# EDGAR Filing Document

**Accession Number:** 0000088048
**File Stem:** 0001752724-23-047668
**Filing Date:** 2023-2
**Character Count:** 203645
**Document Hash:** c1ca68c77b7fb89abca56238e0e0cb86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047668.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047668

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS SECURITIES TRUST
- **CENTRAL INDEX KEY:** 0000088048
- **IRS NUMBER:** 132661231
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02021
- **FILM NUMBER:** 23685705

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE SECURITIES TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS SECURITIES TRUST
- **DATE OF NAME CHANGE:** 20060207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19950908

## Series and Classes Contracts Data

### DWS Enhanced Commodity Strategy Fund (Series ID: S000032043)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000099774 | Institutional Class | SKIRX           |
| C000099775 | Class A             | SKNRX           |
| C000099777 | Class C             | SKCRX           |
| C000099779 | Class S             | SKSRX           |
| C000172345 | Class R6            | SKRRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DEUTSCHE DWS SECURITIES TRUST

- **b. Investment Company Act file number:** 811-02021

- **c. CIK number of Registrant:** 0000088048

- **d. LEI of Registrant:** 7SL8QTS97H1HUY8AHM73

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** DWS Enhanced Commodity Strategy Fund

- **b. EDGAR series identifier (if any):** S000032043

- **c. LEI of Series:** U72UPDOVVEAXSRWTZF97

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1825671443.72

**Total Liabilities:** $79744034.41

**Net Assets:** $1745927409.31

**Amount of Assets Invested in Other Investment Companies:** $379553751.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5582.19000000 | **1-Year:** -52401.19000000 | **5-Year:** -26794.08000000 | **10-Year:** -5463.37000000 | **30-Year:** -1678.82000000

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

- **3-Month:** -306.80000000 | **1-Year:** -6785.89000000 | **5-Year:** -4808.84000000 | **10-Year:** -5.25000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172345 | -0.33%               | 3.17%                | -1.77%               |
| Class ID C000099777 | -0.38%               | 3.04%                | -1.85%               |
| Class ID C000099774 | -0.17%               | 3.00%                | -1.77%               |
| Class ID C000099775 | -0.34%               | 3.05%                | -1.73%               |
| Class ID C000099779 | -0.17%               | 3.01%                | -1.66%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-277999.22              | $-3413643.46                               |
| Month 2  | $-282542.14              | $6480361.99                                |
| Month 3  | $-101628.45              | $1506128.83                                |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Index Total Return

