# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0001752724-23-000064
**Filing Date:** 2023-1
**Character Count:** 869775
**Document Hash:** 0fe8e0b82b8e833f65af36b6644bfc78
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-000064.hdr.sgml**: 20230103

**ACCESSION NUMBER**: 0001752724-23-000064

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220731

**FILED AS OF DATE**: 20230103

**DATE AS OF CHANGE**: 20230103

**PERIOD START**: 20221031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 23502543

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-1209

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Diversified Income Fund (f/k/a Global Diversified Income Fund) (Series ID: S000024296)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000071805 | Institutional Class | PGDIX           |
| C000071807 | Class A             | PGBAX           |
| C000071808 | Class C             | PGDCX           |
| C000190075 | R-6                 | PGBLX           |

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Diversified Income Fund

- **b. EDGAR series identifier (if any):** S000024296

- **c. LEI of Series:** Z3JN35WE26MM2N5JM972

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

- **a. Date of fiscal year-end:** 2022-10-31

- **b. Date as of which information is reported:** 2022-07-31

**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:** $3681186899.43

**Total Liabilities:** $89185970.86

**Net Assets:** $3592000928.57

**Delayed Delivery Securities:** $29520553.59

**Cash Not Reported:** $5373213.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 128.43240000 | **1-Year:** -299.83790000 | **5-Year:** -4037.86660000 | **10-Year:** -6780.72750000 | **30-Year:** -39614.15570000

