      |
| FORVIA SE                                                                                           | Forvia SE                                                                       | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101374.26    | 0.02%             | 2029-06-15      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| MUNDYS SPA                                                                                          | Mundys SpA                                                                      | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |    575000 | PA      | $638348.24    | 0.13%             | 2027-07-13      | Fixed         | 1.88%                 | Yes           | 2                  | On Loan: No      |
| AIR FRANCE-KLM                                                                                      | Air France-KLM                                                                  | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $683958.50    | 0.14%             | 2026-07-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                                               | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     49000 | PA      | $42097.91     | 0.01%             | 2044-06-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ELO SACA                                                                                            | ELO SACA                                                                        | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $419847.99    | 0.09%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| SIGMA FINANCE NL                                                                                    | Sigma Finance Netherlands BV                                                    | CUSIP: 8265QNAA0<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |    117000 | PA      | $116476.41    | 0.02%             | 2028-03-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                                                             | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $184944.75    | 0.04%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           | 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        |    290000 | PA      | $333852.07    | 0.07%             | 2027-04-06      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                                              | Telecom Italia Capital SA                                                       | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    321000 | PA      | $310112.03    | 0.06%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32176.77     | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CENOVUS ENERGY INC                                                                                  | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $125992.47    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Yara International ASA                                                                              | Yara International ASA                                                          | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     61000 | PA      | $60779.98     | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                                              | Resorts World Las Vegas LLC / RWLV Capital Inc                                  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $503296.77    | 0.10%             | 2029-04-16      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Verde CLO Ltd                                                                                       | VERDE CLO Ltd                                                                   | CUSIP: 92338BBA2<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299148.30    | 0.06%             | 2032-04-15      | Floating      | 6.26%                 | Yes           | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                                                                                | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    139000 | PA      | $145018.31    | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                                          | JPMBB Commercial Mortgage Securities Trust 2015-C27                             | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433772 | PA      | $1553.41      | 0.00%             | 2048-02-15      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Senegal Government International Bonds                                                              | Senegal Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    262000 | PA      | $181394.73    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| STAPLES INC                                                                                         | Staples Inc                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    210000 | PA      | $182484.07    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | Yes           | 2                  | On Loan: No      |
| ECHOSTAR CORP                                                                                       | EchoStar Corp                                                                   | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    181235 | PA      | $168583.72    | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TVL FINANCE PLC                                                                                     | TVL Finance PLC                                                                 | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $134580.12    | 0.03%             | 2028-04-28      | Fixed         | 10.25%                | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $79584.58     | 0.02%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                                                | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    974000 | PA      | $939643.31    | 0.19%             | 2034-09-11      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                                                                | Heathrow Finance PLC                                                            | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $388935.39    | 0.08%             | 2031-03-01      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-05-29

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer, Principal Accounting Officer and Principal Financial Officer