- **Index Identifier:** DJUBSCOM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OFFICE PPTY INCOME TRST                          | Office Properties Income Trust                                                                                             | CUSIP: 67623CAD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   1340000 | PA      | $1038498.07   | 0.06%             | 2026-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                      | REC Ltd                                                                                                                    | CUSIP: 74947LAC8<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |   1423000 | PA      | $1416397.28   | 0.08%             | 2023-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Inflation Indexed Bonds                                                                             | CUSIP: 912828VM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19206000 | PA      | $18977928.75  | 1.09%             | 2023-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                               | Banco Santander SA                                                                                                         | CUSIP: 05964HAE5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4586512.94   | 0.26%             | 2023-02-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                         | Brex Commercial Charge Card Master Trust                                                                                   | CUSIP: 05601DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1936495.80   | 0.11%             | 2025-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460006 | PA      | $450951.14    | 0.03%             | 2028-02-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                   | Trust Fibra Uno                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1000000 | PA      | $985000.00    | 0.06%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    920000 | PA      | $892402.43    | 0.05%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                                                                    | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4970147.10   | 0.28%             | 2023-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                      | Continental Finance Credit Card ABS Master Trust                                                                           | CUSIP: 66981PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2775805.80   | 0.16%             | 2029-12-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Securities Ltd.                    | Long: BDWALYWU5 TRS USD R F  1.00000 BDWALYWV3 COMMODITYTRS / Short: BDWALYWU5 TRS USD P F   .11000 BDWALYWW1 COMMODITYTRS | CUSIP: 000000000<br>LEI: DL6FFRRLF74S01HE2M14 | N/A              | DCO              |  | US        |  51821000 | OU      | $-788880.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                              | Long: BDWALYGX7 TRS USD R F  1.00000 BDWALYGY5 COMMODITYTRS / Short: BDWALYGX7 TRS USD P F   .10000 BDWALYGZ2 COMMODITYTRS | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DCO              |  | US        |  10000000 | OU      | $315282.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust              | Exeter Automobile Receivables Trust 2020-2                                                                                 | CUSIP: 30167YAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2215000 | PA      | $2192692.07   | 0.13%             | 2026-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE6 Mortgage Trust                                                                                             | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4238720 | PA      | $4215462.57   | 0.24%             | 2046-03-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Transportation Finance Equipment Trust           | Transportation Finance Equipment Trust 2019-1                                                                              | CUSIP: 89389JAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1228125.75   | 0.07%             | 2024-08-23      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240327 | PA      | $231751.33    | 0.01%             | 2028-09-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                         | Vnesheconombank Via VEB Finance PLC                                                                                        | CUSIP: 91822CAA6<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $71610.00     | 0.00%             | 2022-07-05      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                                                          | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1767673.37   | 0.10%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                         | Banco de Credito del Peru S.A.                                                                                             | CUSIP: 05971V2A2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $946530.00    | 0.05%             | 2025-01-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2417308.00   | 0.14%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUESTAR FIN HOLDINGS                            | Bluestar Finance Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: 300300294ZKDSAV43I87 | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $966029.78    | 0.06%             | 2024-07-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes           | NRZ Excess Spread-Collateralized Notes                                                                                     | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524410 | PA      | $1342063.25   | 0.08%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                                                                         | CUSIP: 606822CA0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $2942247.30   | 0.17%             | 2025-10-11      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                    | Welltower Inc                                                                                                              | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   4500000 | PA      | $4403621.48   | 0.25%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                    | UBS AG/London                                                                                                              | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $6991002.76   | 0.40%             | 2023-06-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | National Bank of Canada                                                                                                    | CUSIP: 63307A2J3<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4989147.85   | 0.29%             | 2023-02-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                                                     | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1560000 | PA      | $1606640.05   | 0.09%             | 2025-11-16      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-1W LLC                                                                                                            | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283981 | PA      | $257091.70    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                      | Continental Finance Credit Card ABS Master Trust                                                                           | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1914194.00   | 0.11%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                     | Atrium Hotel Portfolio Trust 2018-ATRM                                                                                     | CUSIP: 04965KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5698306.80   | 0.33%             | 2035-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48437500.00  | 2.77%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | Americredit Automobile Receivables Trust 2019-2                                                                            | CUSIP: 03066KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2321318 | PA      | $2298276.57   | 0.13%             | 2025-04-18      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Bancomer SA/Texas                                                                                                     | CUSIP: 05533UAH1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2139000 | PA      | $1938468.75   | 0.11%             | 2025-09-18      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | Long: BDWALYS97 TRS USD R F  1.00000 BDWALYSA4 COMMODITYTRS / Short: BDWALYS97 TRS USD P F   .35000 BDWALYSB2 COMMODITYTRS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | CA        |  16802250 | OU      | $-284425.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                                                                        | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4290000 | PA      | $3982351.79   | 0.23%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYW76 TRS USD R F  1.00000 BDWALYW84 COMMODITYTRS / Short: BDWALYW76 TRS USD P F   .35000 BDWALYW92 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |  71790000 | OU      | $-549251.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: BDWALYHN8 TRS USD R F  1.00000 BDWALYHP3 COMMODITYTRS / Short: BDWALYHN8 TRS USD P F   .00000 BDWALYHQ1 COMMODITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |  10020000 | OU      | $190157.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Long: BDWALYG82 TRS USD R F  1.00000 BDWALYG90 COMMODITYTRS / Short: BDWALYG82 TRS USD P F   .12000 BDWALYGA7 COMMODITYTRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |  53400000 | OU      | $350576.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1224826 | PA      | $1152271.09   | 0.07%             | 2029-02-26      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | Long: BDWALYS30 TRS USD R F  1.00000 BDWALYS48 COMMODITYTRS / Short: BDWALYS30 TRS USD P F   .15000 BDWALYS55 COMMODITYTRS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | CA        |  21376000 | OU      | $-314631.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                             | Paraguay Government International Bond                                                                                     | CUSIP: 699149AA8<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $991760.00    | 0.06%             | 2023-01-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2020-C                                                                                          | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218790 | PA      | $217403.33    | 0.01%             | 2026-08-17      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                | Clean Harbors Inc                                                                                                          | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1141737.50   | 0.07%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                                                                   | CUSIP: 05377RCV4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $358889.22    | 0.02%             | 2024-03-20      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank NA - SBCLN                                                                                                  | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525796 | PA      | $505727.89    | 0.03%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2013-GC11                                                                              | CUSIP: 17320DAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1490502.90   | 0.09%             | 2046-04-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                     | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1370000 | PA      | $1312998.75   | 0.08%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust         | AmeriCredit Automobile Receivables Trust 2020-2                                                                            | CUSIP: 03066EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1042797.25   | 0.06%             | 2026-02-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                         | JP Morgan Mortgage Trust 2020-LTV2                                                                                         | CUSIP: 46653LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100282 | PA      | $1020006.39   | 0.06%             | 2050-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWAM3284 TRS USD R F  1.00000 BDWAM3292 COMMODITYTRS / Short: BDWAM3284 TRS USD P F   .08000 BDWAM32A9 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |  50000000 | OU      | $-3603058.00  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                    | Aircastle Ltd                                                                                                              | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   4345000 | PA      | $4301714.81   | 0.25%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                                                       | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $932032.27    | 0.05%             | 2034-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2020-2 Receivables Funding LLC                                                                            | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389246 | PA      | $362315.95    | 0.02%             | 2037-07-20      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | Long: BDWALYVY8 TRS USD R F  1.00000 BDWALYVZ5 COMMODITYTRS / Short: BDWALYVY8 TRS USD P F   .35000 BDWALYW01 COMMODITYTRS | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCO              |  | GB        |   4290000 | OU      | $-141930.