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

- **3-Month:** -126.93800000 | **1-Year:** -2024.46520000 | **5-Year:** -3117.93390000 | **10-Year:** -4408.32020000 | **30-Year:** 66.72550000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071807 | -0.67%               | -3.95%               | 2.85%                |
| Class ID C000190075 | -0.64%               | -3.95%               | 2.90%                |
| Class ID C000071805 | -0.64%               | -3.95%               | 2.89%                |
| Class ID C000071808 | -0.81%               | -4.05%               | 2.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23896900.28            | $-19405169.98                              |
| Month 2  | $-36921849.09            | $-129072114.64                             |
| Month 3  | $-28827233.93            | $116296215.20                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      474000 | PA      | $421348.08    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-190.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     4580000 | PA      | $219187.56    | 0.01%             | 2024-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1500000 | PA      | $1410423.00   | 0.04%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                        | Ultra Clean Holdings Inc                                                        | CUSIP: N/A<br>LEI: 5493007L6LS7QX18PE75       | Long             | LON              | CORP              | US        |      489422 | PA      | $480397.46    | 0.01%             | 2025-08-27      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     3652000 | PA      | $3406270.40   | 0.09%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2375845.78   | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oi SA                                                                           | Oi SA                                                                           | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |      700000 | PA      | $332617.43    | 0.01%             | 2025-07-27      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4025000 | PA      | $680352.77    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1171000 | PA      | $1196849.64   | 0.03%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                       | Consorcio Transmantaro SA                                                       | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $367984.00    | 0.01%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2108000 | PA      | $1655103.07   | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1436000 | PA      | $1342634.05   | 0.04%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22703.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | Avantor Funding Inc                                                             | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | LON              | CORP              | US        |      230578 | PA      | $225837.15    | 0.01%             | 2027-11-08      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2789000 | PA      | $2211239.15   | 0.06%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                        | Agile Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $50345.96     | 0.00%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5520000 | PA      | $376194.62    | 0.01%             | 2051-04-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                         | Bank Leumi Le-Israel BM                                                         | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | DBT              | CORP              | IL        |      340000 | PA      | $346800.00    | 0.01%             | 2027-07-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10511575.00  | 0.29%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1142.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | British Telecommunications PLC                                                  | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $2787061.20   | 0.08%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      843000 | PA      | $627242.99    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC                                                                    | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |      994911 | PA      | $944279.92    | 0.03%             | 2027-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                             | KKR Apple Bidco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      497500 | PA      | $478097.50    | 0.01%             | 2028-07-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                            | Globo Comunicacao e Participacoes SA                                            | CUSIP: N/A<br>LEI: 52990054HEKS017PVR75       | Long             | DBT              | CORP              | BR        |     1800000 | PA      | $1449000.00   | 0.04%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      726000 | PA      | $674127.70    | 0.02%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $5141036.16   | 0.14%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1114242.82   | 0.03%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3411776.55   | 0.09%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20883.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB Holding Corp                                                                | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2122704.25   | 0.06%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12985000 | PA      | $1331080.66   | 0.04%             | 2062-03-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1379000 | PA      | $1248161.09   | 0.03%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                       | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      966000 | PA      | $786082.50    | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corp                                                    | Ali Group North America Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IT        |     1500000 | PA      | $1466565.00   | 0.04%             | 2028-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4944000 | PA      | $4918535.38   | 0.14%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513AE5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     4198000 | PA      | $4190273.92   | 0.12%             | N/A             | Variable      | 6.11%                 | No            |                  2 | On Loan: —       |
| TotalEnergies SE                                                                | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1578038.29   | 0.04%             | N/A             | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6000000 | PA      | $6165000.00   | 0.17%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2279242.55   | 0.06%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                     | Global Medical Response Inc                                                     | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |     1377715 | PA      | $1313568.95   | 0.04%             | 2025-09-24      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      946000 | PA      | $924644.61    | 0.03%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5339.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                 | BANK 2021-BNK36                                                                 | CUSIP: 06540DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1422370.35   | 0.04%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      400000 | PA      | $525722.32    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | Mercedes-Benz Group AG                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1047122.43   | 0.03%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2160000 | PA      | $2016896.37   | 0.06%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1338138.52   | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Learning Care Group US No 2 Inc                                                 | Learning Care Group US No 2 Inc                                                 | CUSIP: N/A<br>LEI: 5493000VMN44LK8QID23       | Long             | LON              | CORP              | US        |    17700000 | PA      | $16859250.00  | 0.47%             | 2026-03-13      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                      | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6117000 | PA      | $597705.53    | 0.02%             | 2052-05-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      892000 | PA      | $873260.58    | 0.02%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                   | Axian Telecom                                                                   | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     2300000 | PA      | $2113148.00   | 0.06%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      450000 | PA      | $435588.38    | 0.01%             | 2026-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3552000 | PA      | $3598343.94   | 0.10%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1706600.00   | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      794000 | PA      | $713085.00    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Metronet Systems Holdings LLC                                                   | Metronet Systems Holdings LLC                                                   | CUSIP: N/A<br>LEI: 549300V3JVIFMP2JGN73       | Long             | LON              | CORP              | US        |      493131 | PA      | $469179.87    | 0.01%             | 2028-06-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       63900 | NS      | $1645425.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gohl Capital Ltd                                                                | Gohl Capital Ltd                                                                | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |     2150000 | PA      | $1913794.03   | 0.05%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                           | GS Mortgage Securities Trust 2017-GS7                                           | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28090987 | PA      | $1110551.89   | 0.03%             | 2050-08-10      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Simpar Europe SA                                                                | Simpar Europe SA                                                                | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |      255000 | PA      | $214200.00    | 0.01%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                             | Gabon Government International Bond                                             | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      300000 | PA      | $247668.00    | 0.01%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                            | SandRidge Energy Inc                                                            | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         286 | NS      | $5356.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC   | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC   | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2020000 | PA      | $1686652.67   | 0.05%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd                                                                | Lenovo Group Ltd                                                                | CUSIP: 526250AE5<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |      595000 | PA      | $592072.54    | 0.02%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | Hilton Worldwide Finance LLC                                                    | CUSIP: N/A<br>LEI: 549300406TN7EY0NPH20       | Long             | LON              | CORP              | US        |     1000000 | PA      | $983250.00    | 0.03%             | 2026-06-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | CommScope Inc                                                                   | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |      497442 | PA      | $467595.91    | 0.01%             | 2026-04-06      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     2191000 | PA      | $2153897.45   | 0.06%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DBUBS 2011-LC1 Mortgage Trust                                                   | DBUBS 2011-LC1 Mortgage Trust                                                   | CUSIP: 233050AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11828987 | PA      | $586.72       | 0.00%             | 2046-11-10      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7093086.00   | 0.20%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | Egypt Government International Bond                                             | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1300000 | PA      | $767075.40    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                              | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      876000 | PA      | $758107.92    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36092124 | PA      | $1547265.73   | 0.04%             | 2049-05-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     3095000 | PA      | $2805966.15   | 0.08%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: —       |
| Fortis Inc/Canada                                                               | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      964000 | PA      | $920175.78    | 0.03%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1709458.65   | 0.05%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     1945000 | PA      | $1579059.12   | 0.04%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2728930.80   | 0.08%             | 2056-08-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                            | SRS Distribution Inc                                                            | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1578865.92   | 0.04%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $643213.53    | 0.02%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                                                   | Diamond BC BV                                                                   | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |     1492500 | PA      | $1421606.25   | 0.04%             | 2028-09-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                           | Mallinckrodt International Finance SA                                           | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |     1992177 | PA      | $1687752.51   | 0.05%             | 2024-09-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2570000 | PA      | $2446694.53   | 0.07%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      900000 | PA      | $929834.12    | 0.03%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                          | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAA2<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1144588.47   | 0.03%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $174513.60    | 0.00%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2481000 | PA      | $2242995.49   | 0.06%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1240046.54   | 0.03%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                   | Brand Industrial Services Inc                                                   | CUSIP: N/A<br>LEI: 549300B658W2BPDQMW42       | Long             | LON              | CORP              | US        |     9139860 | PA      | $8326960.60   | 0.23%             | 2024-06-21      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1896052.95   | 0.05%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2477937.49   | 0.07%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                 | ZF Finance GmbH                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1502514.85   | 0.04%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      890000 | PA      | $900688.90    | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1919000 | PA      | $1611946.47   | 0.04%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1023155.60   | 0.03%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1905751.39   | 0.05%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | Trans Union LLC                                                                 | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      865968 | PA      | $843781.65    | 0.02%             | 2028-11-17      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                              | SPDR Bloomberg High Yield Bond ETF                                              | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |       15000 | NS      | $1445700.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp                                                                      | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      823000 | PA      | $832489.36    | 0.02%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: N/A<br>LEI: 5493000JOOFAOUY1JZ87       | Long             | LON              | CORP              | US        |      241379 | PA      | $234521.90    | 0.01%             | 2026-09-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                 | BANK 2021-BNK35                                                                 | CUSIP: 06540CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3301000 | PA      | $1572122.05   | 0.04%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      398000 | PA      | $424361.71    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                               | BlackRock Liquidity FedFund - Institutional Class                               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |     8855434 | NS      | $8855433.73   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ten-X LLC                                                                       | Ten-X LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2025946 | PA      | $1878052.39   | 0.05%             | 2024-09-27      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1048615.53   | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $785524.00    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1048723.20   | 0.03%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2024000 | PA      | $1640305.89   | 0.05%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| ENN Energy Holdings Ltd                                                         | ENN Energy Holdings Ltd                                                         | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $254785.00    | 0.01%             | 2027-05-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2549699.05   | 0.07%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA Inc                                                                 | CUSIP: 166756AX4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      667000 | PA      | $633629.83    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3242603.72   | 0.09%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1499073.66   | 0.04%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      450000 | PA      | $680684.53    | 0.02%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands - Escrow                                                      | High Ridge Brands - Escrow                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    15607000 | PA      | $179480.50    | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | Frontier Communications Holdings LLC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3730480 | PA      | $3550484.51   | 0.10%             | 2028-05-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | XX        |     1802000 | PA      | $1738895.91   | 0.05%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                   | NongHyup Bank                                                                   | CUSIP: 65540KAD7<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |     2500000 | PA      | $2318000.00   | 0.06%             | 2025-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     1400000 | PA      | $1409011.48   | 0.04%             | 2025-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     1438000 | PA      | $1269547.91   | 0.04%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NFP Corp                                                                        | NFP Corp                                                                        | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    14298000 | PA      | $12547924.80  | 0.35%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1600596.80   | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media Inc                                                               | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | LON              | CORP              | US        |      650187 | PA      | $642222.61    | 0.02%             | 2026-09-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3238947.39   | 0.09%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      500000 | PA      | $538284.11    | 0.01%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd                                                                 | TSMC Global Ltd                                                                 | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     2685000 | PA      | $2446996.58   | 0.07%             | 2025-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                        | Team Health Holdings Inc                                                        | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     3380000 | PA      | $2303870.36   | 0.06%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                           | Bayer Capital Corp BV                                                           | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1304039.12   | 0.04%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                                      | CoBank ACB                                                                      | CUSIP: 19075Q805<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGSE             | US        |       51000 | NS      | $5112750.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1889953.68   | 0.05%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1691662.65   | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        1057 | NS      | $26403.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       37462 | NS      | $989746.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Inc                                                                       | Avaya Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1375000 | PA      | $838750.00    | 0.02%             | 2027-12-15      | Floating      | 11.96%                | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                    | Prologis Inc                                                                    | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |       78844 | NS      | $4770062.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4141000 | PA      | $3298247.04   | 0.09%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                       | Baidu Inc                                                                       | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $759375.00    | 0.02%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2113650.00   | 0.06%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                     | Citigroup Commercial Mortgage Trust 2018-B2                                     | CUSIP: 17327FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13246500 | PA      | $865438.88    | 0.02%             | 2051-03-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                 | Colgate Energy Partners III LLC                                                 | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4462233.75   | 0.12%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7550000 | PA      | $7141016.50   | 0.20%             | 2029-02-12      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1025000.00   | 0.03%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | Churchill Downs Inc                                                             | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |     2555406 | PA      | $2453189.32   | 0.07%             | 2028-03-17      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      800000 | PA      | $733000.00    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      464000 | PA      | $478005.97    | 0.01%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4950000.00   | 0.14%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $759256.41    | 0.02%             | 2031-11-28      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                               | Benchmark 2021-B28 Mortgage Trust                                               | CUSIP: 08163GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2392248.60   | 0.07%             | 2054-08-15      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1228000 | PA      | $1069511.25   | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1856023.75   | 0.05%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1051000 | PA      | $1086655.67   | 0.03%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $217923.19    | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Optiv Security Inc                                                              | Optiv Security Inc                                                              | CUSIP: N/A<br>LEI: 549300VZRXJMEDMZX746       | Long             | LON              | CORP              | US        |      500000 | PA      | $477500.00    | 0.01%             | 2024-02-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      600000 | PA      | $504515.45    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $227329.92    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iraq International Bond                                                         | Iraq International Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     4329188 | PA      | $3728512.73   | 0.10%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-95542.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | Ford Motor Co                                                                   | CUSIP: 345370CW8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $443124.00    | 0.01%             | 2025-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     5925000 | PA      | $5288062.50   | 0.15%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    17000000 | PA      | $630929.73    | 0.02%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                      | Avis Budget Car Rental LLC                                                      | CUSIP: N/A<br>LEI: XN8R4HH1TVC1XOCL5P21       | Long             | LON              | CORP              | US        |     1166957 | PA      | $1097265.88   | 0.03%             | 2027-08-06      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     1948000 | PA      | $2136197.20   | 0.06%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9                  | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9                  | CUSIP: 46629PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      615951 | PA      | $568334.58    | 0.02%             | 2047-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                        | Penn National Gaming Inc                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      438750 | PA      | $428465.70    | 0.01%             | 2029-04-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                | Benchmark 2018-B8 Mortgage Trust                                                | CUSIP: 08162UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6900000 | PA      | $675123.60    | 0.02%             | 2052-01-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                  | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       80000 | NS      | $1597600.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Inc                                                              | AMN Healthcare Inc                                                              | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2514551.47   | 0.07%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                            | Epicor Software Corp                                                            | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |     3189388 | PA      | $3033904.97   | 0.08%             | 2027-07-30      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1298860.02   | 0.04%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1129687.50   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | Studio City Finance Ltd                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |     2200000 | PA      | $1122213.14   | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1516860.00   | 0.04%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $1928536.39   | 0.05%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      536000 | PA      | $21440.00     | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1249641.75   | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                               | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     5800000 | PA      | $5415146.68   | 0.15%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                  | Proofpoint Inc                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      246250 | PA      | $236126.66    | 0.01%             | 2028-08-31      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | Scripps Escrow II Inc                                                           | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2085375.00   | 0.06%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Kaisa Group Holdings Ltd                                                        | Kaisa Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $34803.30     | 0.00%             | 2023-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings Inc                                                     | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3048000 | PA      | $2893862.64   | 0.08%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      267000 | PA      | $255145.99    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4096000 | PA      | $657031.18    | 0.02%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      499000 | PA      | $503814.57    | 0.01%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                    | Embecta Corp                                                                    | CUSIP: N/A<br>LEI: 549300RPG8GXVDHNXZ62       | Long             | LON              | CORP              | US        |      206005 | PA      | $200297.03    | 0.01%             | 2029-01-26      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | Nokia Oyj                                                                       | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |      400000 | PA      | $409940.01    | 0.01%             | 2024-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Total Produce USA Holdings Inc                                                  | Total Produce USA Holdings Inc                                                  | CUSIP: N/A<br>LEI: 6354003TAQGTGLQ3AW21       | Long             | LON              | CORP              | US        |      746241 | PA      | $725718.98    | 0.02%             | 2028-06-09      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                      | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13091000 | PA      | $856654.09    | 0.02%             | 2052-08-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                | ZipRecruiter Inc                                                                | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1094133.25   | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2263000 | PA      | $2214480.62   | 0.06%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      375000 | PA      | $275625.00    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Chesapeake Energy Corp                                                          | Chesapeake Energy Corp                                                          | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1165331.25   | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     1566000 | PA      | $1524409.37   | 0.04%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      385000 | PA      | $320473.62    | 0.01%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     8000000 | PA      | $8318192.56   | 0.23%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      650000 | PA      | $452967.21    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1000000 | PA      | $930800.00    | 0.03%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21212500 | PA      | $927976.87    | 0.03%             | 2049-11-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                               | INEOS Finance PLC                                                               | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1885641.28   | 0.05%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | Pertamina Persero PT                                                            | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $229021.28    | 0.01%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                              | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAB4<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | CORP              | TR        |     2175000 | PA      | $1941622.50   | 0.05%             | 2027-04-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $574698.10    | 0.02%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     4176000 | PA      | $3796681.27   | 0.11%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                                                | Guara Norte Sarl                                                                | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      383822 | PA      | $314733.63    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $392352.00    | 0.01%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1222.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE5 Mortgage Trust                                                  | COMM 2012-CCRE5 Mortgage Trust                                                  | CUSIP: 12623SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7121751.75   | 0.20%             | 2045-12-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                  | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14583000 | PA      | $1252169.30   | 0.03%             | 2053-02-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3917000 | PA      | $3302768.73   | 0.09%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3871546.40   | 0.11%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1000000 | PA      | $884690.00    | 0.02%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      260000 | PA      | $262612.48    | 0.01%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      550000 | PA      | $463130.17    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2024000 | PA      | $2113409.82   | 0.06%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1880000.00   | 0.05%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1385671.50   | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                                                  | Hertz Corp/The                                                                  | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |      362194 | PA      | $347141.52    | 0.01%             | 2028-06-14      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                               | Magenta Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1240603 | PA      | $1177245.48   | 0.03%             | 2028-07-27      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | Fresenius SE & Co KGaA                                                          | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2035998.90   | 0.06%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                  | Arctic Canadian Diamond Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |        6589 | NS      | $1344156.00   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    10315000 | PA      | $8809010.00   | 0.25%             | 2029-01-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                             | Klabin Austria GmbH                                                             | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      963000 | PA      | $930006.34    | 0.03%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |      700000 | PA      | $544390.00    | 0.02%             | N/A             | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | Telecom Italia SpA/Milano                                                       | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     1815000 | PA      | $1764633.75   | 0.05%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Azure Power Energy Ltd                                                          | Azure Power Energy Ltd                                                          | CUSIP: 05502VAA1<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |      385480 | PA      | $336331.30    | 0.01%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12159.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      650000 | PA      | $548137.40    | 0.02%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                         | QVC Inc                                                                         | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1677000.00   | 0.05%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scenery Journey Ltd                                                             | Scenery Journey Ltd                                                             | CUSIP: N/A<br>LEI: 549300Q2FGQXKG7X0I83       | Long             | DBT              | CORP              | VG        |     1200000 | PA      | $59159.68     | 0.00%             | 2022-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACI Worldwide Inc                                                               | ACI Worldwide Inc                                                               | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |      375000 | PA      | $366971.25    | 0.01%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | Cinemark USA Inc                                                                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4163742.00   | 0.12%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8790000.00   | 0.24%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                             | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    61004411 | PA      | $680302.90    | 0.02%             | 2048-07-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2006119.46   | 0.06%             | 2024-05-24      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp                                                               | USAA Capital Corp                                                               | CUSIP: 90327QD89<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     1734000 | PA      | $1733504.08   | 0.05%             | 2025-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                        | Amentum Government Services Holdings LLC                                        | CUSIP: N/A<br>LEI: 5493008CT6B5L54YSE94       | Long             | LON              | CORP              | US        |      755000 | PA      | $730696.55    | 0.02%             | 2029-02-10      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | Lions Gate Capital Holdings LLC                                                 | CUSIP: N/A<br>LEI: 549300MWJHNLR35C0837       | Long             | LON              | CORP              | US        |      496312 | PA      | $480181.65    | 0.01%             | 2025-03-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5095903.83   | 0.14%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2527598.12   | 0.07%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2000000 | PA      | $1721663.50   | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2400000 | PA      | $2088000.00   | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96000.00     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       18411 | NS      | $482368.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     1625000 | PA      | $1253098.28   | 0.03%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1396444.92   | 0.04%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                            | Turkey Government International Bond                                            | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      450000 | PA      | $404479.80    | 0.01%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $3575574.07   | 0.10%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | RealPage Inc                                                                    | CUSIP: N/A<br>LEI: 5493001RSFZX4122A604       | Long             | LON              | CORP              | US        |      247494 | PA      | $237732.59    | 0.01%             | 2028-04-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                           | Senegal Government International Bond                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     2525000 | PA      | $2113203.30   | 0.06%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energean PLC                                                                    | Energean PLC                                                                    | CUSIP: N/A<br>LEI: 549300RVMKU0CYUZBB05       | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1056249.60   | 0.03%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      575000 | PA      | $497931.54    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      850000 | PA      | $849624.22    | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Syniverse Holdings LLC/DE                                                       | Syniverse Holdings LLC/DE                                                       | CUSIP: N/A<br>LEI: 549300CYZBHMZC8VLL59       | Long             | LON              | CORP              | US        |     1875000 | PA      | $1662506.25   | 0.05%             | 2027-05-13      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-234.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                               | Kosmos Energy Ltd                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      385000 | PA      | $325448.20    | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     2162000 | PA      | $2179667.54   | 0.06%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                      | Weber-Stephen Products LLC                                                      | CUSIP: N/A<br>LEI: 549300XU8TJBBGLK8V26       | Long             | LON              | CORP              | US        |      328556 | PA      | $264487.85    | 0.01%             | 2027-10-30      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2470879.27   | 0.07%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2459475.00   | 0.07%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | Credit Acceptance Corp                                                          | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $895500.00    | 0.02%             | 2026-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     8850000 | PA      | $1684561.61   | 0.05%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          87 | NC      | $-112416.01   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1186570.99   | 0.03%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      475000 | PA      | $432715.50    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |     2250000 | PA      | $2123020.49   | 0.06%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2012-GCJ9                                          | GS Mortgage Securities Trust 2012-GCJ9                                          | CUSIP: 36192PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $2875697.30   | 0.08%             | 2045-11-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| SportsNet New York                                                              | SportsNet New York                                                              | CUSIP: 000SNY002<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20090000 | PA      | $20140225.00  | 0.56%             | 2025-01-15      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $144.