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                    | UBS AG/London                                                                                                              | CUSIP: 902674YF1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2940019.89   | 0.17%             | 2023-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                     | Kookmin Bank                                                                                                               | CUSIP: 50050GAM0<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    805000 | PA      | $743930.90    | 0.04%             | 2025-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                           | Mondelez International Inc                                                                                                 | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1311511.78   | 0.08%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM                                 | Banco Votorantim SA                                                                                                        | CUSIP: 05967CAF0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | BR        |   1000000 | PA      | $953750.00    | 0.05%             | 2025-07-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                                                                       | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1253548.65   | 0.07%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HP INC                                           | HP Inc                                                                                                                     | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   4190000 | PA      | $3914571.44   | 0.22%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2110000 | PA      | $1845071.94   | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-TY                                                                                                          | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $472211.39    | 0.03%             | 2038-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3408901.95   | 0.20%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                                                                        | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4871796.40   | 0.28%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                       | MFA 2021-NQM2 Trust                                                                                                        | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582849 | PA      | $460835.32    | 0.03%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                                                                      | CUSIP: 74445PAE2<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |   1500000 | PA      | $1475157.74   | 0.08%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374947 | PA      | $353396.74    | 0.02%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                          | Metropolitan Life Global Funding I                                                                                         | CUSIP: 59217GEE5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4996232.95   | 0.29%             | 2023-01-13      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                                                                | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    690000 | PA      | $623907.84    | 0.04%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | Long: BDWALYVP7 TRS USD R F  1.00000 BDWALYVQ5 COMMODITYTRS / Short: BDWALYVP7 TRS USD P F   .14000 BDWALYVR3 COMMODITYTRS | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCO              |  | GB        |  77731000 | OU      | $-1183281.91  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $984850.00    | 0.06%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DWS                                              | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares                                      | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    646866 | NS      | $646866.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                           | Williams Scotsman International Inc                                                                                        | CUSIP: 71953LAA9<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    467000 | PA      | $462330.00    | 0.03%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                                                                  | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5443487.94   | 0.31%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                              | Kenbourne Invest SA                                                                                                        | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    264000 | PA      | $251328.00    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-TY                                                                                                          | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $312329.85    | 0.02%             | 2038-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2016-C6 Commercial Mortgage Trust                                                                                    | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $910604.00    | 0.05%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                   | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1226694.06   | 0.07%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                                                             | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193205 | PA      | $177488.54    | 0.01%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2020-4                                                                              | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749413 | PA      | $741867.23    | 0.04%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | Long: BDWALYVS1 TRS USD R F  1.00000 BDWALYVT9 COMMODITYTRS / Short: BDWALYVS1 TRS USD P F   .00000 BDWALYVU6 COMMODITYTRS | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCO              |  | GB        | 111982500 | OU      | $106735.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48578125.00  | 2.78%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                      | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    520000 | PA      | $507302.54    | 0.03%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust 2021-ARIA                                                                                                         | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1725000 | PA      | $1595221.87   | 0.09%             | 2036-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                       | Sprint LLC                                                                                                                 | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1757351.02   | 0.10%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                                                | CUSIP: 694308JY4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1567868.92   | 0.09%             | 2023-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYT70 TRS USD R F  1.00000 BDWALYT88 COMMODITYTRS / Short: BDWALYT70 TRS USD P F   .35000 BDWALYT96 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  32265000 | OU      | $-339209.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank Auto Credit-Linked Notes Series 2022-A                                                                      | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772156 | PA      | $1730102.55   | 0.10%             | 2032-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                                                             | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2170896.78   | 0.12%             | 2023-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                           | Credit Suisse Group AG                                                                                                     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1390000 | PA      | $1187187.46   | 0.07%             | 2026-06-05      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                | DXC Technology Co                                                                                                          | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   4520000 | PA      | $3936271.24   | 0.23%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 48128U2Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377147 | PA      | $360154.84    | 0.02%             | 2028-12-26      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48063209.50  | 2.75%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XXX CLO Ltd                                                                                                        | CUSIP: 92331NAC0<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9629690.00   | 0.55%             | 2031-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                                                           | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4706912.29   | 0.27%             | 2023-06-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-B                                                                                          | CUSIP: 12663BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2890314.00   | 0.17%             | 2028-08-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                | CUSIP: 912796XR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19982637.40  | 1.14%             | 2023-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                       | GLS Auto Receivables Issuer Trust 2022-2                                                                                   | CUSIP: 36265NAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370000 | PA      | $3294208.36   | 0.19%             | 2026-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                   | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3798511.40   | 0.22%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                                                                 | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3339192.85   | 0.19%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                            | HPEFS Equipment Trust                                                                                                      | CUSIP: 40438PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1698342 | PA      | $1690210.56   | 0.10%             | 2030-07-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2019-A                                                                                        | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319394 | PA      | $298315.88    | 0.02%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                         | Prime Security Services Borrower LLC / Prime Finance Inc                                                                   | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2028469.68   | 0.12%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                   | KKR Industrial Portfolio Trust 2021-KDIP                                                                                   | CUSIP: 48254CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468750 | PA      | $438891.02    | 0.03%             | 2037-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-R3                                                                                         | CUSIP: 92538EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433624 | PA      | $375415.16    | 0.02%             | 2064-04-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Genesis Sales Finance Master Trust               | Genesis Sales Finance Master Trust                                                                                         | CUSIP: 37186XAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1638785.75   | 0.09%             | 2026-12-21      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | Long: BDWALYS63 TRS USD R F  1.00000 BDWALYS71 COMMODITYTRS / Short: BDWALYS63 TRS USD P F   .20000 BDWALYS89 COMMODITYTRS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | CA        |  37920000 | OU      | $180465.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-FACT                                                                                                             | CUSIP: 126395AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2756000 | PA      | $2617497.50   | 0.15%             | 2037-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce               | Long: BDWALYH32 TRS USD R F  1.00000 BDWALYH40 COMMODITYTRS / Short: BDWALYH32 TRS USD P F   .13000 BDWALYH57 COMMODITYTRS | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DCO              |  | US        |  51821000 | OU      | $-788880.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    952959 | PA      | $916066.84    | 0.05%             | 2028-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                  | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2350000 | PA      | $2327580.51   | 0.13%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                          | Park Aerospace Holdings Ltd                                                                                                | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   2450000 | PA      | $2443952.74   | 0.14%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2021-3                                                                                  | CUSIP: 31573JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2543790 | PA      | $2004152.84   | 0.11%             | 2066-09-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven Inc                                                                                                               | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1840433.93   | 0.11%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                    | JDE Peet's NV                                                                                                              | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1740000 | PA      | $1589219.78   | 0.09%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                                                                        | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2966980.35   | 0.17%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2450000 | PA      | $2061062.50   | 0.12%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                                                                             | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981451.09    | 0.06%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                   | Bancolombia SA                                                                                                             | CUSIP: 05968LAM4<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |   3104000 | PA      | $2940176.31   | 0.17%             | 2025-01-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                                                            | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4380267 | PA      | $3995037.18   | 0.23%             | 2035-06-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                         | Endeavor Energy Resources LP / EER Finance Inc                                                                             | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2173570.40   | 0.12%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-4                                                                                          | CUSIP: 92538LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878406 | PA      | $788980.07    | 0.05%             | 2065-05-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYTX3 TRS USD R F  1.00000 BDWALYTY1 COMMODITYTRS / Short: BDWALYTX3 TRS USD P F   .12000 BDWALYTZ8 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  38865000 | OU      | $-373144.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKWEST ENERGY PART/FIN                         | MarkWest Energy Partners LP / MarkWest Energy Finance Corp                                                                 | CUSIP: 570506AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3404408.81   | 0.19%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-2R Mortgage Loan Trust                                                                                           | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240624 | PA      | $203161.83    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | Long: BDWALYRW7 TRS USD R F  1.00000 BDWALYRX5 COMMODITYTRS / Short: BDWALYRW7 TRS USD P F   .15000 BDWALYRY3 COMMODITYTRS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | CA        |  42534000 | OU      | $528075.35    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ONGC Videsh Ltd                                  | ONGC Videsh Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800WPRPCRI524XG72 | Long             | DBT              | CORP              | IN        |   2000000 | PA      | $1987857.40   | 0.11%             | 2023-05-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                             | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4928287.15   | 0.28%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                    | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2085289.22   | 0.12%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                         | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1167138.67   | 0.07%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | Long: BDWALYTA3 TRS USD R F  1.00000 BDWALYTB1 COMMODITYTRS / Short: BDWALYTA3 TRS USD P F   .00000 BDWALYTC9 COMMODITYTRS | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        |  33142500 | OU      | $-37245.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-A                                                                                          | CUSIP: 12659WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1668000 | PA      | $1557258.81   | 0.09%             | 2029-04-16      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299958 | PA      | $281399.47    | 0.02%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: BDWALYHA6 TRS USD R F  1.00000 BDWALYHB4 COMMODITYTRS / Short: BDWALYHA6 TRS USD P F   .40000 BDWALYHC2 COMMODITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |  49390000 | OU      | $-91654.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYW43 TRS USD R F  1.00000 BDWALYW50 COMMODITYTRS / Short: BDWALYW43 TRS USD P F   .10000 BDWALYW68 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        | 100000000 | OU      | $-193716.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust       | Mercury Financial Credit Card Master Trust                                                                                 | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2376796.00   | 0.14%             | 2026-09-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940302.94   | 0.17%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                           | Aptiv PLC / Aptiv Corp                                                                                                     | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2780000 | PA      | $2621518.01   | 0.15%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HBS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580851 | PA      | $560698.41    | 0.03%             | 2028-09-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-1 Mortgage Loan Trust                                                                                            | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639241 | PA      | $508943.16    | 0.03%             | 2066-06-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $46599609.50  | 2.67%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes           | NRZ Excess Spread-Collateralized Notes Series 2020-PLS1                                                                    | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506929 | PA      | $461982.93    | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                         | Kia Corp                                                                                                                   | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1130000 | PA      | $1063611.28   | 0.06%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                        | Qorvo Inc                                                                                                                  | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2302375.00   | 0.13%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R04                                                                               | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $249065.25    | 0.01%             | 2042-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2019-2 LLC                                                                                                             | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527563 | PA      | $493649.51    | 0.03%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWAMRJD2 TRS USD R F  1.00000 BDWAMRJE0 COMMODITYTRS / Short: BDWAMRJD2 TRS USD P F   .11000 BDWAMRJF7 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  50000000 | OU      | $20542.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2021-NQM2                                                                                     | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1518688 | PA      | $1171986.71   | 0.07%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                                              | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1926710.20   | 0.11%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                           | Tesla Auto Lease Trust 2020-A                                                                                              | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992669.40    | 0.06%             | 2024-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2013-CCRE6 Mortgage Trust                                                                                             | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2183047.02   | 0.13%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Long: BDWALYSV8 TRS USD R F  1.00000 BDWALYSW6 COMMODITYTRS / Short: BDWALYSV8 TRS USD P F   .16000 BDWALYSX4 COMMODITYTRS | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | FR        |  25263000 | OU      | $-242461.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2020-VKNG                                                                                     | CUSIP: 12433YAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344000 | PA      | $1265536.07   | 0.07%             | 2037-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                 | BOC Aviation Ltd                                                                                                           | CUSIP: 09681LAL4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1422104.66   | 0.08%             | 2025-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 29 Ltd                                                                                  | CUSIP: 64130XAJ5<br>LEI: 549300BLCSV170UP8R47 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2904648.00   | 0.17%             | 2031-10-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYX00 TRS USD R F  1.00000 BDWALYX18 COMMODITYTRS / Short: BDWALYX00 TRS USD P F   .11000 BDWALYX26 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |  41456000 | OU      | $-398020.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                   | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165026.13    | 0.01%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYW19 TRS USD R F  1.00000 BDWALYW27 COMMODITYTRS / Short: BDWALYW19 TRS USD P F   .10000 BDWALYW35 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        | 100000000 | OU      | $-187180.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                            | Tencent Music Entertainment Group                                                                                          | CUSIP: 88034PAA7<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $889107.66    | 0.05%             | 2025-09-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP                          | Korea National Oil Corp                                                                                                    | CUSIP: 50065WAG1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $483625.00    | 0.03%             | 2024-07-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DWS                                              | DWS Central Cash Management Government Fund                                                                                | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  91701631 | NS      | $91701630.67  | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                                                                   | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1965283.40   | 0.11%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                         | Sumitomo Mitsui Trust Bank Ltd                                                                                             | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2240000 | PA      | $2225796.18   | 0.13%             | 2024-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                         | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1205000 | PA      | $1089199.19   | 0.06%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                              | SA Global Sukuk Ltd                                                                                                        | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1220000 | PA      | $1146312.00   | 0.07%             | 2024-06-17      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                           | Corp Andina de Fomento                                                                                                     | CUSIP: 219868CC8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $3954428.32   | 0.23%             | 2023-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent 2015-SFR1 Trust                                                                                      | CUSIP: 02666AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $381673.32    | 0.02%             | 2052-04-17      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                                                         | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5908620.87   | 0.34%             | 2023-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                                                         | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4800000 | PA      | $4710412.70   | 0.27%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Floating Rate Note                                                                                  | CUSIP: 91282CEL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80000000 | PA      | $79845969.60  | 4.57%             | 2024-04-30      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 912828ZD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39695280.80  | 2.27%             | 2023-03-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWAMGHN6 TRS USD R F  1.00000 BDWAMGHP1 COMMODITYTRS / Short: BDWAMGHN6 TRS USD P F   .02000 BDWAMGHQ9 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |  10000000 | OU      | $581177.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Babson CLO Ltd 2015-I                                                                                                      | CUSIP: 056162AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1933612.00   | 0.11%             | 2031-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                                                                        | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3159000 | PA      | $3043940.66   | 0.17%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | Long: BDWALYS06 TRS USD R F  1.00000 BDWALYS14 COMMODITYTRS / Short: BDWALYS06 TRS USD P F   .20000 BDWALYS22 COMMODITYTRS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | CA        |  21376000 | OU      | $-241493.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                                                       | CUSIP: 054967AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9200000 | PA      | $8898555.56   | 0.51%             | 2034-09-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 27 Ltd                                                                                  | CUSIP: 64131WAE7<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5098716.00   | 0.29%             | 2030-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                                                                                                  | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    450000 | PA      | $440966.05    | 0.03%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                | Ares Capital Corp                                                                                                          | CUSIP: 04010LAU7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7982663.04   | 0.46%             | 2023-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | Long: BDWALYVK8 TRS USD R F  1.00000 BDWALYVL6 COMMODITYTRS / Short: BDWALYVK8 TRS USD P F   .12000 BDWALYVM4 COMMODITYTRS | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DCO              |  | GB        |  14000000 | OU      | $821454.76    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW Owner Trust 2019-1                                                                                                     | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678744 | PA      | $639511.92    | 0.04%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KIA CORP                                         | Kia Corp                                                                                                                   | CUSIP: 493738AE8<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   4000000 | PA      | $3971720.00   | 0.23%             | 2023-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                       | Progress Residential 2020-SFR2 Trust                                                                                       | CUSIP: 74333LAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $472400.95    | 0.03%             | 2037-06-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                                                          | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3120215.46   | 0.18%             | 2026-11-03      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Long: BDWALYSK2 TRS USD R F  1.00000 BDWALYSL0 COMMODITYTRS / Short: BDWALYSK2 TRS USD P F   .25000 BDWALYSM8 COMMODITYTRS | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | FR        | 100116000 | OU      | $-368643.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                              | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1859930.16   | 0.11%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Long: BDWALYSF3 TRS USD R F  1.00000 BDWALYSG1 COMMODITYTRS / Short: BDWALYSF3 TRS USD P F   .17000 BDWALYSH9 COMMODITYTRS | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | FR        |  21810000 | OU      | $63979.