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2602006.44   | 0.07%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4753125.00   | 0.13%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2154665.33   | 0.06%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                 | Cano Health LLC                                                                 | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     5910000 | PA      | $5298066.19   | 0.15%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Real Hero Merger Sub 2 Inc                                                      | Real Hero Merger Sub 2 Inc                                                      | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7135000 | PA      | $5779350.00   | 0.16%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     4054000 | PA      | $3608671.26   | 0.10%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1481167.68   | 0.04%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                                             | Mirabela Nickel Ltd                                                             | CUSIP: Q6188CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6966176 | PA      | $348308.82    | 0.01%             | 2019-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1000125.00   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                               | MLN US Holdco LLC                                                               | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | LON              | CORP              | US        |     1495262 | PA      | $946784.77    | 0.03%             | 2025-11-30      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-26809.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1147143.50   | 0.03%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      150000 | PA      | $239724.53    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                  | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8777333 | PA      | $738228.12    | 0.02%             | 2052-10-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | Egypt Government International Bond                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2825000 | PA      | $1638500.00   | 0.05%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5600000 | PA      | $5313460.15   | 0.15%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd                                                            | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1672241.38   | 0.05%             | 2038-01-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC Ltd                                                               | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      800000 | PA      | $740968.00    | 0.02%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                                        | Asplundh Tree Expert LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1243671 | PA      | $1211907.53   | 0.03%             | 2027-09-06      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | Studio City Finance Ltd                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      290000 | PA      | $159644.68    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      600000 | PA      | $621187.30    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2566012.90   | 0.07%             | 2029-09-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     1639000 | PA      | $2014513.09   | 0.06%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     3478753 | PA      | $3367328.67   | 0.09%             | 2026-05-04      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                                                 | MillerKnoll Inc                                                                 | CUSIP: N/A<br>LEI: U98HXD3PNK7HYU2MU887       | Long             | LON              | CORP              | US        |     1243734 | PA      | $1172530.55   | 0.03%             | 2028-07-19      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      490000 | PA      | $421566.08    | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PCI Gaming Authority                                                            | PCI Gaming Authority                                                            | CUSIP: N/A<br>LEI: 549300KPXAJ1LRW5LP59       | Long             | LON              | CORP              | US        |      649000 | PA      | $630068.67    | 0.02%             | 2026-05-29      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co                                                     | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |      946000 | PA      | $1160912.37   | 0.03%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     1266000 | PA      | $1271659.29   | 0.04%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $836910.00    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway Inc                                                          | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1544391.53   | 0.04%             | 2035-03-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                  | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6363333 | PA      | $511758.97    | 0.01%             | 2052-12-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                               | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      460000 | PA      | $364402.80    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                          | Eskom Holdings SOC Ltd                                                          | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    23000000 | PA      | $993724.96    | 0.03%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1117386.25   | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1153819.01   | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                 | BANK 2019-BNK23                                                                 | CUSIP: 06541RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9170166 | PA      | $548216.37    | 0.02%             | 2052-12-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4743370.92   | 0.13%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16500000 | PA      | $1080334.20   | 0.03%             | 2052-07-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 55100000000 | PA      | $3610800.61   | 0.10%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1463000 | PA      | $1338023.88   | 0.04%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1148242.50   | 0.03%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $407.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3210940.40   | 0.09%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $410267.58    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6702.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      400000 | PA      | $351441.96    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2665710.58   | 0.07%             | 2027-10-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $1106388.02   | 0.03%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1763301.54   | 0.05%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      700000 | PA      | $680358.76    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3581955.00   | 0.10%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1410892.01   | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | Entegris Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      293000 | PA      | $288848.19    | 0.01%             | 2029-07-06      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $902180.00    | 0.03%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3348000 | PA      | $3058874.65   | 0.09%             | 2026-07-01      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                                          | Hayward Industries Inc                                                          | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |     1243719 | PA      | $1184641.97   | 0.03%             | 2028-05-29      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                       | IHS Netherlands Holdco BV                                                       | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      465000 | PA      | $413264.10    | 0.01%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $927656.86    | 0.03%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1463350.00   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1377945.20   | 0.04%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                               | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13924000 | PA      | $1155916.18   | 0.03%             | 2052-05-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                  | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      652000 | PA      | $558669.46    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      752000 | PA      | $676679.68    | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2158170.00   | 0.06%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |     2971208 | PA      | $2858539.45   | 0.08%             | 2025-07-17      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2150000 | PA      | $1720245.10   | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1090165.50   | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6379242.38   | 0.18%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-C62                                  | Wells Fargo Commercial Mortgage Trust 2022-C62                                  | CUSIP: 95003MBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73151518 | PA      | $2058359.36   | 0.06%             | 2055-04-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                           | ClubCorp Holdings Inc                                                           | CUSIP: N/A<br>LEI: 549300XWSO7KBICXNW37       | Long             | LON              | CORP              | US        |     3263601 | PA      | $2994354.12   | 0.08%             | 2024-08-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3285000 | PA      | $2644425.00   | 0.07%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                        | C&W Senior Financing DAC                                                        | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     3550000 | PA      | $3163973.00   | 0.09%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3071250.00   | 0.09%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                          | Itau Unibanco Holding SA/Cayman Island                                          | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | DBT              | CORP              | BR        |     1050000 | PA      | $1021650.00   | 0.03%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1030814.40   | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                     | CK Hutchison Finance 16 Ltd                                                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $1331050.77   | 0.04%             | 2023-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1948000 | PA      | $1825108.76   | 0.05%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     3200000 | PA      | $2951072.16   | 0.08%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      400000 | PA      | $338306.87    | 0.01%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                            | Vornado Realty Trust                                                            | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       80000 | NS      | $1832800.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust 2022-OANA                                                             | BPR Trust 2022-OANA                                                             | CUSIP: 05592DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8215346.90   | 0.23%             | 2037-04-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     2390000 | PA      | $2143964.15   | 0.06%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | Performance Food Group Inc                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3376680.00   | 0.09%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB International Ltd                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      994950 | PA      | $971946.27    | 0.03%             | 2025-04-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                              | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     1900000 | PA      | $1729000.00   | 0.05%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | Brown Group Holding LLC                                                         | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |      400000 | PA      | $391084.00    | 0.01%             | 2029-06-08      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1400000 | PA      | $1166832.80   | 0.03%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANK 2019-BNK18                                                                 | BANK 2019-BNK18                                                                 | CUSIP: 065402AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17647000 | PA      | $1347191.39   | 0.04%             | 2062-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                               | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1571461.50   | 0.04%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    77530000 | PA      | $3978660.47   | 0.11%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                       | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $261000.00    | 0.01%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     6891000 | PA      | $5237160.00   | 0.15%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1380896.25   | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                                     | Sprint Corp                                                                     | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      750000 | PA      | $777607.50    | 0.02%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      600000 | PA      | $528490.54    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                               | Phoenix Newco Inc                                                               | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | LON              | CORP              | US        |     4196230 | PA      | $4079532.84   | 0.11%             | 2028-11-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2110000 | PA      | $2163216.06   | 0.06%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6800000 | PA      | $7233500.00   | 0.20%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT International Finance PLC                                                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2433657.19   | 0.07%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Institutional Class                    | Principal Government Money Market Fund - Institutional Class                    | CUSIP: 742537228<br>LEI: 549300WWK3YB7DNN4U34 | Long             | STIV             | RF                | US        |   163841162 | NS      | $163841162.32 | 4.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     3550000 | PA      | $3408000.00   | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1418195.06   | 0.04%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1816000 | PA      | $1625451.31   | 0.05%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp                                                               | Vertiv Group Corp                                                               | CUSIP: N/A<br>LEI: 549300ZT8RQ5VK10E643       | Long             | LON              | CORP              | US        |      746212 | PA      | $708767.20    | 0.02%             | 2027-03-02      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3380000 | PA      | $3149450.20   | 0.09%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | Voya Financial Inc                                                              | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1437155.04   | 0.04%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4                                                                  | CUSIP: 06541FBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13842555 | PA      | $473407.08    | 0.01%             | 2050-05-15      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     1891000 | PA      | $1706349.52   | 0.05%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | Temasek Financial I Ltd                                                         | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     1248000 | PA      | $951570.37    | 0.03%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                  | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1275000 | PA      | $1086937.50   | 0.03%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                        | Agile Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $51041.42     | 0.00%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2863000 | PA      | $2354707.07   | 0.07%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2566278.40   | 0.07%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                 | COMM 2014-CCRE17 Mortgage Trust                                                 | CUSIP: 12631DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44717000 | PA      | $211967.52    | 0.01%             | 2047-05-10      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                 | BANK 2021-BNK38                                                                 | CUSIP: 06540EBV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1283444.82   | 0.04%             | 2064-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                     | CHG Healthcare Services Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      497494 | PA      | $481767.96    | 0.01%             | 2028-09-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                             | Argentum Netherlands BV for Zurich Insurance Co Ltd                             | CUSIP: N/A<br>LEI: 50ZCTKCMUDIABGHX3R52       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1953888.00   | 0.05%             | 2048-06-01      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18362.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                           | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      640000 | PA      | $634752.00    | 0.02%             | N/A             | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate LLC                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |     1243734 | PA      | $1199233.53   | 0.03%             | 2027-11-05      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                 | BANK 2019-BNK24                                                                 | CUSIP: 06540VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26932000 | PA      | $1629501.81   | 0.05%             | 2062-11-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | Amcor Flexibles North America Inc                                               | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     1848000 | PA      | $1840951.08   | 0.05%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altice Finco SA                                                                 | Altice Finco SA                                                                 | CUSIP: N/A<br>LEI: 549300IGQP5SEZB5Z419       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $414516.11    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1825963.14   | 0.05%             | 2024-05-19      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                  | BANK 2017-BNK5                                                                  | CUSIP: 06541WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42403000 | PA      | $2025383.54   | 0.06%             | 2060-06-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BNK14                                                                 | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11466000 | PA      | $911330.29    | 0.03%             | 2060-09-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $6399324.75   | 0.18%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      750000 | PA      | $736207.50    | 0.02%             | 2023-11-03      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Holdings LLC                                         | Sound Inpatient Physicians Holdings LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5750000 | PA      | $5060000.00   | 0.14%             | 2026-06-26      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                                                     | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1442187.50   | 0.04%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                  | AMC Entertainment Holdings Inc                                                  | CUSIP: N/A<br>LEI: 549300ZO77UNR6NRBR11       | Long             | LON              | CORP              | US        |     2236796 | PA      | $1931339.15   | 0.05%             | 2026-03-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                               | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $343861.20    | 0.01%             | 2057-08-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1229880.33   | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                          | Radiology Partners Inc                                                          | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4780880.00   | 0.13%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                 | BANK 2019-BNK20                                                                 | CUSIP: 06540AAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15674000 | PA      | $1082935.47   | 0.03%             | 2062-09-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     2095000 | PA      | $1981618.60   | 0.06%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | Morocco Government International Bond                                           | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     2000000 | PA      | $1581584.00   | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $380195.57    | 0.01%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust 2019-L3                                          | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15090000 | PA      | $1031733.48   | 0.03%             | 2052-11-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Generation Brands                                                               | Generation Brands                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4535000 | PA      | $4013475.00   | 0.11%             | 2029-06-29      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     1600000 | PA      | $1579954.83   | 0.04%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | Arconic Corp                                                                    | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7245867.50   | 0.20%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     2936000 | PA      | $2786733.76   | 0.08%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     1916000 | PA      | $1951042.07   | 0.05%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $506.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| R1 RCM Inc                                                                      | R1 RCM Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      250000 | PA      | $246250.00    | 0.01%             | 2029-05-12      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G Global Funding                                                              | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     2461000 | PA      | $2241959.65   | 0.06%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Qatar Government International Bond                                             | Qatar Government International Bond                                             | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      600000 | PA      | $664507.20    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                            | SRS Distribution Inc                                                            | CUSIP: N/A<br>LEI: 549300ZQ3XP75BCYM468       | Long             | LON              | CORP              | US        |      214462 | PA      | $203962.42    | 0.01%             | 2028-06-02      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bally's Corp                                                                    | Bally's Corp                                                                    | CUSIP: N/A<br>LEI: 549300NS4D5IK406VT62       | Long             | LON              | CORP              | US        |     3227260 | PA      | $3054601.62   | 0.09%             | 2028-08-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                | Ingram Micro Inc                                                                | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |     1243719 | PA      | $1218844.23   | 0.03%             | 2028-06-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1500896.25   | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43156264 | PA      | $31292.61     | 0.00%             | 2046-03-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1205750.00   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                | Algonquin Power & Utilities Corp                                                | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |       50000 | NS      | $1275500.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean PLC                                                                    | Energean PLC                                                                    | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $176041.60    | 0.00%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp                     | Specialty Building Products Holdings LLC / SBP Finance Corp                     | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4049500.00   | 0.11%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      812000 | PA      | $688154.86    | 0.02%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4423000 | PA      | $4187637.48   | 0.12%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd                                                              | OmGrid Funding Ltd                                                              | CUSIP: N/A<br>LEI: 549300L1HIVZ83RMAP18       | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1333970.40   | 0.04%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     2109000 | PA      | $2009911.57   | 0.06%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   745000000 | PA      | $730029.48    | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                  | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     3247000 | PA      | $2962887.50   | 0.08%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                            | Crown Finance US Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      746176 | PA      | $452249.79    | 0.01%             | 2026-09-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1127896.73   | 0.03%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1652070.00   | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                 | Naked Juice LLC                                                                 | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |     1500000 | PA      | $1429875.00   | 0.04%             | 2029-01-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                               | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3175811.50   | 0.09%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1191490.52   | 0.03%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    22232000 | PA      | $509038.58    | 0.01%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3298000 | PA      | $3854983.82   | 0.11%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      834000 | PA      | $659578.34    | 0.02%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     1825000 | PA      | $1743532.00   | 0.05%             | 2027-05-03      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                                           | Delek US Holdings Inc                                                           | CUSIP: N/A<br>LEI: 5493003O53JMENV1N385       | Long             | LON              | CORP              | US        |      497414 | PA      | $475652.33    | 0.01%             | 2025-03-30      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                         | AHP Health Partners Inc                                                         | CUSIP: N/A<br>LEI: 549300QMM8MQ6SM5KX05       | Long             | LON              | CORP              | US        |     1243734 | PA      | $1171834.06   | 0.03%             | 2028-08-04      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | Performance Food Group Inc                                                      | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203000.00    | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                        | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    11674000 | PA      | $10243935.00  | 0.29%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     4410000 | PA      | $3976732.05   | 0.11%             | 2026-09-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                 | IHS Holding Ltd                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      540000 | PA      | $442627.20    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     1133000 | PA      | $1151521.51   | 0.03%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                               | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $354506.75    | 0.01%             | 2057-08-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      827000 | PA      | $764710.09    | 0.02%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | CUSIP: 94989HBC3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    24935790 | PA      | $310103.98    | 0.01%             | 2048-05-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1218457.47   | 0.03%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                                                     | Unifin Financiera SAB de CV                                                     | CUSIP: 90471MAA0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     1250000 | PA      | $637400.73    | 0.02%             | 2028-01-27      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      677000 | PA      | $619440.43    | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     5115000 | PA      | $714426.53    | 0.02%             | 2036-04-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     6385000 | PA      | $6238145.00   | 0.17%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     3800000 | PA      | $3474872.00   | 0.10%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $956628.71    | 0.03%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc                                                                  | Sabre GLBL Inc                                                                  | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | LON              | CORP              | US        |     1341318 | PA      | $1302754.68   | 0.04%             | 2024-02-22      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2944000 | PA      | $656968.71    | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                                             | H-Food Holdings LLC                                                             | CUSIP: N/A<br>LEI: 549300JY2LK0EQ95YT44       | Long             | LON              | CORP              | US        |      994819 | PA      | $894093.27    | 0.02%             | 2025-05-23      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          59 | NC      | $-162261.01   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  6904000000 | PA      | $497581.39    | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd                                                            | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $2395775.00   | 0.07%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      898000 | PA      | $717331.38    | 0.02%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     1700000 | PA      | $1732959.95   | 0.05%             | 2028-12-12      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7353.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3550000 | PA      | $716446.80    | 0.02%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                         | Cometa Energia SA de CV                                                         | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |     1927200 | PA      | $1833249.00   | 0.05%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                                                             | Kenbourne Invest SA                                                             | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      550000 | PA      | $515130.00    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1099548.05   | 0.03%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    18401000 | PA      | $550653.66    | 0.02%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      755000 | PA      | $717047.83    | 0.02%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Artic Canadian Diamond Co Ltd                                                   | Artic Canadian Diamond Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     6671884 | PA      | $6671884.42   | 0.19%             | 2027-12-31      | Floating      | 5.00%                 | No            |                  3 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1073524.53   | 0.03%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      600000 | PA      | $439500.00    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                       | Gainwell Acquisition Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1491795 | PA      | $1444549.40   | 0.04%             | 2027-10-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      747000 | PA      | $568472.46    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists Inc                                                    | US Radiology Specialists Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      497500 | PA      | $465660.00    | 0.01%             | 2027-12-10      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3740000 | PA      | $3744090.63   | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1024815.00   | 0.03%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1886807.75   | 0.05%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     1350000 | PA      | $1302883.47   | 0.04%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR Grace Holdings LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      743127 | PA      | $712472.60    | 0.02%             | 2028-08-11      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $343406.38    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                 | BANK 2021-BNK36                                                                 | CUSIP: 06540DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $1801800.78   | 0.05%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    41400000 | PA      | $2824717.86   | 0.08%             | 2047-09-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $934121.12    | 0.03%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT Holdings I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1115583 | PA      | $1078277.60   | 0.03%             | 2027-11-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                 | BANK 2018-BNK12                                                                 | CUSIP: 06541KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18728000 | PA      | $1277921.94   | 0.04%             | 2061-05-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co                                                              | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     4341000 | PA      | $4115144.41   | 0.11%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                     | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15766000 | PA      | $1132167.50   | 0.03%             | 2072-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                              | CHG PPC Parent LLC                                                              | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |      498750 | PA      | $480046.88    | 0.01%             | 2028-11-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC                                                            | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |        2360 | NS      | $59354.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc - Warrants                                                 | SandRidge Energy Inc - Warrants                                                 | CUSIP: 80007P125<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         104 | NS      | $4.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1755101.44   | 0.05%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $3676318.85   | 0.10%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI Inc/NY                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1793377 | PA      | $1760306.66   | 0.05%             | 2024-05-16      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1004147.36   | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      634531 | PA      | $587734.06    | 0.02%             | 2028-10-06      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     3581000 | PA      | $2991685.61   | 0.08%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                       | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      650000 | PA      | $493788.39    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk PT                                               | Indofood CBP Sukses Makmur Tbk PT                                               | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      800000 | PA      | $590453.70    | 0.02%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | Hilton Grand Vacations Borrower LLC                                             | CUSIP: N/A<br>LEI: 254900HF0EZ734FDVY79       | Long             | LON              | CORP              | US        |     1144236 | PA      | $1119920.58   | 0.03%             | 2028-08-02      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp                            | Holly Energy Partners LP / Holly Energy Finance Corp                            | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3065834.14   | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS5 Mortgage Trust                                                   | COMM 2014-UBS5 Mortgage Trust                                                   | CUSIP: 12592KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $2613041.28   | 0.07%             | 2047-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1587109.58   | 0.04%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      946000 | PA      | $993177.24    | 0.03%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5516112.00   | 0.15%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1162939.25   | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1521107.42   | 0.04%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                                                | Finastra USA Inc                                                                | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     4294235 | PA      | $4001969.52   | 0.11%             | 2024-06-13      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1540000 | PA      | $1655439.69   | 0.05%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                        | Montenegro Government International Bond                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     2000000 | PA      | $1552609.79   | 0.04%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                               | International Game Technology PLC                                               | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     1415000 | PA      | $1437993.75   | 0.04%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       60000 | NS      | $1540800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3150936.00   | 0.09%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                                                     | Xplornet Communications Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     5510000 | PA      | $4835025.00   | 0.13%             | 2029-09-30      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1085000 | PA      | $255310.19    | 0.01%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | China Government Bond                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7650000 | PA      | $1173969.18   | 0.03%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB Holding Corp                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |      994950 | PA      | $952664.15    | 0.03%             | 2027-12-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     3150000 | PA      | $2767357.91   | 0.08%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores LLC                                                               | Jo-Ann Stores LLC                                                               | CUSIP: N/A<br>LEI: 549300GM65RR2EMGLI48       | Long             | LON              | CORP              | US        |      744361 | PA      | $494069.55    | 0.01%             | 2028-06-30      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $485037.41    | 0.01%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1724.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ineos Petro                                                                     | Ineos Petro                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      248744 | PA      | $235607.56    | 0.01%             | 2026-01-29      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $434993.16    | 0.01%             | N/A             | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4335668 | PA      | $486053.96    | 0.01%             | 2052-03-15      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                 | BANK 2018-BNK15                                                                 | CUSIP: 06036FBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1506609.45   | 0.04%             | 2061-11-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3150000 | PA      | $2748110.40   | 0.08%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3511000 | PA      | $3535945.23   | 0.10%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      350000 | PA      | $361921.88    | 0.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      175000 | PA      | $152801.25    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2012500.00   | 0.06%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1292607.25   | 0.04%             | 2062-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25719.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     3315000 | PA      | $2928908.85   | 0.08%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1956718.76   | 0.05%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                | Cintas Corp No 2                                                                | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      506000 | PA      | $507160.19    | 0.01%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33952646 | PA      | $1893637.53   | 0.05%             | 2052-03-10      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1578000 | PA      | $1595045.29   | 0.04%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $832829.74    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                         | GS Mortgage Securities Trust 2013-GCJ14                                         | CUSIP: 36198FAZ5<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1960602.75   | 0.05%             | 2046-08-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2431000 | PA      | $2195272.25   | 0.06%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 Mortgage Trust                                                   | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38902719 | PA      | $1623655.57   | 0.05%             | 2049-10-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      487000 | PA      | $420973.49    | 0.01%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     7361000 | PA      | $8554899.07   | 0.24%             | 2087-03-07      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        | 16000000000 | PA      | $1114741.28   | 0.03%             | 2024-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      550000 | PA      | $573004.99    | 0.02%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2455000 | PA      | $2075204.80   | 0.06%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc                                                          | Home Point Capital Inc                                                          | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $1666072.00   | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94363.65     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/Digicel international Holdings Ltd            | Digicel International Finance Ltd/Digicel international Holdings Ltd            | CUSIP: G2763RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4075000 | PA      | $3805031.25   | 0.11%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                     | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      643000 | PA      | $646065.14    | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                                 | MV24 Capital BV                                                                 | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      444450 | PA      | $408547.33    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1250000 | PA      | $1196875.00   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Swiss Insured Brazil Power Finance Sarl                                         | Swiss Insured Brazil Power Finance Sarl                                         | CUSIP: 870880AA9<br>LEI: 254900OBFHBLNHXH1Z48 | Long             | DBT              | CORP              | LU        |    12454080 | PA      | $2094093.62   | 0.06%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                      | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3700000 | PA      | $3240793.00   | 0.09%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8985000 | PA      | $640413.06    | 0.02%             | 2051-08-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd                                                             | Coastal Emerald Ltd                                                             | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |     2050000 | PA      | $1933295.59   | 0.05%             | N/A             | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Logan Group Co Ltd                                                              | Logan Group Co Ltd                                                              | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |      225000 | PA      | $25712.99     | 0.00%             | 2025-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    16292669 | PA      | $625653.15    | 0.02%             | 2044-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     1237000 | PA      | $1242569.12   | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                 | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAH7<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    17959500 | PA      | $583577.79    | 0.02%             | 2048-10-10      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967MT5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2398239.88   | 0.07%             | 2024-10-30      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      868000 | PA      | $773630.11    | 0.02%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                  | BANK 2017-BNK9                                                                  | CUSIP: 06540RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15200000 | PA      | $972345.52    | 0.03%             | 2054-11-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $401342.77    | 0.01%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1909474.52   | 0.05%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-246034.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3717000 | PA      | $3782530.71   | 0.11%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      325000 | PA      | $276660.06    | 0.01%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1310277.69   | 0.04%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                    | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1297566.20   | 0.04%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13750000 | PA      | $12690262.75  | 0.35%             | 2046-03-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                 | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |      750000 | PA      | $721875.00    | 0.02%             | 2028-12-08      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                                          | Power Finance Corp Ltd                                                          | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     3825000 | PA      | $3601142.68   | 0.10%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $895917.59    | 0.02%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                 | Traverse Midstream Partners LLC                                                 | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |      937834 | PA      | $922200.60    | 0.03%             | 2024-09-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                                                        | ASGN Inc                                                                        | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2666562.50   | 0.07%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-46604.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      400000 | PA      | $302971.46    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                            | Grifols Worldwide Operations USA Inc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1250000 | PA      | $1192712.50   | 0.03%             | 2027-11-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                 | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2802603.02   | 0.08%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1623000 | PA      | $1445717.60   | 0.04%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9500000 | PA      | $9785000.00   | 0.27%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                                                   | Synaptics Inc                                                                   | CUSIP: N/A<br>LEI: 549300AJ3LI4FWNRQX29       | Long             | LON              | CORP              | US        |      497494 | PA      | $492931.72    | 0.01%             | 2028-10-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                             | JPMBB Commercial Mortgage Securities Trust 2015-C28                             | CUSIP: 46644FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44817160 | PA      | $789266.04    | 0.02%             | 2048-10-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Stars Group Holdings BV                                                         | Stars Group Holdings BV                                                         | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |     5102766 | PA      | $4999792.06   | 0.14%             | 2026-07-21      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                   | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1625818.91   | 0.05%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      663000 | PA      | $630839.28    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | Discover Financial Services                                                     | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3063069.57   | 0.09%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4809750.00   | 0.13%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2700868.32   | 0.08%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    11350000 | PA      | $10725380.67  | 0.30%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $407.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      923000 | PA      | $802204.56    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1342500.00   | 0.04%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1042379.22   | 0.03%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2945523 | PA      | $2796774.30   | 0.08%             | 2027-03-24      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                             | KKR Apple Bidco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      360000 | PA      | $349650.00    | 0.01%             | 2028-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    17250000 | PA      | $690000.00    | 0.02%             | 2021-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                               | Benchmark 2022-B34 Mortgage Trust                                               | CUSIP: 08161YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7270000 | PA      | $959299.04    | 0.03%             | 2055-04-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493446.98    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1737530.72   | 0.05%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | Siemens Financieringsmaatschappij NV                                            | CUSIP: N/A<br>LEI: TAFO772JB70PDRN5VS48       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1012049.92   | 0.03%             | 2024-06-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 054536AC1<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3393126.00   | 0.09%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2376000 | PA      | $2346104.84   | 0.07%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     1029000 | PA      | $827931.47    | 0.02%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | DBT              | CORP              | CA        |     2700000 | PA      | $2172524.31   | 0.06%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc                                                      | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $997928.00    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                                                  | New York Community Bancorp Inc                                                  | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |     2132000 | PA      | $2153247.28   | 0.06%             | 2028-11-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                      | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $406214.04    | 0.01%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC / Victra Finance Corp                                | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5475000 | PA      | $4951644.75   | 0.14%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      509000 | PA      | $517407.96    | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3233352.47   | 0.09%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de CV                                               | Corp Inmobiliaria Vesta SAB de CV                                               | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      410000 | PA      | $323900.00    | 0.01%             | 2031-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2678000 | PA      | $2080039.56   | 0.06%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1898000 | PA      | $1772423.75   | 0.05%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4512555.00   | 0.13%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                       | Avaya Inc                                                                       | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | LON              | CORP              | US        |      566000 | PA      | $279038.00    | 0.01%             | 2027-12-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC / Radiate Finance Inc                                        | Radiate Holdco LLC / Radiate Finance Inc                                        | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1543299.15   | 0.04%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      772000 | PA      | $585305.40    | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $506.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AgriBank FCB                                                                    | AgriBank FCB                                                                    | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |       33000 | NS      | $3357750.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $808514.00    | 0.02%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      821000 | PA      | $793903.31    | 0.02%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-41783.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2084000 | PA      | $2092995.02   | 0.06%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc                                             | Pactiv Evergreen Group Holdings Inc                                             | CUSIP: N/A<br>LEI: 5493002QNV81KCX40V06       | Long             | LON              | CORP              | US        |      125000 | PA      | $120990.00    | 0.00%             | 2026-02-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1530625.00   | 0.04%             | 2026-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                   | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21133200 | PA      | $1382823.47   | 0.04%             | 2053-02-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     2628000 | PA      | $2064527.45   | 0.06%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | Banco BPM SpA                                                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $971065.89    | 0.03%             | 2025-02-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                       | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2377406.25   | 0.07%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | Alabama Power Co                                                                | CUSIP: 010392462<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | EP               | CORP              | US        |       59773 | NS      | $1499704.57   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3084865.00   | 0.09%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $1931200.00   | 0.05%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8029000 | PA      | $6178566.41   | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $617811.19    | 0.02%             | N/A             | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-502.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSMC Global Ltd                                                                 | TSMC Global Ltd                                                                 | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |      310000 | PA      | $319392.16    | 0.01%             | 2032-07-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2012-C3                                  | UBS-Barclays Commercial Mortgage Trust 2012-C3                                  | CUSIP: 90349DAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20994000 | PA      | $20785231.47  | 0.58%             | 2049-08-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2800000 | PA      | $2002000.00   | 0.06%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     2092000 | PA      | $1904566.78   | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |     1000000 | PA      | $961070.00    | 0.03%             | 2028-08-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | Cinemark USA Inc                                                                | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2928000.00   | 0.08%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                              | Everi Holdings Inc                                                              | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3532500.00   | 0.10%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                | Benchmark 2018-B7 Mortgage Trust                                                | CUSIP: 08162TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3827934.50   | 0.11%             | 2053-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 891160QY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $2586713.52   | 0.07%             | 2029-07-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                        | Turk Telekomunikasyon AS                                                        | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |     2850000 | PA      | $2452254.00   | 0.07%             | 2024-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT Holdings I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     8700834 | PA      | $8287544.31   | 0.23%             | 2028-12-16      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Kloeckner Pentaplast of America Inc                                             | Kloeckner Pentaplast of America Inc                                             | CUSIP: N/A<br>LEI: 5299004QDA11QZOG5N31       | Long             | LON              | CORP              | US        |      539375 | PA      | $474650.04    | 0.01%             | 2026-02-12      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                 | Republic of Kenya Government International Bond                                 | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1310000 | PA      | $1131735.20   | 0.03%             | 2024-06-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | El Salvador Government International Bond                                       | CUSIP: 283875AR3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      450000 | PA      | $205875.00    | 0.01%             | 2025-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2650435.02   | 0.07%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      740000 | PA      | $166189.73    | 0.00%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13020000 | PA      | $12447120.00  | 0.35%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1140611.01   | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                     | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9495500 | PA      | $782186.12    | 0.02%             | 2051-10-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | CUSIP: 61762TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2503480.72   | 0.07%             | 2046-08-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings Inc                                                           | Innophos Holdings Inc                                                           | CUSIP: N/A<br>LEI: XQ0331QX53IRX25OY417       | Long             | LON              | CORP              | US        |      497455 | PA      | $481288.18    | 0.01%             | 2027-02-07      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1623000 | PA      | $1567875.81   | 0.04%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $137812.00    | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2042480.00   | 0.06%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      591000 | PA      | $507941.82    | 0.01%             | 2032-11-08      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | Brown Group Holding LLC                                                         | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |     1491283 | PA      | $1432690.39   | 0.04%             | 2028-06-07      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     1214000 | PA      | $1341424.31   | 0.04%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      115000 | PA      | $98466.81     | 0.00%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      853000 | PA      | $847029.00    | 0.02%             | 2023-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2652000 | PA      | $1974854.02   | 0.05%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      400000 | PA      | $322984.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      162000 | PA      | $148554.85    | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                 | BANK 2019-BNK22                                                                 | CUSIP: 06540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18082333 | PA      | $1038779.40   | 0.03%             | 2062-11-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                               | Centuri Group Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      679021 | PA      | $653048.06    | 0.02%             | 2028-08-18      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP                                                    | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |      229000 | PA      | $218408.75    | 0.01%             | 2029-02-04      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Energo-Pro AS                                                                   | Energo-Pro AS                                                                   | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     2500000 | PA      | $2371200.00   | 0.07%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $1915585.42   | 0.05%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2267000 | PA      | $2199022.06   | 0.06%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | Nippon Life Insurance Co                                                        | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4995670.05   | 0.14%             | 2044-10-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B4H25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    43000000 | PA      | $629984.40    | 0.02%             | 2041-10-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1500000 | PA      | $1200171.00   | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                  | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10105250 | PA      | $822888.70    | 0.02%             | 2052-11-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | ASP Unifrax Holdings Inc                                                        | CUSIP: N/A<br>LEI: 549300RRU6BWJLD0YT71       | Long             | LON              | CORP              | US        |     1243557 | PA      | $1127495.55   | 0.03%             | 2025-12-12      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1727638.33   | 0.05%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                 | Naked Juice LLC                                                                 | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |      135000 | PA      | $122400.45    | 0.00%             | 2030-01-18      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     4336000 | PA      | $4279788.92   | 0.12%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6301000 | PA      | $6236196.11   | 0.17%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3526000 | PA      | $2870535.50   | 0.08%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $964250.00    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1416000 | PA      | $1320046.16   | 0.04%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1083000 | PA      | $940317.61    | 0.03%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAE3<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     2679000 | PA      | $2666135.47   | 0.07%             | 2025-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                                 | Bright Bidco BV                                                                 | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | LON              | CORP              | NL        |     3856064 | PA      | $1474211.66   | 0.04%             | 2024-06-30      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | Zambia Government International Bond                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      200000 | PA      | $115812.00    | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      750000 | PA      | $722040.00    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $4475918.25   | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | Bausch + Lomb Corp                                                              | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     2450000 | PA      | $2315250.00   | 0.06%             | 2027-05-05      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2573379.09   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56679.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | Churchill Downs Inc                                                             | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |      234337 | PA      | $228673.36    | 0.01%             | 2024-12-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                              | Everi Holdings Inc                                                              | CUSIP: N/A<br>LEI: 5299006DK5S7BG10K532       | Long             | LON              | CORP              | US        |     2238097 | PA      | $2183822.97   | 0.06%             | 2028-06-30      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                               | Tunisian Republic                                                               | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     3140000 | PA      | $1690010.80   | 0.05%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1439000 | PA      | $1260923.75   | 0.04%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    38150000 | PA      | $1765973.24   | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                           | Senegal Government International Bond                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      800000 | PA      | $573768.18    | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                       | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      395000 | PA      | $306433.06    | 0.01%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20444000 | PA      | $1720340.11   | 0.05%             | 2051-08-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                              | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2057515.50   | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1173000 | PA      | $1128825.85   | 0.03%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      405000 | PA      | $311453.11    | 0.01%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     1542000 | PA      | $1311651.20   | 0.04%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2317042.61   | 0.06%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                              | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     3243000 | PA      | $2876130.14   | 0.08%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM Midstream Partners LP                                                       | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1603535.00   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1055370.15   | 0.03%             | 2030-08-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     2736000 | PA      | $2752730.75   | 0.08%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                         | WEX Inc                                                                         | CUSIP: N/A<br>LEI: T9M5IGROL1TL1G5OV478       | Long             | LON              | CORP              | US        |      497481 | PA      | $486675.81    | 0.01%             | 2028-03-19      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                 | Nexus Buyer LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7150000 | PA      | $6715065.50   | 0.19%             | 2029-11-01      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1219000 | PA      | $1086928.41   | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK Elevator US Newco Inc                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      178255 | PA      | $171882.08    | 0.00%             | 2027-07-30      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1130072.55   | 0.03%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                                                       | Mileage Plus Holdings LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      560000 | PA      | $564082.40    | 0.02%             | 2027-06-21      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     1700000 | PA      | $1726468.73   | 0.05%             | 2029-02-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      541000 | PA      | $476306.58    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                          | Real Alloy Holding Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         362 | NS      | $24740427.25  | 0.69%             |  |  |  | No            |                  3 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2575000000 | PA      | $2788735.57   | 0.08%             | 2024-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                  | Froneri US Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      497462 | PA      | $476399.39    | 0.01%             | 2027-01-31      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                | Bank Hapoalim BM                                                                | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | DBT              | CORP              | IL        |     2000000 | PA      | $1720464.00   | 0.05%             | 2032-01-21      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $795782.63    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     1989637 | PA      | $1916677.30   | 0.05%             | 2024-11-03      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                    | BBCMS Mortgage Trust 2020-C7                                                    | CUSIP: 05492VAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2224996.80   | 0.06%             | 2053-04-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1330908.85   | 0.04%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      884462 | PA      | $840557.24    | 0.02%             | 2025-06-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                          | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1248000 | PA      | $1029600.00   | 0.03%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | Enel SpA                                                                        | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     2500000 | PA      | $2575375.00   | 0.07%             | 2073-09-24      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1982000 | PA      | $1622839.84   | 0.05%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Specialty Steel Holdings, Inc.                                                  | Specialty Steel Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87 | NS      | $14306282.90  | 0.40%             |  |  |  | Yes           |                  3 | On Loan: No      |
| General Dynamics Corp                                                           | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2208131.93   | 0.06%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | Lions Gate Capital Holdings LLC                                                 | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $2474664.39   | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerva Merger Sub Inc                                                          | Minerva Merger Sub Inc                                                          | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2020000 | PA      | $1828100.00   | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1524571.86   | 0.04%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | Altice France SA/France                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      248695 | PA      | $234160.81    | 0.01%             | 2026-01-31      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                                                | Guara Norte Sarl                                                                | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |     1404225 | PA      | $1151464.50   | 0.03%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1231425.94   | 0.03%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | Rockwell Automation Inc                                                         | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1939444.42   | 0.05%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5094375.00   | 0.14%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     3910000 | PA      | $3232175.62   | 0.09%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAD3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      460000 | PA      | $445605.21    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                    | Bread Financial Holdings Inc                                                    | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1012206.56   | 0.03%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | CUSIP: 94989VAG4<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    14726878 | PA      | $334625.59    | 0.01%             | 2057-09-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Material Sciences Corp                                                          | Material Sciences Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    18396809 | PA      | $18212841.15  | 0.51%             | 2024-01-09      | Variable      | 8.25%                 | Yes           |                  3 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KazMunayGas National Co JSC                                                     | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      500000 | PA      | $415525.00    | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1600000 | PA      | $1416096.00   | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3621000 | PA      | $3597403.64   | 0.10%             | 2025-12-09      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |     2932000 | PA      | $2652811.73   | 0.07%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1300000 | PA      | $1009629.70   | 0.03%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                   | Caesars Resort Collection LLC                                                   | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | LON              | CORP              | US        |      960353 | PA      | $939484.61    | 0.03%             | 2025-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2700000 | PA      | $2289478.04   | 0.06%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |    11600000 | PA      | $520948.71    | 0.01%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      463994 | PA      | $452974.04    | 0.01%             | 2028-11-17      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      610000 | PA      | $446825.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $3060666.00   | 0.09%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | Univision Communications Inc                                                    | CUSIP: N/A<br>LEI: 549300YQDE2JSGTL8V47       | Long             | LON              | CORP              | US        |      606646 | PA      | $599493.51    | 0.02%             | 2024-03-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | Autostrade per l'Italia SpA                                                     | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     1200000 | PA      | $1069605.80   | 0.03%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | Ball Corp                                                                       | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1361875.66   | 0.04%             | 2023-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1145944.60   | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227563.47    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $728814.55    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1623000 | PA      | $1345821.01   | 0.04%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $834566.90    | 0.02%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $29375.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Capital Investment Ltd                                                   | Vertex Capital Investment Ltd                                                   | CUSIP: N/A<br>LEI: 5493001HK43YLEL0IF70       | Long             | DBT              | CORP              | VG        |     1800000 | PA      | $1796478.77   | 0.05%             | 2024-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1004052.58   | 0.03%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                             | JPMBB Commercial Mortgage Securities Trust 2015-C28                             | CUSIP: 46644FAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54005000 | PA      | $617120.54    | 0.02%             | 2048-10-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      675000 | PA      | $631250.54    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7440000000 | PA      | $509125.23    | 0.01%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1194525.47   | 0.03%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $921038.80    | 0.03%             | 2048-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                               | Benchmark 2022-B33 Mortgage Trust                                               | CUSIP: 08163PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10959500 | PA      | $1248554.46   | 0.03%             | 2055-03-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                   | COMM 2019-GC44 Mortgage Trust                                                   | CUSIP: 12655TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $343692.80    | 0.01%             | 2057-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 12196000000 | PA      | $883917.07    | 0.02%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     7250000 | PA      | $6235000.00   | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | Cushman & Wakefield US Borrower LLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      668000 | PA      | $645695.48    | 0.02%             | 2025-08-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings Inc                                                              | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     3484000 | PA      | $3407652.39   | 0.09%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     3200000 | PA      | $3192102.40   | 0.09%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $992500.00    | 0.03%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                               | PROG Holdings Inc                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $4614840.62   | 0.13%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | Scientific Games International Inc                                              | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508605.00    | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | Leviathan Bond Ltd                                                              | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     1000000 | PA      | $941744.00    | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                      | Mitchell International Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3060000 | PA      | $2809080.00   | 0.08%             | 2029-10-15      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                              | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     3161000 | PA      | $2569369.38   | 0.07%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | Leviathan Bond Ltd                                                              | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     4200000 | PA      | $4027447.20   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1833000 | PA      | $1745263.67   | 0.05%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| JDE Peet's NV                                                                   | JDE Peet's NV                                                                   | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2797071.00   | 0.08%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      937000 | PA      | $766502.09    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                          | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13625665 | PA      | $978377.25    | 0.03%             | 2053-02-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2896000 | PA      | $2651056.32   | 0.07%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1276000 | PA      | $1246377.92   | 0.03%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 Mortgage Trust                                                  | COMM 2012-CCRE1 Mortgage Trust                                                  | CUSIP: 12624BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10889000 | PA      | $9527875.00   | 0.27%             | 2045-05-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                   | CUSIP: 842400HP1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      810000 | PA      | $819940.62    | 0.02%             | 2025-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7162.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     2581000 | PA      | $2546619.69   | 0.07%             | 2028-04-29      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1197000 | PA      | $1139050.76   | 0.03%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services Inc                                      | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      792000 | PA      | $823850.47    | 0.02%             | 2052-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                       | William Morris Endeavor Entertainment LLC                                       | CUSIP: N/A<br>LEI: 5493008R7J9HEQ30DZ33       | Long             | LON              | CORP              | US        |     1978237 | PA      | $1892519.75   | 0.05%             | 2025-05-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10617.