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities           | Natixis Commercial Mortgage Securities Trust 2018-285M                                                                     | CUSIP: 63874FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1750745.60   | 0.10%             | 2032-11-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYX67 TRS USD R F  1.00000 BDWALYX75 COMMODITYTRS / Short: BDWALYX67 TRS USD P F   .09700 BDWALYX83 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |  31092000 | OU      | $-471673.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYVV4 TRS USD R F  1.00000 BDWALYVW2 COMMODITYTRS / Short: BDWALYVV4 TRS USD P F   .35000 BDWALYVX0 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  77731000 | OU      | $-313819.48   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYTD7 TRS USD R F  1.00000 BDWALYTE5 COMMODITYTRS / Short: BDWALYTD7 TRS USD P F   .11000 BDWALYTF2 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  16000000 | OU      | $938805.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                                                        | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3310132.36   | 0.19%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                               | CUSIP: 3137BQC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3018648 | PA      | $840.69       | 0.00%             | 2023-03-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48509765.50  | 2.78%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA 2021-INV1 Trust                                                                                                        | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284500 | PA      | $249173.57    | 0.01%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2021-KEN                                                                                                         | CUSIP: 05591QAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431100 | PA      | $1386455.40   | 0.08%             | 2029-02-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust            | OneMain Direct Auto Receivables Trust 2022-1                                                                               | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1565000 | PA      | $1518945.34   | 0.09%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                               | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024532.44   | 0.12%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                              | Macquarie Group Ltd                                                                                                        | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5701049.34   | 0.33%             | 2027-09-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYTG0 TRS USD R F  1.00000 BDWALYTH8 COMMODITYTRS / Short: BDWALYTG0 TRS USD P F   .09000 BDWALYTJ4 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  77731000 | OU      | $-1183313.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                   | Albemarle Corp                                                                                                             | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2164889.32   | 0.12%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                  | Domino's Pizza Master Issuer LLC                                                                                           | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3840000 | PA      | $3634871.04   | 0.21%             | 2048-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWALYWN1 TRS USD R F  1.00000 BDWALYWP6 COMMODITYTRS / Short: BDWALYWN1 TRS USD P F   .17360 BDWALYWQ4 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |  25000000 | OU      | $186237.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWAMV2B5 TRS USD R F   .02000 BDWAMV2D1 COMMODITYTRS / Short: BDWAMV2B5 TRS USD P F  1.00000 BDWAMV2C3 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |  30000000 | OU      | $2230769.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust 2022-SJ1                                                                                         | CUSIP: 89180GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2191449.75   | 0.13%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                                               | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1897100.40   | 0.11%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINI                         | Indonesia Asahan Aluminium Persero PT                                                                                      | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $491719.25    | 0.03%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Floating Rate Note                                                                                  | CUSIP: 91282CFD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $124853643.75 | 7.15%             | 2024-07-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                                                                 | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   4351000 | PA      | $4245680.78   | 0.24%             | 2024-07-10      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                                                                         | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2423524.13   | 0.14%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                  | Hillenbrand Inc                                                                                                            | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1114400.00   | 0.06%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $47312500.00  | 2.71%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                     | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    960000 | PA      | $839731.20    | 0.05%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                           | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                                                             | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $518400.00    | 0.03%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $47974609.50  | 2.75%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                                                                   | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1453757.53   | 0.08%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                         | FWD Securitization Trust 2020-INV1                                                                                         | CUSIP: 302985AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664739 | PA      | $590860.39    | 0.03%             | 2050-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977060.02    | 0.06%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                             | Sinopec Group Overseas Development 2018 Ltd                                                                                | CUSIP: 82939GAN8<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |   2500000 | PA      | $2332274.35   | 0.13%             | 2025-05-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                       | MFA 2021-NQM2 Trust                                                                                                        | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472215 | PA      | $363319.48    | 0.02%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                                                                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1229457.46   | 0.07%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                          | Meituan                                                                                                                    | CUSIP: 58533EAB9<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $637335.52    | 0.04%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                                                                        | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1558279.44   | 0.09%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-1                                                                              | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1146412.20   | 0.07%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2022-C                                                                                          | CUSIP: 12664DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $412013.99    | 0.02%             | 2030-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRUST F/1401                                     | Trust Fibra Uno                                                                                                            | CUSIP: 898324AA6<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1000000 | PA      | $985000.00    | 0.06%             | 2024-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                                                                        | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2684210.86   | 0.15%             | 2024-05-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2019-A                                                                                          | CUSIP: 12596HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2705000 | PA      | $2696504.41   | 0.15%             | 2026-03-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                                                             | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997000.00   | 0.11%             | 2023-01-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXIX LTD                                                                                              | CUSIP: 55820CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2430375.00   | 0.14%             | 2030-10-18      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                       | Cigna Corp                                                                                                                 | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2542342.19   | 0.15%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXVI Ltd                                                                                              | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |   3646000 | PA      | $3611319.25   | 0.21%             | 2030-07-29      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                                        | Alfa SAB de CV                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |   1250000 | PA      | $1240625.00   | 0.07%             | 2024-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation               | JPMorgan Chase Bank NA - CHASE                                                                                             | CUSIP: 46591HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538007 | PA      | $1498130.10   | 0.09%             | 2057-10-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2021-B                                                                           | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147599 | PA      | $144985.89    | 0.01%             | 2028-10-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd                                                                                                | CUSIP: 05401AAB7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1675000 | PA      | $1656171.74   | 0.09%             | 2023-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYWX9 TRS USD R F  1.00000 BDWALYWY7 COMMODITYTRS / Short: BDWALYWX9 TRS USD P F   .35000 BDWALYWZ4 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |  63580000 | OU      | $-39688.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                                                | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    515000 | PA      | $552337.50    | 0.03%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    140000 | PA      | $131996.20    | 0.01%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                                            | CUSIP: 37045XCE4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6999467.09   | 0.40%             | 2023-01-05      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                                                       | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2175924.56   | 0.12%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Long: BDWALYGB5 TRS USD R F  1.00000 BDWALYGC3 COMMODITYTRS / Short: BDWALYGB5 TRS USD P F   .12000 BDWALYGD1 COMMODITYTRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | US        |  64776000 | OU      | $-986096.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                          | CF Hippolyta Issuer LLC                                                                                                    | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2779024 | PA      | $2317002.49   | 0.13%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Floating Rate Note                                                                                  | CUSIP: 91282CDU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1000010.01   | 0.06%             | 2024-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: BDWALYH65 TRS USD R F  1.00000 BDWALYH73 COMMODITYTRS / Short: BDWALYH65 TRS USD P F   .28000 BDWALYH81 COMMODITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |   9480000 | OU      | $250946.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust              | PenFed Auto Receivables Owner Trust 2022-A                                                                                 | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1271868.26   | 0.07%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                          | GSK Consumer Healthcare Capital UK PLC                                                                                     | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3803978.36   | 0.22%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust                         | FWDSecuritization Trust 2019-INV1                                                                                          | CUSIP: 302980AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452040 | PA      | $415252.81    | 0.02%             | 2049-06-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWALYWR2 TRS USD R F  1.00000 BDWALYWS0 COMMODITYTRS / Short: BDWALYWR2 TRS USD P F   .10000 BDWALYWT8 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |  11242500 | OU      | $-55238.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                     | Barclays Mortgage Loan Trust 2021-NQM1                                                                                     | CUSIP: 06744UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387613 | PA      | $1162711.01   | 0.07%             | 2051-09-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 9128284S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29777343.60  | 1.71%             | 2023-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                             | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5854818.18   | 0.34%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                       | BFLD 2019-DPLO                                                                                                             | CUSIP: 054970AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1458451.95   | 0.08%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $977500.00    | 0.06%             | 2024-01-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Long: BDWALYSC0 TRS USD R F  1.00000 BDWALYSD8 COMMODITYTRS / Short: BDWALYSC0 TRS USD P F   .13000 BDWALYSE6 COMMODITYTRS | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | FR        |  42104000 | OU      | $-643934.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                              | Sirius XM Radio Inc                                                                                                        | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $958975.20    | 0.05%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNAC HK FINBRIDGE CO LTD                         | CNAC HK Finbridge Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300US1UQ7R7WABI28 | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $970100.00    | 0.06%             | 2024-06-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                                             | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5676296.16   | 0.33%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                         | NextEra Energy Operating Partners LP                                                                                       | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1290101.33   | 0.07%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-2 Mortgage Loan Trust                                                                                            | CUSIP: 19685WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030479 | PA      | $1568188.38   | 0.09%             | 2066-08-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                             | Abu Dhabi Government International Bond                                                                                    | CUSIP: 29135LAG5<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1895000 | PA      | $1811529.04   | 0.10%             | 2025-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust              | GS Mortgage-Backed Securities Trust 2020-NQM1                                                                              | CUSIP: 36259WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125072 | PA      | $109343.09    | 0.01%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                  | SNB Funding Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $954904.00    | 0.05%             | 2024-10-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                   | Morgan Stanley Capital I Trust 2018-SUN                                                                                    | CUSIP: 61691MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2353200 | PA      | $2288099.66   | 0.13%             | 2035-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                                                 | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3163492.10   | 0.18%             | 2026-07-24      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYX91 TRS USD R F  1.00000 BDWALYXA8 COMMODITYTRS / Short: BDWALYX91 TRS USD P F   .09000 BDWALYXB6 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        |  31092000 | OU      | $-375684.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2019-IMC                                                                                      | CUSIP: 05608BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6271597.15   | 0.36%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust               | STWD 2021-LIH Mortgage Trust                                                                                               | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $475392.35    | 0.03%             | 2036-11-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                                              | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3750454.28   | 0.21%             | 2023-08-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4619535.45   | 0.26%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                                                                | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1930551.11   | 0.11%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                                                                | CUSIP: 42806MAB5<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $916123.60    | 0.05%             | 2025-12-26      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                 | Hilton Orlando Trust 2018-ORL                                                                                              | CUSIP: 432885AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3414123.30   | 0.20%             | 2034-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | Long: BDWALYTK1 TRS USD R F  1.00000 BDWALYTL9 COMMODITYTRS / Short: BDWALYTK1 TRS USD P F   .16200 BDWALYTM7 COMMODITYTRS | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCO              |  | US        | 393137500 | OU      | $-8799903.31  | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                | Imperial Fund Mortgage Trust 2021-NQM1                                                                                     | CUSIP: 452764AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1399594 | PA      | $1113944.86   | 0.06%             | 2056-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R03                                                                               | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $471594.35    | 0.03%             | 2041-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | Long: BDWALYWA9 TRS USD R F  1.00000 BDWALYWB7 COMMODITYTRS / Short: BDWALYWA9 TRS USD P F   .09000 BDWALYWC5 COMMODITYTRS | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCO              |  | US        | 103641000 | OU      | $-1577745.60  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                                                                     | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3231925.62   | 0.19%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                                                         | CUSIP: 72650RBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3943756.52   | 0.23%             | 2023-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EnerSys                                          | EnerSys                                                                                                                    | CUSIP: 29275YAB8<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537807.60    | 0.03%             | 2023-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: BDWALYHD0 TRS USD R F  1.00000 BDWALYHE8 COMMODITYTRS / Short: BDWALYHD0 TRS USD P F   .00000 BDWALYHF5 COMMODITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |  29505000 | OU      | $85202.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                             | Pertamina Persero PT                                                                                                       | CUSIP: 69369EAE9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   2000000 | PA      | $1980000.00   | 0.11%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                             | RLJ Lodging Trust LP                                                                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    240000 | PA      | $213741.24    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2020-2                                                                              | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412054 | PA      | $410732.79    | 0.02%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| COTY INC                                         | Coty Inc                                                                                                                   | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2266370.10   | 0.13%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                    | CUSIP: 35564KMH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1127018.04   | 0.06%             | 2041-11-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: BDWANC4Y4 TRS USD R F  1.00000 BDWANC4Z1 COMMODITYTRS / Short: BDWANC4Y4 TRS USD P F   .05000 BDWANC507 COMMODITYTRS | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  15000000 | OU      | $8655.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                              | NOVA Chemicals Corp                                                                                                        | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1460919.28   | 0.08%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2018-D                                                                                          | CUSIP: 22411XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2437857 | PA      | $2434729.28   | 0.14%             | 2025-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust 2018-DSNY                                                                       | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $124430.94    | 0.01%             | 2034-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-NET                                                                                                              | CUSIP: 126438AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $896812.70    | 0.05%             | 2037-08-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                     | World Omni Select Auto Trust 2019-A                                                                                        | CUSIP: 98163BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1482686.55   | 0.08%             | 2025-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                                                                    | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983646.80   | 0.11%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POSCO                                            | POSCO                                                                                                                      | CUSIP: 693483AD1<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1982880.00   | 0.11%             | 2023-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                                                                     | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379692.05    | 0.02%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                           | Credit Agricole SA/London                                                                                                  | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4977974.40   | 0.29%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2014-2 Ltd                                                                                                        | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |   2844649 | PA      | $2803006.04   | 0.16%             | 2030-04-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                                            | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2788913.42   | 0.16%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust       | JPMDB Commercial Mortgage Securities Trust 2016-C4                                                                         | CUSIP: 46646RAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $888917.00    | 0.05%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                          | CF Hippolyta Issuer LLC                                                                                                    | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3784592 | PA      | $3303102.90   | 0.19%             | 2060-07-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust 2022-5                                                                              | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $845817.79    | 0.05%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                                                          | CUSIP: 31359KVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183 | PA      | $183.40       | 0.00%             | 2023-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                          | Teva Pharmaceutical Finance Netherlands III BV                                                                             | CUSIP: 88167AAL5<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2515000 | PA      | $2464908.47   | 0.14%             | 2024-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                                                          | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1962000 | PA      | $1750312.29   | 0.10%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing LLC                                                                                                | CUSIP: 42806MAC3<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4053623.85   | 0.23%             | 2025-12-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                                                                | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1000000 | PA      | $875000.00    | 0.05%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                                             | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $734964.17    | 0.04%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELE                         | Empresa Nacional de Telecomunicaciones SA                                                                                  | CUSIP: 29245VAA3<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    666667 | PA      | $663133.27    | 0.04%             | 2024-10-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2019-3                                                                                          | CUSIP: 33846AAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1902232 | PA      | $1886082.40   | 0.11%             | 2025-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                             | Mercedes-Benz Finance North America LLC                                                                                    | CUSIP: 233851DD3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2988867.81   | 0.17%             | 2023-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC            | New Economy Assets Phase 1 Sponsor LLC                                                                                     | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $924204.15    | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Long: BDWALYSS5 TRS USD R F  1.00000 BDWALYST3 COMMODITYTRS / Short: BDWALYSS5 TRS USD P F   .09000 BDWALYSU0 COMMODITYTRS | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | FR        | 101050000 | OU      | $-1538302.34  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                                                        | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2770000 | PA      | $2605941.46   | 0.15%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 912828ZH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49417969.00  | 2.83%             | 2023-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2021-NQM2 Trust                                                                                                       | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764639 | PA      | $587323.22    | 0.03%             | 2066-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Funding LLC                                                                                                           | CUSIP: 19688DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302767 | PA      | $255424.51    | 0.01%             | 2064-12-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| KOREA EAST-WEST POWER CO                         | Korea East-West Power Co Ltd                                                                                               | CUSIP: 5006EPAK7<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |    940000 | PA      | $866862.67    | 0.05%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                      | KeyBank NA/Cleveland OH                                                                                                    | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3747668.32   | 0.21%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                         | Banco de Credito del Peru S.A.                                                                                             | CUSIP: 05990GAA3<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $997000.00    | 0.06%             | 2023-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                                                                 | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4388084.50   | 0.25%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes          | Santander Bank NA - SBCLN                                                                                                  | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354912 | PA      | $342650.83    | 0.02%             | 2031-12-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29721093.60  | 1.70%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                                                                   | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1408944.53   | 0.08%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                                                                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    890000 | PA      | $907684.64    | 0.05%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                          | CarMax Auto Owner Trust 2020-3                                                                                             | CUSIP: 14315FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $705549.83    | 0.04%             | 2026-04-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                            | DB Master Finance LLC                                                                                                      | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2418750 | PA      | $2243039.91   | 0.13%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP               | One New York Plaza Trust 2020-1NYP                                                                                         | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378000 | PA      | $2219855.87   | 0.13%             | 2036-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-3                                                                                          | CUSIP: 33844TAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2049820.32   | 0.12%             | 2026-09-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | Long: BDWALYHK4 TRS USD R F  1.00000 BDWALYHL2 COMMODITYTRS / Short: BDWALYHK4 TRS USD P F   .11000 BDWALYHM0 COMMODITYTRS | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCO              |  | US        |  51821000 | OU      | $-788880.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                              | Long: BDWALYH08 TRS USD R F  1.00000 BDWALYH16 COMMODITYTRS / Short: BDWALYH08 TRS USD P F   .12000 BDWALYH24 COMMODITYTRS | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DCO              |  | US        |  51821000 | OU      | $-788880.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR DEC23                                                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |      -300 | NC      | $322500.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Realty LP                                 | Ventas Realty LP                                                                                                           | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |   2800000 | PA      | $2723462.81   | 0.16%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | NatWest Markets PLC                                                                                                        | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $926475.13    | 0.05%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                         | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                           | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    134639 | PA      | $135072.54    | 0.01%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2019-4                                                                                          | CUSIP: 33845FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152460 | PA      | $150534.81    | 0.01%             | 2025-12-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                                                                 | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   3545000 | PA      | $3357191.57   | 0.19%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                         | Prime Healthcare Services Inc                                                                                              | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $312651.68    | 0.02%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                                                                | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1336433.78   | 0.08%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                         | Hyundai Capital Services Inc                                                                                               | CUSIP: 44920UAM0<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1993694.72   | 0.11%             | 2023-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                   | PKHL Commercial Mortgage Trust 2021-MF                                                                                     | CUSIP: 69356GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2363000 | PA      | $2141969.47   | 0.12%             | 2038-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                           | Chase Auto Owner Trust 2022-A                                                                                              | CUSIP: 16144JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1008115.78   | 0.06%             | 2028-07-25      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                         | Master Credit Card Trust II                                                                                                | CUSIP: 576339CP8<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |    875000 | PA      | $814381.40    | 0.05%             | 2026-07-21      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $46837890.50  | 2.68%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co                                                                                                       | CUSIP: 80414L2G9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    887000 | PA      | $852641.17    | 0.05%             | 2023-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | Long: BDWALYSP1 TRS USD R F  1.00000 BDWALYSQ9 COMMODITYTRS / Short: BDWALYSP1 TRS USD P F   .35000 BDWALYSR7 COMMODITYTRS | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DCO              |  | FR        | 104782500 | OU      | $-162781.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                                                           | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4808526.20   | 0.28%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                      | Chemours Co/The                                                                                                            | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1154300.00   | 0.07%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170967 | PA      | $169255.86    | 0.01%             | 2028-01-25      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Hospitality Mortgage Trust                       | HPLY Trust 2019-HIT                                                                                                        | CUSIP: 40443RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4417400 | PA      | $4250612.18   | 0.24%             | 2036-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                                                   | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1679429.11   | 0.10%             | 2024-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                    | UBS Commercial Mortgage Trust 2017-C1                                                                                      | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28288319 | PA      | $1420203.76   | 0.08%             | 2050-06-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 48128U2P3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323269 | PA      | $307455.14    | 0.02%             | 2028-12-26      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT 2021-HX1 Mortgage Loan Trust                                                                                          | CUSIP: 19688KAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404321 | PA      | $1123029.95   | 0.06%             | 2066-10-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                              | MEGlobal Canada ULC                                                                                                        | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |   2419000 | PA      | $2375458.00   | 0.14%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2022-P2                                                                                     | CUSIP: 14686JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1460629.20   | 0.08%             | 2027-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                             | Glencore Funding LLC                                                                                                       | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4565598.95   | 0.26%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                             | CUSIP: 94989WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122117 | PA      | $118299.76    | 0.01%             | 2048-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust        | Santander Consumer Auto Receivables Trust 2020-A                                                                           | CUSIP: 80281MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    518719 | PA      | $517319.69    | 0.03%             | 2025-12-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2019-PRM                                                                               | CUSIP: 29429JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1614506 | PA      | $1591851.09   | 0.09%             | 2036-05-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                  | JPMorgan Chase Bank NA - CACLN                                                                                             | CUSIP: 46591HAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275910 | PA      | $269589.93    | 0.02%             | 2028-02-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                                               | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22596130 | PA      | $613356.12    | 0.04%             | 2026-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2018-B                                                                                          | CUSIP: 12595PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2674894 | PA      | $2668584.86   | 0.15%             | 2024-12-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: BDWALYSY2 TRS USD R F  1.00000 BDWALYSZ9 COMMODITYTRS / Short: BDWALYSY2 TRS USD P F   .45000 BDWALYT05 COMMODITYTRS | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  26460000 | OU      | $408425.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST                          | Alexander Funding Trust                                                                                                    | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2107493.96   | 0.12%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2013-GC11                                                                              | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496291.65    | 0.03%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW 2020-1 LLC                                                                                                             | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193205 | PA      | $175944.37    | 0.01%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                     | Ecopetrol SA                                                                                                               | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2000000 | PA      | $1987073.42   | 0.11%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                           | Standard Chartered PLC                                                                                                     | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $922477.18    | 0.05%             | 2025-11-23      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC 2020-TMIC                                                                                                             | CUSIP: 126390AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494331.35   | 0.09%             | 2035-12-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                                             | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2089647.09   | 0.12%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                                                            | CUSIP: 42806MAW9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $487093.45    | 0.03%             | 2025-03-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                | HSBC Holdings PLC                                                                                                          | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $5500596.14   | 0.32%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                             | Howmet Aerospace Inc                                                                                                       | CUSIP: 443201AA6<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1190357.20   | 0.07%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                                                         | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3900000 | PA      | $3893888.54   | 0.22%             | 2023-06-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust              | PenFed Auto Receivables Owner Trust 2022-A                                                                                 | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1322131.14   | 0.08%             | 2028-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | Societe Generale SA                                                                                                        | CUSIP: 83368RAV4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3705000 | PA      | $3483212.99   | 0.20%             | 2025-01-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer US Finance II LLC                                                                                                    | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985525.75    | 0.06%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                              | Long: BDWALYGH2 TRS USD R F  1.00000 BDWALYGJ8 COMMODITYTRS / Short: BDWALYGH2 TRS USD P F  1.00000 BDWALYGK5 COMMODITYTRS | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | N/A              | DCO              |  | US        |  14450000 | OU      | $-91685.