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                    | Cloudera Inc                                                                    | CUSIP: N/A<br>LEI: 549300PGONC4JOI0RG62       | Long             | LON              | CORP              | US        |     1660000 | PA      | $1502300.00   | 0.04%             | 2029-08-10      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $351469.36    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | Iliad Holding SASU                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1055840.50   | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1295250.00   | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3312000 | PA      | $3267672.23   | 0.09%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3910830.00   | 0.11%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HSBC Capital Funding Dollar 1 LP                                                | HSBC Capital Funding Dollar 1 LP                                                | CUSIP: G4637HAB4<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |     5300000 | PA      | $7143314.03   | 0.20%             | N/A             | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | Colombian TES                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2503000000 | PA      | $445191.86    | 0.01%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                  | Meiji Yasuda Life Insurance Co                                                  | CUSIP: 585270AA9<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $349449.16    | 0.01%             | 2045-10-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                             | Cincinnati Bell Inc                                                             | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |     1401603 | PA      | $1363059.29   | 0.04%             | 2028-11-17      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | Guatemala Government Bond                                                       | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      900000 | PA      | $858206.84    | 0.02%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      377000 | PA      | $305010.16    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                          | Comstock Resources Inc                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      525000 | PA      | $519750.00    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $2581488.00   | 0.07%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $5752587.50   | 0.16%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                     | Citigroup Commercial Mortgage Trust 2018-C5                                     | CUSIP: 17291DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $753608.70    | 0.02%             | 2051-06-10      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1312000 | PA      | $1016683.46   | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2185647.23   | 0.06%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1064875.83   | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                                  | Aruba Investments Holdings LLC                                                  | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |     8680000 | PA      | $8029000.00   | 0.22%             | 2028-10-27      | Floating      | 10.01%                | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     2500000 | PA      | $2412500.00   | 0.07%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dawn Acquisitions LLC                                                           | Dawn Acquisitions LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1959982 | PA      | $1542780.15   | 0.04%             | 2025-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                                                           | Verscend Holding Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1243612 | PA      | $1208641.65   | 0.03%             | 2025-08-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $342523.85    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12767000 | PA      | $1281199.09   | 0.04%             | 2052-10-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      625000 | PA      | $573437.50    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1171247.97   | 0.03%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1438996.38   | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9330000 | PA      | $5154715.84   | 0.14%             | 2056-08-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                  | SOCAR Turkey Enerji AS via Steas Funding 1 DAC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1705500.00   | 0.05%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                                          | Power Finance Corp Ltd                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1790886.94   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| KKR Apple Bidco LLC                                                             | KKR Apple Bidco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5392120 | PA      | $5158479.57   | 0.14%             | 2029-07-13      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | United Airlines Inc                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |      994962 | PA      | $955909.85    | 0.03%             | 2028-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |     2500000 | PA      | $2401350.00   | 0.07%             | 2026-04-30      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Cpc Acquisition Corp                                                            | Cpc Acquisition Corp                                                            | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |     5350000 | PA      | $4687937.50   | 0.13%             | 2029-01-12      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    38128646 | PA      | $2468250.27   | 0.07%             | 2048-01-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12275000 | PA      | $11643426.33  | 0.32%             | N/A             | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                 | BANK 2021-BNK31                                                                 | CUSIP: 06541ABU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1630252.20   | 0.05%             | 2054-02-15      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                              | Viterra Finance BV                                                              | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $296167.95    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                     | NBK SPC Ltd                                                                     | CUSIP: N/A<br>LEI: 549300P1ANDK86KWB419       | Long             | DBT              | CORP              | AE        |     2600000 | PA      | $2336490.00   | 0.07%             | 2027-09-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    62000000 | PA      | $2823888.55   | 0.08%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $846386.53    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                 | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |     2210000 | PA      | $2011100.00   | 0.06%             | 2029-12-10      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                              | Speedway Motorsports LLC / Speedway Funding II Inc                              | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2651892.75   | 0.07%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2385625.00   | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                              | Radiate Holdco LLC                                                              | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | LON              | CORP              | US        |      497500 | PA      | $469794.23    | 0.01%             | 2026-09-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      575000 | PA      | $418871.57    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     2600000 | PA      | $2707354.00   | 0.08%             | 2042-05-23      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      900000 | PA      | $869537.23    | 0.02%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Americo Life Inc                                                                | Americo Life Inc                                                                | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |      628000 | PA      | $524502.54    | 0.01%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                                            | Loyalty Ventures Inc                                                            | CUSIP: N/A<br>LEI: 549300Q3YKVWNY6JIJ44       | Long             | LON              | CORP              | US        |     1774188 | PA      | $1306991.00   | 0.04%             | 2027-10-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/Digicel international Holdings Ltd            | Digicel International Finance Ltd/Digicel international Holdings Ltd            | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      880000 | PA      | $821700.00    | 0.02%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB Commercial Mortgage Securities Trust 2014-C18                             | CUSIP: 46641JAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37562446 | PA      | $318056.26    | 0.01%             | 2047-02-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      328000 | PA      | $270635.97    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                        | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1880000 | PA      | $1680381.60   | 0.05%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1359478.70   | 0.04%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                             | Inversiones CMPC SA                                                             | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     1218000 | PA      | $1014009.36   | 0.03%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Logan Group Co Ltd                                                              | Logan Group Co Ltd                                                              | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |      270000 | PA      | $30166.22     | 0.00%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     9827000 | PA      | $1612576.02   | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      612449 | PA      | $594393.98    | 0.02%             | 2025-05-30      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12458353.20  | 0.35%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                     | Citigroup Commercial Mortgage Trust 2016-C1                                     | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33643833 | PA      | $1850390.61   | 0.05%             | 2049-05-10      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3737361.90   | 0.10%             | 2027-05-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1050000 | PA      | $880057.99    | 0.02%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-50813.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sociedad de Transmision Austral SA                                              | Sociedad de Transmision Austral SA                                              | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      500000 | PA      | $419519.60    | 0.01%             | 2032-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $587670.00    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                          | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2122000 | PA      | $1576908.07   | 0.04%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $407.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                     | Global Medical Response Inc                                                     | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |      497421 | PA      | $474310.65    | 0.01%             | 2025-03-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                       | Sotheby's                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $6783778.53   | 0.19%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                          | Genesys Cloud Services Holdings II LLC                                          | CUSIP: N/A<br>LEI: 549300CVRD4OUCPHWQ42       | Long             | LON              | CORP              | US        |     3438540 | PA      | $3350720.10   | 0.09%             | 2027-12-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $841200.76    | 0.02%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1823000 | PA      | $1876344.21   | 0.05%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1145760.15   | 0.03%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                 | BANK 2021-BNK38                                                                 | CUSIP: 06540EBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10388000 | PA      | $540748.38    | 0.02%             | 2064-12-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    40138500 | PA      | $1873832.27   | 0.05%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4566562.00   | 0.13%             | 2050-10-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Gulf Finance LLC                                                                | Gulf Finance LLC                                                                | CUSIP: N/A<br>LEI: 549300GL13V5C6ULWJ40       | Long             | LON              | CORP              | US        |     2124662 | PA      | $1604119.54   | 0.04%             | 2026-08-25      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $390990.02    | 0.01%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                                                      | Viant Medical Holdings Inc                                                      | CUSIP: N/A<br>LEI: 549300E68YOWU15QSF58       | Long             | LON              | CORP              | US        |      745480 | PA      | $687086.28    | 0.02%             | 2025-07-02      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1058500.00   | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Physician Partners LLC                                                          | Physician Partners LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      248125 | PA      | $232823.13    | 0.01%             | 2028-12-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JPW Industries Holding Corp                                                     | JPW Industries Holding Corp                                                     | CUSIP: 48128TAA0<br>LEI: 2549006C25X8KUBSYI24 | Long             | DBT              | CORP              | US        |     7240000 | PA      | $6552200.00   | 0.18%             | 2024-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd                                                            | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $670817.00    | 0.02%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                  | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     3353000 | PA      | $2915177.06   | 0.08%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                        | Sunac China Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      225000 | PA      | $21150.00     | 0.00%             | 2024-04-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTL Trade Finance Inc                                                           | GTL Trade Finance Inc                                                           | CUSIP: N/A<br>LEI: 549300PSJEHGXCQ8J374       | Long             | DBT              | CORP              | VG        |      400000 | PA      | $432500.00    | 0.01%             | 2044-04-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Total Play Telecomunicaciones SA de CV                                          | Total Play Telecomunicaciones SA de CV                                          | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      540000 | PA      | $422971.20    | 0.01%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| B2W Digital Lux Sarl                                                            | B2W Digital Lux Sarl                                                            | CUSIP: N/A<br>LEI: 222100KMO43GQ28M6N31       | Long             | DBT              | CORP              | LU        |     2300000 | PA      | $1759824.39   | 0.05%             | 2030-12-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                        | BroadStreet Partners Inc                                                        | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      497494 | PA      | $476350.26    | 0.01%             | 2027-01-27      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2683028.52   | 0.07%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Delta 2 Lux Sarl                                                                | Delta 2 Lux Sarl                                                                | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |     6461000 | PA      | $6382563.46   | 0.18%             | 2024-02-01      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1678000 | PA      | $1608317.90   | 0.04%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $62169.80     | 0.00%             | 2052-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     4000000 | NS      | $1042400.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | Ghana Government International Bond                                             | CUSIP: 374422AG8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1000000 | PA      | $467500.00    | 0.01%             | 2029-05-16      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | Development Bank of Japan Inc                                                   | CUSIP: 25159MBF3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | CORP              | JP        |     1920000 | PA      | $1857254.40   | 0.05%             | 2025-02-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                                 | BANK 2022-BNK42                                                                 | CUSIP: 06541MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13601000 | PA      | $2154659.54   | 0.06%             | 2055-06-15      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      107104 | NS      | $2741862.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-234.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                        | Agile Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $78043.20     | 0.00%             | 2025-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H14E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $671743.10    | 0.02%             | 2049-06-25      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| NFP Corp                                                                        | NFP Corp                                                                        | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2184789.46   | 0.06%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                          | Aveanna Healthcare LLC                                                          | CUSIP: N/A<br>LEI: 5493006D6JRLPIY8YV18       | Long             | LON              | CORP              | US        |     7640000 | PA      | $5959200.00   | 0.17%             | 2029-12-09      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    39161000 | PA      | $2743529.59   | 0.08%             | 2026-07-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| NAI Entertainment Holdings LLC                                                  | NAI Entertainment Holdings LLC                                                  | CUSIP: N/A<br>LEI: GZUKC3HJWQRZFI3N4M23       | Long             | LON              | CORP              | US        |     3052713 | PA      | $2991658.93   | 0.08%             | 2025-05-08      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1209217.02   | 0.03%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-31073.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                      | Avis Budget Car Rental LLC                                                      | CUSIP: N/A<br>LEI: XN8R4HH1TVC1XOCL5P21       | Long             | LON              | CORP              | US        |      613750 | PA      | $599940.63    | 0.02%             | 2029-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                | Arches Buyer Inc                                                                | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1088960.00   | 0.03%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                        | Sunac China Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $22013.48     | 0.00%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1278362.02   | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                      | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      709000 | PA      | $726032.02    | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAA0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     6613750 | PA      | $486108.64    | 0.01%             | 2051-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| RH                                                                              | RH                                                                              | CUSIP: N/A<br>LEI: 5493008MTS3OGGMHGK69       | Long             | LON              | CORP              | US        |      994987 | PA      | $897229.94    | 0.02%             | 2028-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                   | Freeport LNG Investments LLLP                                                   | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |     1480791 | PA      | $1391943.61   | 0.04%             | 2026-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications / Midcontinent Finance Corp                         | Midcontinent Communications / Midcontinent Finance Corp                         | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $391230.00    | 0.01%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown European Holdings SA                                                      | Crown European Holdings SA                                                      | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $301220.94    | 0.01%             | 2025-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1570375.00   | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte Ltd                                                       | Medco Laurel Tree Pte Ltd                                                       | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |      985000 | PA      | $847592.50    | 0.02%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: N/A<br>LEI: UFC8NYMNFSYIHNSM2I38       | Long             | LON              | CORP              | US        |      250000 | PA      | $232187.50    | 0.01%             | 2029-02-23      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                               | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1498424.87   | 0.04%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| TransDigm UK Holdings PLC                                                       | TransDigm UK Holdings PLC                                                       | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $523913.25    | 0.01%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1170374.71   | 0.03%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Ltd                                                     | 1MDB Global Investments Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VG        |     4400000 | PA      | $4224000.00   | 0.12%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4110827.55   | 0.11%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     3700000 | PA      | $3561859.31   | 0.10%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                               | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14907500 | PA      | $1133931.53   | 0.03%             | 2062-12-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                                              | Infinite Bidco LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4850000 | PA      | $4474125.00   | 0.12%             | 2029-02-24      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                  | Open Text Corp                                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1195949.61   | 0.03%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1263936.17   | 0.04%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2184082.09   | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1152370.09   | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $962820.02    | 0.03%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd                                        | Argentum Netherlands BV for Swiss Re Ltd                                        | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $979150.00    | 0.03%             | 2050-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      677000 | PA      | $537776.99    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      600000 | PA      | $708274.84    | 0.02%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4004000.00   | 0.11%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                               | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     2214000 | PA      | $2337828.67   | 0.07%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     1420000 | PA      | $1224073.17   | 0.03%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2065.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $750958.17    | 0.02%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAA6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     2646750 | PA      | $246265.27    | 0.01%             | 2051-06-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $1104132.08   | 0.03%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3431017.35   | 0.10%             | 2051-07-15      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2358129.65   | 0.07%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                                                    | Intrado Corp                                                                    | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |      491088 | PA      | $408899.21    | 0.01%             | 2024-10-10      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc                                             | Pactiv Evergreen Group Holdings Inc                                             | CUSIP: N/A<br>LEI: 5493002QNV81KCX40V06       | Long             | LON              | CORP              | US        |      497494 | PA      | $480882.40    | 0.01%             | 2028-09-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | Prime Security Services Borrower LLC                                            | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |     5722295 | PA      | $5551427.63   | 0.15%             | 2026-09-23      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1464238.57   | 0.04%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Zurn LLC                                                                        | Zurn LLC                                                                        | CUSIP: N/A<br>LEI: 549300XLZXRC2KJ6VK87       | Long             | LON              | CORP              | US        |      818750 | PA      | $806640.69    | 0.02%             | 2028-09-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 Mortgage Trust                                                  | COMM 2012-CCRE1 Mortgage Trust                                                  | CUSIP: 12624BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13993000 | PA      | $10494750.00  | 0.29%             | 2045-05-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAC2<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $908179.63    | 0.03%             | 2051-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $467500.00    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1207165.52   | 0.03%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $6916659.06   | 0.19%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $3184522.91   | 0.09%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      184533 | PA      | $173184.06    | 0.00%             | 2027-07-29      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      659000 | PA      | $482426.41    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     4008000 | PA      | $4018344.77   | 0.11%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2519658.87   | 0.07%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $501911.82    | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      660000 | PA      | $664473.60    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                       | Loxam SAS                                                                       | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      249547 | PA      | $242249.14    | 0.01%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1240000 | PA      | $1055476.60   | 0.03%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                          | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2131170.00   | 0.06%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29750.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IEA Energy Services LLC                                                         | IEA Energy Services LLC                                                         | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3384774.00   | 0.09%             | 2029-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                              | Element Materials Technology Group US Holdings Inc                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      136842 | PA      | $131368.43    | 0.00%             | 2029-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1277846.92   | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCE2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1250223.57   | 0.03%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group Inc                                                                | CUSIP: N/A<br>LEI: XSGZFLO9YTNO9VCQV219       | Long             | DBT              | CORP              | US        |      500000 | PA      | $477500.69    | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo LLC                                                                | MA FinanceCo LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      344999 | PA      | $301011.43    | 0.01%             | 2027-01-14      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| State Agency of Roads of Ukraine                                                | State Agency of Roads of Ukraine                                                | CUSIP: N/A<br>LEI: 254900FGEO8P5USHG994       | Long             | DBT              | CORP              | UA        |     3000000 | PA      | $516660.00    | 0.01%             | 2028-06-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7035000.00   | 0.20%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                               | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13870000 | PA      | $868041.47    | 0.02%             | 2052-08-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      800000 | PA      | $874554.46    | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $1117441.06   | 0.03%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SkyMiles IP Ltd                                                                 | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | LON              | CORP              | KY        |     1000000 | PA      | $1009250.00   | 0.03%             | 2027-09-16      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: 931142DH3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1351579.28   | 0.04%             | 2023-04-11      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137AXHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    16936236 | PA      | $24665.93     | 0.00%             | 2040-11-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | Altice France SA/France                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     2227452 | PA      | $2112738.02   | 0.06%             | 2026-08-14      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      900000 | PA      | $923006.91    | 0.03%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2466086.12   | 0.07%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Trust 2019-C5                                      | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14866000 | PA      | $1123023.72   | 0.03%             | 2052-11-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                 | Crown Castle International Corp                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1022064.62   | 0.03%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG/London                                                                   | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1890704.80   | 0.05%             | 2025-01-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                              | Central Parent Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1015000 | PA      | $985189.45    | 0.03%             | 2029-06-08      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     2473000 | PA      | $2202432.43   | 0.06%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | Ecuador Government International Bond                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     1745000 | PA      | $1045887.66   | 0.03%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17                | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17                | CUSIP: 46630EAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4018919 | PA      | $2873527.14   | 0.08%             | 2043-12-12      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                        | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | XX        |     2702000 | PA      | $2660049.45   | 0.07%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1441000 | PA      | $1028023.02   | 0.03%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB Bank ASA                                                                    | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     5000000 | PA      | $4836000.00   | 0.13%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2389000 | PA      | $2209908.62   | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                                                      | Longfor Group Holdings Ltd                                                      | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |      410000 | PA      | $266640.33    | 0.01%             | 2032-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                           | GS Mortgage Securities Trust 2018-GS9                                           | CUSIP: 36255NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8353000 | PA      | $529779.84    | 0.01%             | 2051-03-10      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                        | iHeartCommunications Inc                                                        | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |     3000000 | PA      | $2831250.00   | 0.08%             | 2026-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | Trans Union LLC                                                                 | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      745643 | PA      | $718882.30    | 0.02%             | 2026-11-13      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2200000 | PA      | $1652134.00   | 0.05%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP                                                                  | CUSIP: N/A<br>LEI: 549300ZSLF8Q660SCD17       | Long             | LON              | CORP              | US        |     1246231 | PA      | $1200668.95   | 0.03%             | 2028-07-27      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7335000 | PA      | $6185467.97   | 0.17%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1915000 | PA      | $1728766.25   | 0.05%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $900000.00    | 0.03%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    14511900 | PA      | $695558.34    | 0.02%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| W&T Offshore Inc                                                                | W&T Offshore Inc                                                                | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2123000.00   | 0.06%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9524731.68   | 0.27%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      632000 | PA      | $565251.08    | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 2                                                           | Scentre Group Trust 2                                                           | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1287739.70   | 0.04%             | 2080-09-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      300000 | PA      | $57998.40     | 0.00%             | 2032-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                | Dexko Global Inc                                                                | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |      498750 | PA      | $448875.00    | 0.01%             | 2028-09-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                       | Dun & Bradstreet Corp/The                                                       | CUSIP: N/A<br>LEI: RI37BMPWE56BCJ747E14       | Long             | LON              | CORP              | US        |     1243687 | PA      | $1208453.21   | 0.03%             | 2026-02-06      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $9298301.50   | 0.26%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                | Pampa Energia SA                                                                | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |     1800000 | PA      | $1462500.00   | 0.04%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                         | Perrigo Investments LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      391000 | PA      | $384157.50    | 0.01%             | 2029-04-06      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                           | Mallinckrodt International Finance SA                                           | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |      996444 | PA      | $817084.05    | 0.02%             | 2025-02-24      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1303838.21   | 0.04%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2561000 | PA      | $2566589.64   | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                                       | Serta Simmons Bedding LLC                                                       | CUSIP: N/A<br>LEI: 549300M4F4V4WFPNI116       | Long             | LON              | CORP              | US        |      994924 | PA      | $647008.94    | 0.02%             | 2023-08-10      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      438000 | PA      | $445745.98    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                   | CCC Intelligent Solutions Inc                                                   | CUSIP: N/A<br>LEI: 5493006JEEL9RIWY5T17       | Long             | LON              | CORP              | US        |      497500 | PA      | $482266.55    | 0.01%             | 2028-09-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Logan Group Co Ltd                                                              | Logan Group Co Ltd                                                              | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |      575000 | PA      | $65683.80     | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | PA      | $3288437.50   | 0.09%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7663000 | PA      | $504172.53    | 0.01%             | 2064-03-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | Bausch Health Cos Inc                                                           | CUSIP: N/A<br>LEI: B3BS7ACMDUWISF18KY76       | Long             | LON              | CORP              | CA        |      669608 | PA      | $561633.79    | 0.02%             | 2027-01-27      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                                                       | Vibrantz Technologies Inc                                                       | CUSIP: N/A<br>LEI: 549300GYZ1T3S8OPH343       | Long             | LON              | CORP              | US        |      954851 | PA      | $821887.78    | 0.02%             | 2029-02-02      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Reverb Buyer Inc                                                                | Reverb Buyer Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       11000 | PA      | $10582.88     | 0.00%             | 2028-10-06      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                                    | Peru LNG Srl                                                                    | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      435000 | PA      | $363207.60    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                        | CSAIL 2019-C15 Commercial Mortgage Trust                                        | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54422203 | PA      | $2628206.01   | 0.07%             | 2052-03-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government International Bond                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1750000 | PA      | $1259124.31   | 0.04%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                   | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3729000 | PA      | $3574193.32   | 0.10%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      900000 | PA      | $764901.00    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                                  | DTI Holdco Inc                                                                  | CUSIP: N/A<br>LEI: 549300QQVMUL3P8XVJ27       | Long             | LON              | CORP              | US        |     1250000 | PA      | $1165625.00   | 0.03%             | 2029-04-21      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                        | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1833360.00   | 0.05%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | Silgan Holdings Inc                                                             | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      600000 | PA      | $601420.35    | 0.02%             | 2025-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    20272000 | PA      | $1036409.05   | 0.03%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12667000 | PA      | $702496.62    | 0.02%             | 2051-01-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                               | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2457645.00   | 0.07%             | 2053-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                   | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12281270 | PA      | $588137.73    | 0.02%             | 2049-04-10      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4200000 | PA      | $3072804.00   | 0.09%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DaVita Inc                                                                      | CUSIP: N/A<br>LEI: M2XHYMU3TZNEZURC6H66       | Long             | LON              | CORP              | US        |      185000 | PA      | $174882.35    | 0.00%             | 2026-08-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                                               | Lamar Funding Ltd                                                               | CUSIP: N/A<br>LEI: 549300TSXHL7X0727895       | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1913440.00   | 0.05%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                             | Klabin Austria GmbH                                                             | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |      750000 | PA      | $721870.72    | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | Berkshire Hathaway Finance Corp                                                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $961872.98    | 0.03%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      566000 | PA      | $511735.88    | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1829000 | PA      | $1720257.85   | 0.05%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd                                                    | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     3913000 | PA      | $3161625.74   | 0.09%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1275233.79   | 0.04%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $625624.08    | 0.02%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                        | Zelis Payments Buyer Inc                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |     1986744 | PA      | $1931890.03   | 0.05%             | 2026-09-30      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1280329.00   | 0.04%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      683000 | PA      | $591912.68    | 0.02%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      650000 | PA      | $508898.31    | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                             | Select Medical Corp                                                             | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |     3865000 | PA      | $3769998.30   | 0.10%             | 2025-03-06      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2387021.73   | 0.07%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      925000 | PA      | $899275.75    | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   141866699 | PA      | $2957182.96   | 0.08%             | 2051-07-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | Nestle Holdings Inc                                                             | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     2226000 | PA      | $2244457.01   | 0.06%             | 2025-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4580.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Specialty Steel                                                                 | Specialty Steel                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    41564000 | PA      | $41564000.00  | 1.16%             | 2026-11-15      | Fixed         | 11.00%                | Yes           |                  3 | On Loan: No      |
| Ziggo Bond Co BV                                                                | Ziggo Bond Co BV                                                                | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1444275.00   | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1065225.77   | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $1570764.00   | 0.04%             | 2028-04-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      500000 | PA      | $509674.00    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                         | New Fortress Energy Inc                                                         | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $582435.75    | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XPO Logistics Inc                                                               | XPO Logistics Inc                                                               | CUSIP: N/A<br>LEI: 54930096DB9LCLPN7H13       | Long             | LON              | CORP              | US        |      500000 | PA      | $487345.00    | 0.01%             | 2025-02-24      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                         | KBR Inc                                                                         | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3045937.50   | 0.08%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC Networks Inc                                                                | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $1963200.00   | 0.05%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      820000 | PA      | $812522.58    | 0.02%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $821267.03    | 0.02%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2804057.97   | 0.08%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                  | Gogo Intermediate Holdings LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      994975 | PA      | $968110.56    | 0.03%             | 2028-04-28      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | El Salvador Government International Bond                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     3838000 | PA      | $1235193.79   | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1489283.85   | 0.04%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                  | Mong Duong Finance Holdings BV                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $409375.00    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $1733520.00   | 0.05%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                                      | CoBank ACB                                                                      | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGSE             | US        |        7000 | NS      | $717500.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plantronics Inc                                                                 | Plantronics Inc                                                                 | CUSIP: N/A<br>LEI: 5493006O3W5M472F6668       | Long             | LON              | CORP              | US        |      750000 | PA      | $745312.50    | 0.02%             | 2025-07-02      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475857<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |       16086 | NS      | $406493.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                                     | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      957000 | PA      | $693379.37    | 0.02%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Enstar Group Ltd                                                                | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     1416000 | PA      | $1142634.23   | 0.03%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                                                 | Altar Bidco Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3570000 | PA      | $3224888.10   | 0.09%             | 2029-11-16      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2533000 | PA      | $2558971.89   | 0.07%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1244215.44   | 0.03%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Powerlong Real Estate Holdings Ltd                                              | Powerlong Real Estate Holdings Ltd                                              | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $39150.00     | 0.00%             | 2024-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      735000 | PA      | $740221.77    | 0.02%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                               | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12580000 | PA      | $1044007.91   | 0.03%             | 2053-03-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | Kimco Realty Corp                                                               | CUSIP: 49446R711<br>LEI: 549300EA7I6T15IBYS12 | Long             | EP               | CORP              | US        |        6409 | NS      | $161442.71    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunac China Holdings Ltd                                                        | Sunac China Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      725000 | PA      | $79863.03     | 0.00%             | 2024-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc                                                                     | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      500000 | PA      | $505915.60    | 0.01%             | 2027-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                 | United Group BV                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     2625000 | PA      | $2156973.42   | 0.06%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEUD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    27900000 | PA      | $1203416.28   | 0.03%             | 2045-02-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      930000 | PA      | $893941.98    | 0.02%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      554000 | PA      | $398537.71    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Acwa Power Management And Investments One Ltd                                   | Acwa Power Management And Investments One Ltd                                   | CUSIP: 005117AA4<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | CORP              | AE        |      439120 | PA      | $434941.33    | 0.01%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5470592 | PA      | $4978949.45   | 0.14%             | 2026-08-07      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                           | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     9027000 | PA      | $8097580.08   | 0.23%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1500000 | PA      | $1522815.38   | 0.04%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | McAfee Corp                                                                     | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |     1800646 | PA      | $1715871.97   | 0.05%             | 2029-02-02      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1295000 | PA      | $1002304.10   | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      863000 | PA      | $677412.97    | 0.02%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial Inc                                                              | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1787451.15   | 0.05%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                       | Banco do Brasil SA/Cayman                                                       | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     3550000 | PA      | $3170150.00   | 0.09%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies Inc                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1287043.20   | 0.04%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $837472.70    | 0.02%             | 2052-06-13      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co Ltd                                                       | GC Treasury Center Co Ltd                                                       | CUSIP: 36830BAF2<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      375000 | PA      | $330236.25    | 0.01%             | 2052-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                      | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |      903000 | PA      | $900194.78    | 0.03%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      686449 | PA      | $665642.71    | 0.02%             | 2025-12-09      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95121.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sovcombank Via SovCom Capital DAC                                               | Sovcombank Via SovCom Capital DAC                                               | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |      230000 | PA      | $0.00         | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1023716.37   | 0.03%             | 2043-10-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF Sinclair Corp                                                                | CUSIP: 403949AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3161969.39   | 0.09%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                         | GS Mortgage Securities Trust 2013-GCJ14                                         | CUSIP: 36198FAV4<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    10460000 | PA      | $9810987.33   | 0.27%             | 2046-08-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Wheel Pros Inc                                                                  | Wheel Pros Inc                                                                  | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3470000 | PA      | $2516791.00   | 0.07%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      659000 | PA      | $509399.06    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $684713.60    | 0.02%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                          | AI Aqua Merger Sub Inc                                                          | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |     1222222 | PA      | $1152958.89   | 0.03%             | 2028-07-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2160000 | PA      | $1782469.99   | 0.05%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LifePoint Health Inc                                                            | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |     8500000 | PA      | $8012780.00   | 0.22%             | 2025-11-14      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Belron Finance                                                                  | Belron Finance                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      746173 | PA      | $729384.56    | 0.02%             | 2026-10-30      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                          | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      992482 | PA      | $955056.35    | 0.03%             | 2038-06-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                     | ProGroup AG                                                                     | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1362209.25   | 0.04%             | 2026-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                         | Republic of Cameroon International Bond                                         | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     2000000 | PA      | $1368085.61   | 0.04%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc                                                              | TIBCO Software Inc                                                              | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |      497462 | PA      | $493109.13    | 0.01%             | 2026-06-30      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1064782.95   | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                                                        | Diamond Sports Group LLC                                                        | CUSIP: N/A<br>LEI: 5493002K6DHWNZH8YA34       | Long             | LON              | CORP              | US        |     2487500 | PA      | $486828.63    | 0.01%             | 2026-08-24      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                             | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $1761440.00   | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BS0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1416000 | PA      | $1408732.34   | 0.04%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                        | Virgin Media Bristol LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      750000 | PA      | $730207.50    | 0.02%             | 2028-01-31      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                                                  | Hertz Corp/The                                                                  | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |     1909954 | PA      | $1830576.75   | 0.05%             | 2028-06-14      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1527000 | PA      | $1592215.05   | 0.04%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4100000.00   | 0.11%             | N/A             | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| ASP LS Acquisition Corp                                                         | ASP LS Acquisition Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6650000 | PA      | $5586000.00   | 0.16%             | 2029-04-30      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| CITGO Petroleum Corp                                                            | CITGO Petroleum Corp                                                            | CUSIP: N/A<br>LEI: YX52P86PXMLYDOTUQ225       | Long             | LON              | CORP              | US        |      430356 | PA      | $425836.94    | 0.01%             | 2024-03-28      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                   | Blackstone Mortgage Trust Inc                                                   | CUSIP: N/A<br>LEI: 549300OLDJ20R2Y2UW20       | Long             | LON              | CORP              | US        |      994885 | PA      | $957576.74    | 0.03%             | 2026-04-23      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2225709.35   | 0.06%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-44800.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2800000 | PA      | $2790793.60   | 0.08%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      678000 | PA      | $573087.37    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1725855.90   | 0.05%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAE1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1695123.19   | 0.05%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | United Wholesale Mortgage LLC                                                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2412401.00   | 0.07%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      608000 | PA      | $465200.41    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                        | CSAIL 2019-C15 Commercial Mortgage Trust                                        | CUSIP: 22945DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3980500 | PA      | $414746.61    | 0.01%             | 2052-03-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     1923000 | PA      | $1819994.62   | 0.05%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                            | Crown Finance US Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1490667 | PA      | $950151.45    | 0.03%             | 2025-02-07      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp                                                              | Tecta America Corp                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2100000 | PA      | $2037000.00   | 0.06%             | 2029-04-06      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                                | Gates Global LLC                                                                | CUSIP: N/A<br>LEI: 549300XI79MQJV13DW27       | Long             | LON              | CORP              | US        |     2735481 | PA      | $2631341.61   | 0.07%             | 2027-03-31      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1796000 | PA      | $1529021.55   | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      774000 | PA      | $710574.71    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MC Brazil Downstream Trading SARL                                               | MC Brazil Downstream Trading SARL                                               | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     1750000 | PA      | $1401767.50   | 0.04%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WestJet Airlines Ltd                                                            | WestJet Airlines Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     4551806 | PA      | $3979689.48   | 0.11%             | 2026-12-11      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond                                         | Venezuela Government International Bond                                         | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    15700600 | PA      | $1334551.00   | 0.04%             | 2019-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3682078.50   | 0.10%             | 2052-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc                                                     | Dornoch Debt Merger Sub Inc                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5530000 | PA      | $4135334.00   | 0.12%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | Telecom Italia SpA/Milano                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $249086.19    | 0.01%             | 2055-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1782265.60   | 0.05%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp                                                                         | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      588000 | PA      | $586258.31    | 0.02%             | 2025-05-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10236.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRM Escrow Issuer LLC                                                           | SRM Escrow Issuer LLC                                                           | CUSIP: 85236FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1716596.50   | 0.05%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                               | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7615000 | PA      | $506537.62    | 0.01%             | 2053-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                                  | PDC Energy Inc                                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2248250.00   | 0.06%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: N/A<br>LEI: 5493000JOOFAOUY1JZ87       | Long             | LON              | CORP              | US        |     1243127 | PA      | $1213216.94   | 0.03%             | 2028-11-17      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                                                         | IAA Inc                                                                         | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99940.50     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1759929.60   | 0.05%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $1515731.28   | 0.04%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                   | Fertitta Entertainment LLC/NV                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5083008 | PA      | $4837142.43   | 0.13%             | 2029-01-13      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4424087.50   | 0.12%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     4275000 | PA      | $3933000.00   | 0.11%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Security Benefit Global Funding                                                 | Security Benefit Global Funding                                                 | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $1038559.36   | 0.03%             | 2024-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                          | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAN3<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    29811000 | PA      | $726735.54    | 0.02%             | 2047-11-10      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Operating Co LLC                                          | FleetCor Technologies Operating Co LLC                                          | CUSIP: N/A<br>LEI: 549300FKKKZCXLK48427       | Long             | LON              | CORP              | US        |     1243099 | PA      | $1210293.50   | 0.03%             | 2028-04-21      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                        | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     4975000 | PA      | $4214596.13   | 0.12%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      480000 | PA      | $404297.10    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $882032.74    | 0.02%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    34100000 | PA      | $1204914.48   | 0.03%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                       | Talanx AG                                                                       | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $1921334.32   | 0.05%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1672500.00   | 0.05%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                    | Insulet Corp                                                                    | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |      994975 | PA      | $971762.12    | 0.03%             | 2028-05-04      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1127000.00   | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                          | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     7681750 | PA      | $671884.26    | 0.02%             | 2051-07-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     6325000 | PA      | $6230125.00   | 0.17%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                              | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     2091000 | PA      | $2187045.63   | 0.06%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1750000 | PA      | $1734094.20   | 0.05%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                         | Valley National Bancorp                                                         | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      119724 | NS      | $3118810.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      951000 | PA      | $982518.57    | 0.03%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6158000 | PA      | $6327345.00   | 0.18%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2019625.00   | 0.06%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $1495078.13   | 0.04%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3800000 | PA      | $3929452.74   | 0.11%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      700000 | PA      | $713025.78    | 0.02%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |        2200 | NS      | $45804.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $8201399.68   | 0.23%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1195539.75   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                                        | Ceridian HCM Holding Inc                                                        | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |     2735144 | PA      | $2639413.76   | 0.07%             | 2025-04-04      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / XO Management Holding Inc                          | VistaJet Malta Finance PLC / XO Management Holding Inc                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1000000 | PA      | $870520.00    | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      500000 | PA      | $491350.00    | 0.01%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lima Metro Line 2 Finance Ltd                                                   | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      760730 | PA      | $687707.51    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2129788.75   | 0.06%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg Sarl                                                            | Rumo Luxembourg Sarl                                                            | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |      580000 | PA      | $474628.50    | 0.01%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Voya Financial Inc                                                              | Voya Financial Inc                                                              | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |       83915 | NS      | $2070183.05   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      395000 | PA      | $393183.63    | 0.01%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2063934.92   | 0.06%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2563000 | PA      | $2348839.44   | 0.07%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                                          | Astra Acquisition Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1246763 | PA      | $1049362.88   | 0.03%             | 2028-10-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US Capital LLC                                                              | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1487000 | PA      | $1500053.15   | 0.04%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc                                                                | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1247000 | PA      | $1046280.72   | 0.03%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     5000000 | PA      | $5196900.00   | 0.14%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | Kaisa Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |     1020000 | PA      | $99904.46     | 0.00%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      175000 | PA      | $158662.01    | 0.00%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      980000 | PA      | $262150.00    | 0.01%             | 2040-05-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $4254250.00   | 0.12%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                           | Bahamas Government International Bond                                           | CUSIP: 056732AM2<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      500000 | PA      | $382000.00    | 0.01%             | 2029-06-16      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      385000 | PA      | $387887.50    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1591692.00   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy PLC                                                               | SEPLAT Energy PLC                                                               | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      530000 | PA      | $448443.60    | 0.01%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                       | McGraw-Hill Education Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1235754 | PA      | $1169332.64   | 0.03%             | 2028-07-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | American Airlines Inc                                                           | CUSIP: N/A<br>LEI: IWUQB36BXD6OWD6X4T14       | Long             | LON              | CORP              | US        |     3500000 | PA      | $3433815.00   | 0.10%             | 2023-12-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                  | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      775000 | PA      | $698658.48    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                    | Orbia Advance Corp SAB de CV                                                    | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |      500000 | PA      | $454255.00    | 0.01%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                                        | Crown Cork & Seal Co Inc                                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1495467.60   | 0.04%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                           | Iridium Satellite LLC                                                           | CUSIP: N/A<br>LEI: 254900615BJ7139TFM33       | Long             | LON              | CORP              | US        |     1243004 | PA      | $1229331.13   | 0.03%             | 2026-11-06      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                              | Provident Funding Associates LP / PFG Finance Corp                              | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3280000 | PA      | $2956100.00   | 0.08%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1398750.56   | 0.04%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                    | LS Group OpCo Acquistion LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      202626 | PA      | $195027.78    | 0.01%             | 2027-11-02      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $605267.86    | 0.02%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | AthenaHealth Group Inc                                                          | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | LON              | CORP              | US        |      250072 | PA      | $237881.43    | 0.01%             | 2029-01-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $529702.72    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1258000 | PA      | $1210219.84   | 0.03%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      900000 | PA      | $985058.07    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1772562.50   | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co LP                                                  | TransMontaigne Operating Co LP                                                  | CUSIP: N/A<br>LEI: 549300V4T155OZCUJ734       | Long             | LON              | CORP              | US        |      746250 | PA      | $715198.54    | 0.02%             | 2028-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | Navient Corp                                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $931072.08    | 0.03%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1450916.60   | 0.04%             | 2023-08-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      560000 | PA      | $475635.28    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Wanda Properties International Co Ltd                                           | Wanda Properties International Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $959325.00    | 0.03%             | 2024-01-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E Corp                                                                       | CUSIP: N/A<br>LEI: 8YQ2GSDWYZXO2EDN3511       | Long             | LON              | CORP              | US        |     1243655 | PA      | $1198957.87   | 0.03%             | 2025-06-23      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2409791.43   | 0.07%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                     | Ziggo Financing Partnership                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1250000 | PA      | $1215100.00   | 0.03%             | 2028-04-17      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                  | BankUnited Inc                                                                  | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1805164.74   | 0.05%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      510000 | PA      | $533726.22    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      716000 | PA      | $557540.04    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                     | Embarq Corp                                                                     | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $950016.38    | 0.03%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Inc                                                 | Rackspace Technology Global Inc                                                 | CUSIP: N/A<br>LEI: 549300QTYCKLMFSE8I97       | Long             | LON              | CORP              | US        |     2024205 | PA      | $1855628.97   | 0.05%             | 2028-02-03      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     1852000 | PA      | $1586339.29   | 0.04%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | Petrobras Global Finance BV                                                     | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1004275.27   | 0.03%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $68860.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      625000 | PA      | $587500.00    | 0.02%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $913215.80    | 0.03%             | 2052-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | Sanofi                                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1635713.34   | 0.05%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                          | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1623000 | PA      | $1432785.75   | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2858143.32   | 0.08%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $818038.42    | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2174906.25   | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1481475.49   | 0.04%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      188623 | NS      | $4791024.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1376000 | PA      | $1350777.89   | 0.04%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                         | Park River Holdings Inc                                                         | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1409277.75   | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $8539509.60   | 0.24%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | Medtronic Global Holdings SCA                                                   | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $243334.73    | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                              | CSN Inova Ventures                                                              | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $931250.00    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      955000 | PA      | $963357.62    | 0.03%             | 2024-08-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Electricidad Firme de Mexico Holdings SA de CV                                  | Electricidad Firme de Mexico Holdings SA de CV                                  | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1572523.40   | 0.04%             | 2026-11-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2625922.00   | 0.07%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1500000 | PA      | $1312612.62   | 0.04%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $7021800.00   | 0.20%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | Colombian TES                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3231600000 | PA      | $454402.56    | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1625000 | PA      | $1551875.00   | 0.04%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1462500 | PA      | $919699.71    | 0.03%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | Standard Industries Inc/NJ                                                      | CUSIP: N/A<br>LEI: 54930064UHXCIUWVI755       | Long             | LON              | CORP              | US        |      992191 | PA      | $973586.99    | 0.03%             | 2028-08-06      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                          | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11574000 | PA      | $972797.01    | 0.03%             | 2052-12-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | Cinemark USA Inc                                                                | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260457.50    | 0.01%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $968750.00    | 0.03%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                        | SRAM LLC                                                                        | CUSIP: N/A<br>LEI: 5493005GYDYQG38FCT53       | Long             | LON              | CORP              | US        |      925373 | PA      | $887590.15    | 0.02%             | 2028-05-18      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | Qatar Energy                                                                    | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     1460000 | PA      | $1347819.44   | 0.04%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp 2020-1 Class AA Pass Through Trust                                   | FedEx Corp 2020-1 Class AA Pass Through Trust                                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2694068 | PA      | $2403205.15   | 0.07%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                          | Honduras Government International Bond                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     1800000 | PA      | $1505018.41   | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| II-VI Inc                                                                       | II-VI Inc                                                                       | CUSIP: N/A<br>LEI: 549300O5C25A0MMHHU33       | Long             | LON              | CORP              | US        |      500000 | PA      | $485415.00    | 0.01%             | 2029-07-02      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     2261000 | PA      | $2185027.75   | 0.06%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $363000.00    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     2122000 | PA      | $1753925.07   | 0.05%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | Energean Israel Finance Ltd                                                     | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     4300000 | PA      | $3657150.00   | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                 | BANK 2018-BNK10                                                                 | CUSIP: 065404AN5<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    31334000 | PA      | $2581031.71   | 0.07%             | 2061-02-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11550000 | PA      | $1219360.07   | 0.03%             | 2052-03-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Inc                                                          | Maxar Technologies Inc                                                          | CUSIP: N/A<br>LEI: 549300OEN2G821MIJ922       | Long             | LON              | CORP              | US        |     1875000 | PA      | $1792968.75   | 0.05%             | 2029-06-08      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14851333 | PA      | $1657385.00   | 0.05%             | 2052-05-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17050717 | PA      | $637736.02    | 0.02%             | 2050-07-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1830000 | PA      | $940327.20    | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                             | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |       55000 | NS      | $6303550.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1185265.37   | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                            | ATD New Holdings Inc                                                            | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      385347 | NS      | $26974290.00  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                          | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1533299.40   | 0.04%             | 2053-05-12      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $439688.07    | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10094.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3826000 | PA      | $3815062.84   | 0.11%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     2165000 | PA      | $2072806.42   | 0.06%             | 2024-11-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Sabert Corp                                                                     | Sabert Corp                                                                     | CUSIP: N/A<br>LEI: 54930029JPYBTHDWT603       | Long             | LON              | CORP              | US        |      428921 | PA      | $417126.07    | 0.01%             | 2026-11-26      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10632000 | PA      | $10206720.00  | 0.28%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      685000 | PA      | $545521.02    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      930000 | PA      | $861539.07    | 0.02%             | 2025-09-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | Zambia Government International Bond                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      910000 | PA      | $489125.00    | 0.01%             | 2022-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1355871 | PA      | $1280327.49   | 0.04%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      239000 | PA      | $248346.84    | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                                        | TricorBraun Holdings Inc                                                        | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |      497487 | PA      | $470568.39    | 0.01%             | 2028-03-03      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      610000 | PA      | $494100.00    | 0.01%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co                                                      | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAA8<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     6985000 | PA      | $7063772.57   | 0.20%             | 2073-09-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc - Warrants                                                 | SandRidge Energy Inc - Warrants                                                 | CUSIP: 80007P117<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         248 | NS      | $9.92         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1749000 | PA      | $1751265.99   | 0.05%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                       | Triton Water Holdings Inc                                                       | CUSIP: N/A<br>LEI: 5493005IYCEL7QJFZZ63       | Long             | LON              | CORP              | US        |     3222516 | PA      | $2849928.43   | 0.08%             | 2028-03-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                         | HTA Group Ltd/Mauritius                                                         | CUSIP: N/A<br>LEI: 213800WEFU8O8X6EPU13       | Long             | DBT              | CORP              | MU        |      325000 | PA      | $287183.00    | 0.01%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | Zurich Finance Ireland Designated Activity Co                                   | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $8184600.00   | 0.23%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                    | Bread Financial Holdings Inc                                                    | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4671250.00   | 0.13%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     1100000 | PA      | $1065075.00   | 0.03%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      667000 | PA      | $809858.98    | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      800000 | PA      | $740190.87    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | AssuredPartners Inc                                                             | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    11562000 | PA      | $11393763.42  | 0.32%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $566889.28    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                 | Informatica LLC                                                                 | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | LON              | CORP              | US        |     1745000 | PA      | $1693749.35   | 0.05%             | 2028-10-13      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $71764.50     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BHD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    79054170 | PA      | $2441429.93   | 0.07%             | 2043-01-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1352000 | PA      | $1088679.07   | 0.03%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                          | GS Mortgage Securities Trust 2019-GSA1                                          | CUSIP: 36261PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21600000 | PA      | $1282588.56   | 0.04%             | 2052-11-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1371932.20   | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      830000 | PA      | $728743.13    | 0.02%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1050421.85   | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                   | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $475400.00    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     2317000 | PA      | $2009047.65   | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1222951.51   | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $316218.90    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                     | Staples Inc                                                                     | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | LON              | CORP              | US        |      994872 | PA      | $858803.18    | 0.02%             | 2026-04-09      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                    | PetSmart LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4958647 | PA      | $4770614.78   | 0.13%             | 2028-02-11      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511292.35    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                             | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1098584.67   | 0.03%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                              | SeaWorld Parks & Entertainment Inc                                              | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |      746241 | PA      | $709704.66    | 0.02%             | 2028-08-13      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc               | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc               | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1755000 | PA      | $1771744.47   | 0.05%             | 2024-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1982000 | PA      | $2036405.90   | 0.06%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5760348.00   | 0.16%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     1132000 | PA      | $794071.19    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                             | Greenko Wind Projects Mauritius Ltd                                             | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      670000 | PA      | $619080.00    | 0.02%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                         | Jazz Financing Lux Sarl                                                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     3367702 | PA      | $3284923.62   | 0.09%             | 2028-05-05      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1926000 | PA      | $1870325.81   | 0.05%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3700000 | PA      | $3429197.00   | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP                           | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                           | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    13822000 | PA      | $11482073.62  | 0.32%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $994497.36    | 0.03%             | N/A             | Variable      | 5.50%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1010500.00   | 0.03%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                  | Prudential PLC                                                                  | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |     1021000 | PA      | $949906.93    | 0.03%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34843 | PA      | $34015.68     | 0.00%             | 2028-11-17      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2040313.75   | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                       | Sophia LP                                                                       | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |     1243109 | PA      | $1194628.08   | 0.03%             | 2027-10-07      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | Marathon Oil Corp                                                               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |      787000 | PA      | $871928.18    | 0.02%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3670000 | PA      | $2939670.00   | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      460000 | PA      | $361308.23    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | Clean Harbors Inc                                                               | CUSIP: N/A<br>LEI: 5493000SJVZVZJKHJF48       | Long             | LON              | CORP              | US        |      497500 | PA      | $492838.43    | 0.01%             | 2028-09-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2128152.00   | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      886000 | PA      | $769969.44    | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12064000 | PA      | $12280775.00  | 0.34%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      755000 | PA      | $575687.50    | 0.02%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd                                        | Argentum Netherlands BV for Swiss Re Ltd                                        | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4284450.00   | 0.12%             | 2052-08-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1320870.00   | 0.04%             | N/A             | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | AssuredPartners Inc                                                             | CUSIP: N/A<br>LEI: 549300HNDSDQWQ3L2P80       | Long             | LON              | CORP              | US        |      997500 | PA      | $947625.00    | 0.03%             | 2027-02-12      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      520000 | PA      | $474205.68    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                     | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      340000 | PA      | $285039.00    | 0.01%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                             | Alterra Mountain Co                                                             | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |      994987 | PA      | $958501.27    | 0.03%             | 2028-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: N/A<br>LEI: L2TEUTQ8OSHMJWVLCE40       | Long             | DBT              | CORP              | CA        |     3800000 | PA      | $2786547.97   | 0.08%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2528000 | PA      | $90695.79     | 0.00%             | 2052-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Gazprom PJSC via Gaz Finance PLC                                                | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | DBT              | CORP              | GB        |     2825000 | PA      | $711900.00    | 0.02%             | N/A             | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | Northern Trust Corp                                                             | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |        6727 | NS      | $160977.11    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CWT Travel Group Inc                                                            | CWT Travel Group Inc                                                            | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6457500.00   | 0.18%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     1441000 | PA      | $1186741.69   | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-506.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1293000 | PA      | $1066951.87   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nascar Holdings LLC                                                             | Nascar Holdings LLC                                                             | CUSIP: N/A<br>LEI: 254900HRWKQR5V0WN013       | Long             | LON              | CORP              | US        |     2640172 | PA      | $2593968.81   | 0.07%             | 2026-10-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1972000 | PA      | $1872062.79   | 0.05%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $190560.00    | 0.01%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                       | MAF Global Securities Ltd                                                       | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $3798000.00   | 0.11%             | N/A             | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | Ryan Specialty Group LLC                                                        | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |     1492402 | PA      | $1448868.49   | 0.04%             | 2027-07-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-234.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reverb Buyer Inc                                                                | Reverb Buyer Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      418950 | PA      | $403063.42    | 0.01%             | 2028-10-06      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                                                  | Skillsoft Corp                                                                  | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      230831 | NS      | $886391.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1153056.95   | 0.03%             | 2081-10-27      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2375000 | PA      | $2184833.75   | 0.06%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc                                                              | Grinding Media Inc                                                              | CUSIP: N/A<br>LEI: 254900IYFJ03EGFQ8C34       | Long             | LON              | CORP              | US        |      497494 | PA      | $463912.89    | 0.01%             | 2028-09-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                        | Australia & New Zealand Banking Group Ltd/United Kingdom                        | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2600000 | PA      | $2652000.00   | 0.07%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                             | Gabon Government International Bond                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     2000000 | PA      | $1651120.00   | 0.05%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: N/A<br>LEI: 549300C1PQJLVEIUBK50       | Long             | LON              | CORP              | US        |      746212 | PA      | $730780.45    | 0.02%             | 2026-11-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | Gray Television Inc                                                             | CUSIP: N/A<br>LEI: 529900TM5726KDN7UU35       | Long             | LON              | CORP              | US        |      500000 | PA      | $486170.00    | 0.01%             | 2026-01-02      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1140300.00   | 0.03%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3548138.00   | 0.10%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Washington Federal Inc                                                          | Washington Federal Inc                                                          | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         382 | NS      | $8205.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      426000 | PA      | $393473.15    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | Southwestern Energy Co                                                          | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1074187.00   | 0.03%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1581000 | PA      | $1378434.71   | 0.04%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2823000 | PA      | $2596552.23   | 0.07%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Movida Europe SA                                                                | Movida Europe SA                                                                | CUSIP: 62459LAA7<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $589771.00    | 0.02%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      441000 | PA      | $321745.88    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                   | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       35000 | NS      | $876400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                       | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2535653.49   | 0.07%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                               | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $1935465.00   | 0.05%             | 2054-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1322369.31   | 0.04%             | 2024-01-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1170312.50   | 0.03%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                       | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1373022.00   | 0.04%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1172461.65   | 0.03%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: N/A<br>LEI: 549300FYK4MBXWIVZU26       | Long             | LON              | CORP              | CA        |     3232956 | PA      | $3200173.95   | 0.09%             | 2025-05-30      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1060676.37   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1701000.00   | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    15000000 | PA      | $382883.67    | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Industrial Senior Trust                                                         | Industrial Senior Trust                                                         | CUSIP: N/A<br>LEI: 549300VUPA50NXGF6N16       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199500.00    | 0.01%             | 2022-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solvay Finance SACA                                                             | Solvay Finance SACA                                                             | CUSIP: N/A<br>LEI: 549300850GMPCX5CK282       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $406169.07    | 0.01%             | N/A             | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1368862.85   | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C35                                  | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAW6<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    33327411 | PA      | $1882305.51   | 0.05%             | 2048-07-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                            | Cengage Learning Inc                                                            | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |     2238097 | PA      | $2046918.58   | 0.06%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BNK17                                                                 | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11541000 | PA      | $991298.04    | 0.03%             | 2052-04-15      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | Virgin Media Secured Finance PLC                                                | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $736954.27    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      394000 | PA      | $394540.38    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                         | PRA Health Sciences Inc                                                         | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |      275255 | PA      | $269945.45    | 0.01%             | 2028-06-16      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Kronos International Inc                                                        | Kronos International Inc                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      500000 | PA      | $465746.14    | 0.01%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1623000 | PA      | $1339161.16   | 0.04%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                                                    | Intrado Corp                                                                    | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |     3924245 | PA      | $3257633.49   | 0.09%             | 2024-10-10      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC Ltd                                                               | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      400000 | PA      | $352052.00    | 0.01%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      785000 | PA      | $697203.80    | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      650000 | PA      | $632763.30    | 0.02%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                                                 | ICU Medical Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      498750 | PA      | $481792.50    | 0.01%             | 2028-12-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                          | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4693400 | PA      | $417558.19    | 0.01%             | 2052-06-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | Wand NewCo 3 Inc                                                                | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |     1243622 | PA      | $1190768.49   | 0.03%             | 2026-02-05      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies Inc                                                           | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1527155.54   | 0.04%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Utex Industries                                                                 | Utex Industries                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      120675 | NS      | $8085225.00   | 0.23%             |  |  |  | No            |                  3 | On Loan: No      |
| Delta Topco Inc                                                                 | Delta Topco Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1243075 | PA      | $1169820.25   | 0.03%             | 2027-12-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing Plc                                         | Liquid Telecommunications Financing Plc                                         | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     2455000 | PA      | $2127601.20   | 0.06%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2012-GCJ7                                          | GS Mortgage Securities Trust 2012-GCJ7                                          | CUSIP: 36192KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7281131 | PA      | $6553017.87   | 0.18%             | 2045-05-10      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      320000 | PA      | $66400.00     | 0.00%             | 2024-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $639363.12    | 0.02%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1425773.40   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GTT Communications Inc                                                          | GTT Communications Inc                                                          | CUSIP: 362393AA8<br>LEI: 549300ETSL7K1ZX05H30 | Long             | DBT              | CORP              | US        |    24309000 | PA      | $1823175.00   | 0.05%             | 2024-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1857125.00   | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Garden Spinco Corp                                                              | Garden Spinco Corp                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2231313.75   | 0.06%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                             | KeyCorp Capital III                                                             | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $915262.45    | 0.03%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $945408.41    | 0.03%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Interconexion Electrica SA ESP                                                  | Interconexion Electrica SA ESP                                                  | CUSIP: 45853NAA0<br>LEI: 5493007GMWK7ZHVQ5362 | Long             | DBT              | CORP              | CO        |      515000 | PA      | $429612.11    | 0.01%             | 2033-11-26      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                               | Transcanada Trust                                                               | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     4230000 | PA      | $4149837.35   | 0.12%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $911380.00    | 0.03%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      487000 | PA      | $457719.19    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |           1 | PA      | $0.23         | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                              | Camelot Finance SA                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1740435 | PA      | $1695288.42   | 0.05%             | 2026-10-30      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings Inc                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1417890.00   | 0.04%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      700000 | PA      | $714456.32    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3000000 | PA      | $1945022.13   | 0.05%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                                                   | Diamond BC BV                                                                   | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     1425000 | PA      | $1207659.00   | 0.03%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2375244.00   | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69659560 | PA      | $1645644.42   | 0.05%             | 2049-12-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                    | Agrosuper SA                                                                    | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |      270000 | PA      | $234225.00    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1300000 | PA      | $1252196.76   | 0.03%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enviva Partners LP / Enviva Partners Finance Corp                               | Enviva Partners LP / Enviva Partners Finance Corp                               | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1933483.50   | 0.05%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | Sri Lanka Government International Bond                                         | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      600000 | PA      | $181024.89    | 0.01%             | 2024-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1133511.13   | 0.03%             | 2063-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2277231.49   | 0.06%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $95998.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | Melco Resorts Finance Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |      210000 | PA      | $143333.84    | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $993712.50    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1162035.93   | 0.03%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B2HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $223444.00    | 0.01%             | 2041-06-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      700000 | PA      | $667205.00    | 0.02%             | N/A             | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     7250000 | PA      | $6198750.00   | 0.17%             | 2028-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $645830.71    | 0.02%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4720750.00   | 0.13%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      812000 | PA      | $583025.97    | 0.02%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MTN Mauritius Investments Ltd                                                   | MTN Mauritius Investments Ltd                                                   | CUSIP: N/A<br>LEI: 2549009PQD415OQIR074       | Long             | DBT              | CORP              | MU        |     1200000 | PA      | $1177920.00   | 0.03%             | 2024-11-11      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Holdings II Inc                                                | Cengage Learning Holdings II Inc                                                | CUSIP: 15136X102<br>LEI: 5493003VGPEJMW28UG24 | Long             | EC               | CORP              | US        |       34465 | NS      | $473893.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10215000 | PA      | $9934248.90   | 0.28%             | 2046-03-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     2341000 | PA      | $2089143.52   | 0.06%             | 2060-03-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                                    | Leonardo SpA                                                                    | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1404392.75   | 0.04%             | 2025-03-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                  | Wells Fargo Commercial Mortgage Trust 2021-C61                                  | CUSIP: 95003QCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3321774.00   | 0.09%             | 2054-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Russian Federal Bond - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    87427000 | PA      | $0.00         | 0.00%             | 2033-03-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Skopima Consilio Parent LLC                                                     | Skopima Consilio Parent LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4760000 | PA      | $4522000.00   | 0.13%             | 2029-04-30      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | Sirius XM Radio Inc                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1022250.00   | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                           | Phoenix Guarantor Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      994898 | PA      | $954326.02    | 0.03%             | 2026-03-05      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2C8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      950000 | PA      | $936494.80    | 0.03%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                | Genuine Parts Co                                                                | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      622000 | PA      | $593054.50    | 0.02%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-190.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE AG                                                                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $502725.80    | 0.01%             | 2075-04-21      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5695000 | PA      | $5774572.13   | 0.16%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                           | Perforce Software Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      247449 | PA      | $224498.09    | 0.01%             | 2026-07-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | Engineered Machinery Holdings Inc                                               | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    22333267 | PA      | $21272436.46  | 0.59%             | 2029-05-21      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C Technologies Inc                                                           | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |     1988390 | PA      | $1940330.47   | 0.05%             | 2025-04-16      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings Inc                                               | Moss Creek Resources Holdings Inc                                               | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      700000 | PA      | $636874.00    | 0.02%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE4 Mortgage Trust                                                  | COMM 2012-CCRE4 Mortgage Trust                                                  | CUSIP: 12624QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650822 | PA      | $495246.52    | 0.01%             | 2045-10-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5455000 | PA      | $5345900.00   | 0.15%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197000.00    | 0.01%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV                                                                | Pegasus Bidco BV                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      625000 | PA      | $600000.00    | 0.02%             | 2029-05-05      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18869000 | PA      | $2004767.10   | 0.06%             | 2052-03-10      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2191877.00   | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7731000000 | PA      | $572560.49    | 0.02%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2945322.00   | 0.08%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1286477.55   | 0.04%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Adani Ports & Special Economic Zone Ltd                                         | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      575000 | PA      | $530840.00    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                  | Wells Fargo Commercial Mortgage Trust 2021-C61                                  | CUSIP: 95003QCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9132000 | PA      | $900466.34    | 0.03%             | 2054-11-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                    | BBCMS Mortgage Trust 2020-C6                                                    | CUSIP: 05492TAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7424000 | PA      | $550380.47    | 0.02%             | 2053-02-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      600000 | PA      | $444648.32    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1313000 | PA      | $1315181.94   | 0.04%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1406000 | PA      | $1239741.67   | 0.03%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10561000 | PA      | $863468.42    | 0.02%             | 2063-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                                               | Tutor Perini Corp                                                               | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1103528.23   | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | CUSIP: 61764RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41500000 | PA      | $1201296.35   | 0.03%             | 2048-02-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5332000 | PA      | $4951814.22   | 0.14%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | Boxer Parent Co Inc                                                             | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |      497106 | PA      | $477699.25    | 0.01%             | 2025-10-02      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-48871.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Targus Group International Inc                                                  | Targus Group International Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       75880 | NS      | $3794.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| POSCO                                                                           | POSCO                                                                           | CUSIP: 73730EAB9<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $199427.68    | 0.01%             | 2027-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1637000 | PA      | $1598121.25   | 0.04%             | 2029-04-07      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                     | Staples Inc                                                                     | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1263780.00   | 0.04%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1222.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2276925.69   | 0.06%             | 2023-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                  | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    29197768 | PA      | $1502321.54   | 0.04%             | 2049-06-15      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Ecobank Transnational Inc                                                       | Ecobank Transnational Inc                                                       | CUSIP: N/A<br>LEI: 213800USCE9Y111R4656       | Long             | DBT              | CORP              | TG        |     1500000 | PA      | $1425000.00   | 0.04%             | 2024-04-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Eco Material Technologies Inc                                                   | Eco Material Technologies Inc                                                   | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3509105.94   | 0.10%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith                                                                | Dotdash Meredith                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1372044 | PA      | $1238269.68   | 0.03%             | 2028-11-23      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                   | Caesars Resort Collection LLC                                                   | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | LON              | CORP              | US        |     1740236 | PA      | $1698905.47   | 0.05%             | 2024-12-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1130376.26   | 0.03%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4893000 | PA      | $3625930.79   | 0.10%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2676000 | PA      | $2677819.63   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    15974000 | PA      | $14855820.00  | 0.41%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                               | Benchmark 2022-B32 Mortgage Trust                                               | CUSIP: 08163NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13067000 | PA      | $1359409.66   | 0.04%             | 2055-01-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2658000.00   | 0.07%             | N/A             | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings Inc                                                     | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |     2599259 | PA      | $2492039.11   | 0.07%             | 2026-09-03      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         161 | NC      | $-108148.22   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     2700000 | PA      | $2604553.62   | 0.07%             | 2026-01-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | Berry Global Inc                                                                | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | LON              | CORP              | US        |     1000000 | PA      | $982080.00    | 0.03%             | 2026-07-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                            | ICON Luxembourg Sarl                                                            | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |     1104774 | PA      | $1083462.88   | 0.03%             | 2028-06-16      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                                           | Delek US Holdings Inc                                                           | CUSIP: N/A<br>LEI: 5493003O53JMENV1N385       | Long             | LON              | CORP              | US        |     1243639 | PA      | $1231202.29   | 0.03%             | 2025-03-30      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1087793.32   | 0.03%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                                                             | Callon Petroleum Co                                                             | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1150908.00   | 0.03%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Life 2022-BMR Mortgage Trust                                                    | Life 2022-BMR Mortgage Trust                                                    | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2431102.25   | 0.07%             | 2039-05-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1601552.22   | 0.04%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      998205 | PA      | $879389.18    | 0.02%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                             | Altice Financing SA                                                             | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      496094 | PA      | $467320.32    | 0.01%             | 2026-01-06      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2871060.00   | 0.08%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | Deutsche Lufthansa AG                                                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1324249.05   | 0.04%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2107000 | PA      | $2203095.95   | 0.06%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                        | BroadStreet Partners Inc                                                        | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      497455 | PA      | $473025.44    | 0.01%             | 2027-01-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      541000 | PA      | $438026.24    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                               | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21507000 | PA      | $2288824.41   | 0.06%             | 2054-07-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      430000 | PA      | $439675.00    | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bond                                            | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      870000 | PA      | $687183.81    | 0.02%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                    | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1268288.00   | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $386912.80    | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     8000000 | PA      | $1630618.68   | 0.05%             | 2023-04-26      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                          | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25009000 | PA      | $1036658.06   | 0.03%             | 2053-02-13      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2067575.00   | 0.06%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |      783000 | PA      | $772229.26    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     3243000 | PA      | $3027129.90   | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      840000 | PA      | $707134.65    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1589731.01   | 0.04%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2606274 | PA      | $2455318.32   | 0.07%             | 2027-08-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |       37405 | NS      | $954575.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Preferred ETF                                                           | Invesco Preferred ETF                                                           | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |       62362 | NS      | $814447.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport LNG Investments LLLP                                                   | Freeport LNG Investments LLLP                                                   | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |      747925 | PA      | $700244.73    | 0.02%             | 2028-11-17      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     1100000 | PA      | $1138179.98   | 0.03%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3991230.75   | 0.11%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29237.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                                                  | Tullow Oil PLC                                                                  | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      715000 | PA      | $669418.75    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1188524.16   | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      647000 | PA      | $642435.75    | 0.02%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                       | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: N/A<br>LEI: 5493007DMEBZH3CQ5E51       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $382316.16    | 0.01%             | 2025-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                    | Intelsat Jackson Holdings SA                                                    | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |     2417008 | PA      | $2281921.03   | 0.06%             | 2029-01-26      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AAdvantage Loyalty IP Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     4299000 | PA      | $4229141.25   | 0.12%             | 2028-03-10      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      627000 | PA      | $630617.88    | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp VI                             | Crown Americas LLC / Crown Americas Capital Corp VI                             | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $322523.50    | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Co PJSC                                                        | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |      700000 | PA      | $588420.00    | 0.02%             | 2049-01-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NatWest Markets PLC                                                             | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      547000 | PA      | $537539.19    | 0.01%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13007000 | PA      | $639186.09    | 0.02%             | 2056-08-10      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1545328.87   | 0.04%             | 2043-06-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                 | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1013000 | PA      | $768763.67    | 0.02%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     2222000 | PA      | $1953153.35   | 0.05%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                  | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAA5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     8021500 | PA      | $682871.90    | 0.02%             | 2051-05-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1937412.88   | 0.05%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      775000 | PA      | $736250.00    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2862312.50   | 0.08%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | Affiliated Managers Group Inc                                                   | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |        5000 | NS      | $126500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                      | CIFI Holdings Group Co Ltd                                                      | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $123335.91    | 0.00%             | 2026-08-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | Serbia International Bond                                                       | CUSIP: N/A<br>LEI: 254900W94OCY91V32O78       | Long             | DBT              | NUSS              | RS        |      825000 | PA      | $550601.47    | 0.02%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4997000 | PA      | $4751109.77   | 0.13%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    39003463 | PA      | $4316322.13   | 0.12%             | 2045-08-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37790000 | PA      | $2813412.59   | 0.08%             | 2051-10-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      812000 | PA      | $667734.20    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                                      | KUEHG Corp                                                                      | CUSIP: N/A<br>LEI: 549300YNT566T1NYJX62       | Long             | LON              | CORP              | US        |    16360000 | PA      | $15910100.00  | 0.44%             | 2025-08-22      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      993000 | PA      | $923816.33    | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       37100 | NS      | $932694.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty LP                                                               | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |      730000 | PA      | $658432.30    | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lukoil Capital DAC                                                              | Lukoil Capital DAC                                                              | CUSIP: 549875AB8<br>LEI: 984500BEC55D7EHC4M56 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $185981.25    | 0.01%             | 2031-10-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      561000 | PA      | $535418.42    | 0.01%             | 2054-10-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                          | Real Alloy Holding Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    17944387 | PA      | $17944387.05  | 0.50%             | 2025-05-31      | Variable      | 11.01%                | Yes           |                  3 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   517480000 | PA      | $992724.62    | 0.03%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | CUSIP: 61764RBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    38988319 | PA      | $848592.46    | 0.02%             | 2048-02-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      812000 | PA      | $786445.27    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| New York Community Bancorp Inc                                                  | New York Community Bancorp Inc                                                  | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |        1363 | NS      | $35683.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2019-BNK16                                                                 | BANK 2019-BNK16                                                                 | CUSIP: 065405AY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13119665 | PA      | $1277027.52   | 0.04%             | 2052-02-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                        | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     5210000 | PA      | $4793200.00   | 0.13%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                             | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      558490 | PA      | $402113.04    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                 | BANK 2019-BNK22                                                                 | CUSIP: 06540XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3621572.00   | 0.10%             | 2062-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1986000 | PA      | $1808021.83   | 0.05%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1393948.64   | 0.04%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                                           | Zest Acquisition Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    11260000 | PA      | $10471800.00  | 0.29%             | 2026-03-06      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                             | JPMBB Commercial Mortgage Securities Trust 2015-C31                             | CUSIP: 46644YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42377000 | PA      | $526924.09    | 0.01%             | 2048-08-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                   | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1139325.25   | 0.03%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC                                                                  | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |     2355435 | PA      | $2281097.77   | 0.06%             | 2026-11-14      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72308.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd / Titan Co-Borrower LLC                                   | Titan Acquisition Ltd / Titan Co-Borrower LLC                                   | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    10900000 | PA      | $9755500.00   | 0.27%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2428060.01   | 0.07%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | Talen Energy Supply LLC                                                         | CUSIP: N/A<br>LEI: K5K33XN0PQAU1XF7NN66       | Long             | LON              | CORP              | US        |      658000 | PA      | $625646.14    | 0.02%             | 2026-07-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                                   | ICL Group Ltd                                                                   | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | DBT              | CORP              | IL        |      400000 | PA      | $398460.00    | 0.01%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3206000 | PA      | $2653530.16   | 0.07%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | CUSIP: 61764XBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28427188 | PA      | $479035.08    | 0.01%             | 2048-03-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                 | BANK 2021-BNK35                                                                 | CUSIP: 06540CCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $694547.00    | 0.02%             | 2064-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                       | Avaya Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2335000 | PA      | $1141231.25   | 0.03%             | 2027-12-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $804777.75    | 0.02%             | 2047-11-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     3134725 | PA      | $2756300.98   | 0.08%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $426874.31    | 0.01%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                          | Synovus Financial Corp                                                          | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        6591 | NS      | $168531.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2018-BNK13                                                                 | BANK 2018-BNK13                                                                 | CUSIP: 06539LAA8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    41485000 | PA      | $3317451.74   | 0.09%             | 2061-08-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| ZoomInfo LLC                                                                    | ZoomInfo LLC                                                                    | CUSIP: N/A<br>LEI: 549300XF0FRWD2286I33       | Long             | LON              | CORP              | US        |      750000 | PA      | $741247.50    | 0.02%             | 2026-02-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1159273.36   | 0.03%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1356988.24   | 0.04%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance Inc                                     | Oscar AcquisitionCo LLC / Oscar Finance Inc                                     | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3669395.31   | 0.10%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | Benchmark 2019-B15 Mortgage Trust                                               | CUSIP: 08160KAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24552000 | PA      | $1414696.06   | 0.04%             | 2072-12-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |     4208945 | PA      | $4012976.52   | 0.11%             | 2028-09-30      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $1073854.45   | 0.03%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                    | National Mentor Holdings Inc                                                    | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      725000 | PA      | $623500.00    | 0.02%             | 2029-03-02      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1458000 | PA      | $1639728.65   | 0.05%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      700000 | PA      | $716902.97    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $458275.00    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                          | YPF SA                                                                          | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | AR        |      665000 | PA      | $368877.57    | 0.01%             | 2029-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | Chariot Buyer LLC                                                               | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |     1986877 | PA      | $1846146.10   | 0.05%             | 2028-10-22      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     1580000 | PA      | $1475433.77   | 0.04%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1011000 | PA      | $1017631.06   | 0.03%             | 2026-07-28      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1463000 | PA      | $1406490.88   | 0.04%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12085159.19  | 0.34%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      643000 | PA      | $442372.27    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $344880.00    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB International Ltd                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |     1243523 | PA      | $1210520.21   | 0.03%             | 2025-04-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      596000 | PA      | $498298.21    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    10960000 | PA      | $9963923.31   | 0.28%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate LLC                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |      994819 | PA      | $960626.74    | 0.03%             | 2025-05-09      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      550000 | PA      | $111650.00    | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1404989.94   | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1985000 | PA      | $1362313.84   | 0.04%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo LLC                                                                | MA FinanceCo LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      802177 | PA      | $703910.29    | 0.02%             | 2025-06-05      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                  | GS Mortgage Securities Corp II                                                  | CUSIP: 36250SAP4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     8016500 | PA      | $595310.90    | 0.02%             | 2051-07-10      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                  | Bancolombia SA                                                                  | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     3731000 | PA      | $3190005.00   | 0.09%             | 2029-12-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $904560.87    | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1318681.85   | 0.04%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $539655.21    | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2478000.00   | 0.07%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                  | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $970594.87    | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS                                                  | Turkiye Petrol Rafinerileri AS                                                  | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | DBT              | CORP              | TR        |     1700000 | PA      | $1511898.40   | 0.04%             | 2024-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $303750.00    | 0.01%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |      425000 | PA      | $16354.34     | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      627000 | PA      | $645347.46    | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4384000 | PA      | $4105221.70   | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | CommScope Inc                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2608440.00   | 0.07%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seattle SpinCo Inc                                                              | Seattle SpinCo Inc                                                              | CUSIP: N/A<br>LEI: 213800AAQDP1DDU8BK05       | Long             | LON              | CORP              | US        |     4088339 | PA      | $3791934.31   | 0.11%             | 2024-06-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Oil India Ltd                                                                   | Oil India Ltd                                                                   | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1977300.00   | 0.06%             | 2029-02-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co                                                             | Allegiant Travel Co                                                             | CUSIP: N/A<br>LEI: 549300JM9OZXOHWL2K18       | Long             | LON              | CORP              | US        |      497429 | PA      | $488415.88    | 0.01%             | 2024-02-05      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                   | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15800000 | PA      | $1250193.96   | 0.03%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Birkenstock US BidCo Inc                                                        | Birkenstock US BidCo Inc                                                        | CUSIP: N/A<br>LEI: 5299000ZMFOERHT5OW39       | Long             | LON              | CORP              | US        |     1243719 | PA      | $1161322.23   | 0.03%             | 2028-04-27      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    16600000 | PA      | $2911972.73   | 0.08%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      812000 | PA      | $745018.65    | 0.02%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                               | UAE INTERNATIONAL GOVERNMENT BOND                                               | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      400000 | PA      | $434056.00    | 0.01%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     9128700 | PA      | $482799.48    | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      505000 | PA      | $467562.33    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     3243000 | PA      | $3133059.71   | 0.09%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vision Solutions Inc                                                            | Vision Solutions Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      739350 | PA      | $681680.64    | 0.02%             | 2028-04-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| International Bank of Azerbaijan OJSC                                           | International Bank of Azerbaijan OJSC                                           | CUSIP: N/A<br>LEI: 549300Y3ZQ0BCCDJGI40       | Long             | DBT              | CORP              | AZ        |     2407000 | PA      | $2262580.00   | 0.06%             | 2024-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2825000 | PA      | $2677619.75   | 0.07%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1082000 | PA      | $879395.50    | 0.02%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                           | Bahamas Government International Bond                                           | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     1800000 | PA      | $1146468.29   | 0.03%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2446410.63   | 0.07%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      400000 | PA      | $398000.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                    | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     3783000 | PA      | $3707958.60   | 0.10%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      919000 | PA      | $908596.08    | 0.03%             | 2025-06-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings Inc                                                         | Cyxtera DC Holdings Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1040000 | PA      | $999325.60    | 0.03%             | 2024-03-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5085000 | PA      | $4746738.68   | 0.13%             | N/A             | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd            | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd            | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1950000 | PA      | $1895575.50   | 0.05%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2351875.00   | 0.07%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $90453.86     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      162000 | PA      | $178342.23    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1941314.85   | 0.05%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                   | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $931017.43    | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1200000 | PA      | $1016538.35   | 0.03%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2917000 | PA      | $2893745.30   | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                  | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DAA7<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    14133000 | PA      | $1371968.04   | 0.04%             | 2061-09-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | Applied Systems Inc                                                             | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |     2678596 | PA      | $2601104.53   | 0.07%             | 2025-09-19      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                                               | Rakuten Group Inc                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1111985.53   | 0.03%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings Inc                                                            | Equinox Holdings Inc                                                            | CUSIP: N/A<br>LEI: 549300W05QKLNGQIIA73       | Long             | LON              | CORP              | US        |     1243473 | PA      | $885327.61    | 0.02%             | 2024-03-08      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |        6332 | NS      | $167798.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IGT Holding IV AB                                                               | IGT Holding IV AB                                                               | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |      743703 | PA      | $719532.44    | 0.02%             | 2028-03-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB                                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2800000 | PA      | $2817500.00   | 0.08%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                               | Benchmark 2022-B32 Mortgage Trust                                               | CUSIP: 08163NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2130000 | PA      | $1304180.68   | 0.04%             | 2055-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                             | JPMBB Commercial Mortgage Securities Trust 2014-C21                             | CUSIP: 46642EBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    31159793 | PA      | $412141.23    | 0.01%             | 2047-08-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | Sirius XM Radio Inc                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1021900.00   | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3459000 | PA      | $3105306.11   | 0.09%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1012.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1891000 | PA      | $1851532.86   | 0.05%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2431000 | PA      | $2424189.19   | 0.07%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     1450000 | PA      | $1393145.12   | 0.04%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      550000 | PA      | $702035.92    | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR Corp                                                                        | NCR Corp                                                                        | CUSIP: N/A<br>LEI: 549300YKTY8JX1DV2R67       | Long             | LON              | CORP              | US        |      746164 | PA      | $726890.27    | 0.02%             | 2026-08-28      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2271135.00   | 0.06%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |     1027500 | PA      | $161831.25    | 0.00%             | 2020-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |      994885 | PA      | $966281.98    | 0.03%             | 2026-05-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1475000 | PA      | $1395718.75   | 0.04%             | 2028-03-24      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC                                                            | RP Escrow Issuer LLC                                                            | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2382791.99   | 0.07%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                 | BANK 2021-BNK38                                                                 | CUSIP: 06540EBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $1851356.10   | 0.05%             | 2064-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | Altice France SA/France                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $505937.06    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                            | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3438922.50   | 0.10%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      821000 | PA      | $766214.75    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4942.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    12600000 | PA      | $2786950.79   | 0.08%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co                                                            | Stillwater Mining Co                                                            | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2141750.00   | 0.06%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $216.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAB de CV                                       | Infraestructura Energetica Nova SAB de CV                                       | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      450000 | PA      | $327631.23    | 0.01%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      863000 | PA      | $826580.24    | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |      750000 | PA      | $589455.00    | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Travelport Finance Luxembourg Sarl                                              | Travelport Finance Luxembourg Sarl                                              | CUSIP: N/A<br>LEI: 2221005SGFWYZHL40F77       | Long             | LON              | CORP              | LU        |     1751300 | PA      | $1699426.18   | 0.05%             | 2025-02-28      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2100000 | PA      | $1827057.92   | 0.05%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5561000 | PA      | $2852444.33   | 0.08%             | 2063-01-15      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4798000 | PA      | $4537300.24   | 0.13%             | 2026-03-13      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1317126.63   | 0.04%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $506.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      870000 | PA      | $806044.38    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2489971.75   | 0.07%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                | Pampa Energia SA                                                                | CUSIP: 697660AA6<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |      360000 | PA      | $292500.00    | 0.01%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Holdings Inc                                                      | Driven Brands Holdings Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1496250 | PA      | $1443881.25   | 0.04%             | 2028-11-17      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1244250.00   | 0.03%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    38002286 | PA      | $1462358.75   | 0.04%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | Melco Resorts Finance Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $701740.43    | 0.02%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                      | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1105990.40   | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     6000000 | PA      | $6075864.84   | 0.17%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      720000 | PA      | $533563.69    | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                 | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      656000 | PA      | $659964.37    | 0.02%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9609600.00   | 0.27%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                 | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $997707.78    | 0.03%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Co                                                             | Century Aluminum Co                                                             | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $8470740.50   | 0.24%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                         | New Fortress Energy Inc                                                         | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1635218.75   | 0.05%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northwest Acquisitions ULC / Dominion Finco Inc                                 | Northwest Acquisitions ULC / Dominion Finco Inc                                 | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    19888000 | PA      | $198.88       | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      668000 | PA      | $623028.84    | 0.02%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                             | White Cap Buyer LLC                                                             | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1248035.46   | 0.03%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6113000 | PA      | $1260460.77   | 0.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1007120.00   | 0.03%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3965000 | PA      | $3972434.38   | 0.11%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1118256.25   | 0.03%             | 2050-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $961695.78    | 0.03%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                  | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      767000 | PA      | $652458.01    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G Global Funding                                                              | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1519914.94   | 0.04%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                            | Georgian Railway JSC                                                            | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     1300000 | PA      | $1092000.00   | 0.03%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cosan Luxembourg SA                                                             | Cosan Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 222100ZY943WERK7RZ38       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $508125.00    | 0.01%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $785019.31    | 0.02%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                               | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15995000 | PA      | $1316948.33   | 0.04%             | 2054-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1333000 | PA      | $1149796.92   | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing Inc                                                           | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $114255.00    | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | Kaisa Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $34506.13     | 0.00%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1206729.28   | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                 | Bank 2019-BNK19                                                                 | CUSIP: 06540WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17013666 | PA      | $960006.31    | 0.03%             | 2061-08-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                   | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69943623 | PA      | $3269451.71   | 0.09%             | 2050-09-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                             | Clydesdale Acquisition Holdings Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      180000 | PA      | $172575.00    | 0.00%             | 2029-03-30      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                | Benchmark 2018-B7 Mortgage Trust                                                | CUSIP: 08162TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16962000 | PA      | $1659512.89   | 0.05%             | 2053-05-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                         | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                         | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      500000 | PA      | $343500.00    | 0.01%             | 2031-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                         | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41445551 | PA      | $1510748.36   | 0.04%             | 2049-11-10      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11280000 | PA      | $424231.78    | 0.01%             | 2052-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |      380000 | PA      | $370598.80    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       30863 | NS      | $786389.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NortonLifeLock Inc                                                              | NortonLifeLock Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4000000 | PA      | $3890000.00   | 0.11%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $700602.27    | 0.02%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30260000 | PA      | $1919028.68   | 0.05%             | 2051-01-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3500000 | PA      | $3337355.00   | 0.09%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2381000 | PA      | $1976054.45   | 0.06%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      800000 | PA      | $788930.54    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10819.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dairy Farmers of America Inc                                                    | Dairy Farmers of America Inc                                                    | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |       10000 | NS      | $990660.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                  | CUSIP: 74460W644<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       38030 | NS      | $1010457.10   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    12044915 | PA      | $463498.09    | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     4046000 | PA      | $3631814.74   | 0.10%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28288.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5759000 | PA      | $5471313.70   | 0.15%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Comstock Resources Inc                                                          | Comstock Resources Inc                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5707584.00   | 0.16%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | Performance Food Group Inc                                                      | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6503706.00   | 0.18%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347701.85    | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $872635.27    | 0.02%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3897000 | PA      | $3518065.54   | 0.10%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                             | Minejesa Capital BV                                                             | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $1919085.00   | 0.05%             | 2030-08-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      373000 | PA      | $368885.41    | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                           | Genesee & Wyoming Inc                                                           | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | LON              | CORP              | US        |      497455 | PA      | $487715.30    | 0.01%             | 2026-12-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                            | LLPL Capital Pte Ltd                                                            | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      740945 | PA      | $699059.38    | 0.02%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9703500 | PA      | $535958.27    | 0.01%             | 2063-01-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology Inc                                                         | Riverbed Technology Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1262671 | PA      | $578467.39    | 0.02%             | 2026-12-08      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC                                                        | WideOpenWest Finance LLC                                                        | CUSIP: N/A<br>LEI: 54930045JY28O5B5WE54       | Long             | LON              | CORP              | US        |      497500 | PA      | $487550.00    | 0.01%             | 2028-12-08      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1146413.54   | 0.03%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | Trust Fibra Uno                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     1300000 | PA      | $1074669.35   | 0.03%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | Eyecare Partners LLC                                                            | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     6544038 | PA      | $6053234.69   | 0.17%             | 2029-10-14      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      800000 | PA      | $599432.00    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22064.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2028458.53   | 0.06%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     9918000 | PA      | $1538022.65   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      663000 | PA      | $666115.17    | 0.02%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                              | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      891000 | PA      | $733645.27    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-29109.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5571041.25   | 0.16%             | N/A             | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                 | BANK 2021-BNK35                                                                 | CUSIP: 06540CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3707000 | PA      | $1905079.94   | 0.05%             | 2064-06-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     4055000 | PA      | $3949735.04   | 0.11%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                               | Kosmos Energy Ltd                                                               | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2112000.00   | 0.06%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      200000 | PA      | $180265.60    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | Nationwide Building Society                                                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2674737.07   | 0.07%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    33690000 | PA      | $1143663.45   | 0.03%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc/TX                                                            | Rent-A-Center Inc/TX                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $3906430.95   | 0.11%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $768400.76    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11514000 | PA      | $755854.95    | 0.02%             | 2053-01-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing Inc                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1548601.47   | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                                                  | Absa Group Ltd                                                                  | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | DBT              | CORP              | ZA        |     1300000 | PA      | $1179750.00   | 0.03%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                             | Altice Financing SA                                                             | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      744110 | PA      | $710811.03    | 0.02%             | 2025-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                            | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                            | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4230776.00   | 0.12%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      820000 | PA      | $635734.65    | 0.02%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     3826000 | PA      | $3643258.11   | 0.10%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                | CSN Resources SA                                                                | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $557905.86    | 0.02%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                  | Czech Republic Government Bond                                                  | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    34000000 | PA      | $1285378.85   | 0.04%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp                                                                         | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       33040 | NS      | $880846.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $594114.00    | 0.02%             | 2025-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: 71644EAG7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      794000 | PA      | $855255.23    | 0.02%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                  | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20342500 | PA      | $1434009.96   | 0.04%             | 2050-12-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Utex Industries - Warrants                                                      | Utex Industries - Warrants                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       53725 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1815082.50   | 0.05%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                      | CommScope Technologies LLC                                                      | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $2768525.00   | 0.08%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                    | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1130743.75   | 0.03%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                          | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16430000 | PA      | $1481744.48   | 0.04%             | 2052-05-10      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8954886.48   | 0.25%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      677000 | PA      | $670123.43    | 0.02%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1789672.50   | 0.05%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    26700000 | PA      | $22237692.81  | 0.62%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC18                                 | Wells Fargo Commercial Mortgage Trust 2014-LC18                                 | CUSIP: 94989AAX3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    66128715 | PA      | $1201532.29   | 0.03%             | 2047-12-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     8100000 | PA      | $6162804.00   | 0.17%             | 2081-06-04      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co                                                               | Levi Strauss & Co                                                               | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |      200000 | PA      | $197081.45    | 0.01%             | 2027-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | Freeport Indonesia PT                                                           | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $707118.66    | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    36991100 | PA      | $1795870.68   | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      795000 | PA      | $558417.54    | 0.02%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                  | Office Properties Income Trust                                                  | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      677000 | PA      | $482078.88    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service Inc                                                       | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     4546000 | PA      | $4478159.45   | 0.12%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                    | Organon & Co                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |     2396283 | PA      | $2351353.17   | 0.07%             | 2028-06-02      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Powerlong Real Estate Holdings Ltd                                              | Powerlong Real Estate Holdings Ltd                                              | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $46375.00     | 0.00%             | 2023-07-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | Country Garden Holdings Co Ltd                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      410000 | PA      | $148124.46    | 0.00%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                               | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24240000 | PA      | $1940971.94   | 0.05%             | 2054-02-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                        | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29572631 | PA      | $2020490.85   | 0.06%             | 2052-09-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Controller