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2019-B                                                                                          | CUSIP: 22412AAE3<br>LEI: 549300RMJRP95RN5CL91 | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1655174.71   | 0.09%             | 2025-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                                                                        | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2495000 | PA      | $2355730.50   | 0.13%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                         | Celanese US Holdings LLC                                                                                                   | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $975689.82    | 0.06%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                             | Tencent Holdings Ltd                                                                                                       | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $5853925.44   | 0.34%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-1                                                                                          | CUSIP: 33843FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2206546.50   | 0.13%             | 2026-01-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                                                    | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4540555.73   | 0.26%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                                                   | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2877181.83   | 0.16%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                   | CPS Auto Receivables Trust 2020-B                                                                                          | CUSIP: 12656CAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512697.50   | 0.09%             | 2027-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $986962.35    | 0.06%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: BDWALYT13 TRS USD R F  1.00000 BDWALYT21 COMMODITYTRS / Short: BDWALYT13 TRS USD P F   .12000 BDWALYT39 COMMODITYTRS | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  51821000 | OU      | $-788880.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-INV1                                                                                       | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98087 | PA      | $93779.98     | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1    | Starwood Mortgage Residential Trust 2020-INV                                                                               | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465851 | PA      | $427347.24    | 0.02%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                         | Long: BDWALYT47 TRS USD R F  1.00000 BDWALYT54 COMMODITYTRS / Short: BDWALYT47 TRS USD P F   .05000 BDWALYT62 COMMODITYTRS | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCO              |  | US        |  15000000 | OU      | $99779.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2020-2                                                                                          | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48269 | PA      | $46291.23     | 0.00%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| General Motors                                   | GMF Floorplan Owner Revolving Trust                                                                                        | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $671434.96    | 0.04%             | 2025-10-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                               | Seagate HDD Cayman                                                                                                         | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1940000 | PA      | $1901586.37   | 0.11%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWALYX34 TRS USD R F  1.00000 BDWALYX42 COMMODITYTRS / Short: BDWALYX34 TRS USD P F   .22930 BDWALYX59 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        | 121830500 | OU      | $-6151271.90  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                    | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1645000 | PA      | $1632603.38   | 0.09%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                                                               | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4759535.00   | 0.27%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYTR6 TRS USD R F  1.00000 BDWALYTS4 COMMODITYTRS / Short: BDWALYTR6 TRS USD P F   .35000 BDWALYTT2 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   5000000 | OU      | $187817.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWAMGLZ4 TRS USD R F   .04000 BDWAMGM18 COMMODITYTRS / Short: BDWAMGLZ4 TRS USD P F  1.00000 BDWAMGM00 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |  10000000 | OU      | $49658.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                                                                    | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2788621.35   | 0.16%             | 2025-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-4                                                                                          | CUSIP: 33845XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763000 | PA      | $730067.39    | 0.04%             | 2027-02-16      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                          | BPCE SA                                                                                                                    | CUSIP: 05583JAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $279802.50    | 0.02%             | 2025-01-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                                                                      | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    330000 | PA      | $316387.50    | 0.02%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain Fuji US Clo II Ltd                                                                                            | CUSIP: 09629EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3876940.00   | 0.22%             | 2030-10-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                           | Credit Suisse AG/New York NY                                                                                               | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3907232.32   | 0.22%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | Long: BDWALYRT4 TRS USD R F  1.00000 BDWALYRU1 COMMODITYTRS / Short: BDWALYRT4 TRS USD P F   .11000 BDWALYRV9 COMMODITYTRS | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCO              |  | CA        |  21376000 | OU      | $-204374.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED                                 | ASB Bank Ltd                                                                                                               | CUSIP: 00216LAC7<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |   5290000 | PA      | $5135426.20   | 0.29%             | 2024-05-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                                                                | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3600000 | PA      | $3219373.69   | 0.18%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: BDWALYTU9 TRS USD R F  1.00000 BDWALYTV7 COMMODITYTRS / Short: BDWALYTU9 TRS USD P F   .35000 BDWALYTW5 COMMODITYTRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  10000000 | OU      | $-68231.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust            | Wells Fargo Commercial Mortgage Trust 2016-C34                                                                             | CUSIP: 95000DBB6<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     97325 | PA      | $96874.06     | 0.01%             | 2049-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust 2017-CQHP                                                                                                        | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $698723.59    | 0.04%             | 2034-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                       | Nucor Corp                                                                                                                 | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    635000 | PA      | $590954.49    | 0.03%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Floating Rate Note                                                                                  | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 135000000 | PA      | $134849244.15 | 7.72%             | 2024-10-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Note/Bond                                                                                           | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $22960937.50  | 1.32%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                           | Equitable Holdings Inc                                                                                                     | CUSIP: 054561AC9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3027970.89   | 0.17%             | 2023-04-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DWS                                              | DWS ESG Liquidity Fund 'Capital Shares'                                                                                    | CUSIP: 461473845<br>LEI: 549300BLVWELXUBAZ487 | Long             | EC               | RF                | US        |  57745436 | NS      | $57739661.64  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                     | ING Groep NV                                                                                                               | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3950000 | PA      | $3863759.81   | 0.22%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                              | Citizens Bank NA/Providence RI                                                                                             | CUSIP: 75524KNQ3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957036.50   | 0.11%             | 2025-05-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $995000.00    | 0.06%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                         | Equitable Financial Life Global Funding                                                                                    | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959198.31    | 0.05%             | 2023-11-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | Long: BDWANC6C0 TRS USD R F  1.00000 BDWANC6D8 COMMODITYTRS / Short: BDWANC6C0 TRS USD P F   .17930 BDWANC6E6 COMMODITYTRS | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DCO              |  | US        |  25000000 | OU      | $12914.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent 2014-SFR3 Trust                                                                                      | CUSIP: 02665XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1348000 | PA      | $1310757.59   | 0.08%             | 2036-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                       | VMware Inc                                                                                                                 | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $3973220.18   | 0.23%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR DEC23                                                                                                    | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |       300 | NC      | $-1664745.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                         | Penske Truck Leasing Co Lp / PTL Finance Corp                                                                              | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3155000 | PA      | $2776038.82   | 0.16%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2021-1                                                                                          | CUSIP: 33843WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $654253.18    | 0.04%             | 2027-03-15      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                                                              | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $1923475.48   | 0.11%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                       | Flagship Credit Auto Trust 2020-2                                                                                          | CUSIP: 33844QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393787 | PA      | $391447.20    | 0.02%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust 2017-CQHP                                                                                                        | CUSIP: 12433QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6210000 | PA      | $5847553.35   | 0.33%             | 2034-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Ltd                                  | CBQ Finance Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2987760.00   | 0.17%             | 2023-05-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                    | Credicorp Ltd                                                                                                              | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $934060.00    | 0.05%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SKOPOS AUTO RECEIVABLES TRUST                    | Skopos Auto Receivables Trust 2019-1                                                                                       | CUSIP: 83085DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37882 | PA      | $37836.21     | 0.00%             | 2024-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                      | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2355143.87   | 0.13%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** DEUTSCHE DWS SECURITIES TRUST

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer