# EDGAR Filing Document

**Accession Number:** 0001396167
**File Stem:** 0001752724-23-010143
**Filing Date:** 2023-1
**Character Count:** 191851
**Document Hash:** 10314dab3952bbe2a514420677265f2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010143.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-010143

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Delaware Enhanced Global Dividend & Income Fund
- **CENTRAL INDEX KEY:** 0001396167
- **IRS NUMBER:** 260161937
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22050
- **FILM NUMBER:** 23549182

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 18005231918

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Delaware Investments Enhanced Global Dividend & Income Fund
- **DATE OF NAME CHANGE:** 20070411

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Delaware Enhanced Global Dividend & Income Fund

- **b. Investment Company Act file number:** 811-22050

- **c. CIK number of Registrant:** 0001396167

- **d. LEI of Registrant:** A2NJVV301U26XNED1002

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 800-523-1918

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

- **a. Name of Series:** Delaware Enhanced Global Dividend & Income Fund

- **b. EDGAR series identifier (if any):** S000000000

- **c. LEI of Series:** A2NJVV301U26XNED1002

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $94015028.99

**Total Liabilities:** $512126.85

**Net Assets:** $93502902.14

**Cash Not Reported:** $103666.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16.40111000 | **1-Year:** 473.65183000 | **5-Year:** 2362.43900000 | **10-Year:** 1988.21265000 | **30-Year:** 81.10858000

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

- **3-Month:** 18.24616000 | **1-Year:** 2900.11851000 | **5-Year:** 11687.87991000 | **10-Year:** 3259.70940000 | **30-Year:** 118.09986000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -11.21%              | 5.56%                | 8.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-124283.29              | $-8382384.12                               |
| Month 2  | $-88882.53               | $4884466.73                                |
| Month 3  | $143642.01               | $7158775.55                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Ally Financial Inc                             | Ally Financial Inc                                                        | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      1469 | NS      | $39677.69     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard FTSE Developed Markets ETF            | Vanguard FTSE Developed Markets ETF                                       | CUSIP: 921943858<br>LEI: N/A                  | Long             | EC               | RF                | US        |       170 | NS      | $7379.70      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TIM SA/Brazil                                  | TIM SA/Brazil                                                             | CUSIP: 88706T108<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      3015 | NS      | $37566.90     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                                             | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     75240 | NS      | $2192652.45   | 2.35%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                    | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $305688.00    | 0.33%             | 2047-09-27      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      2315 | NS      | $185848.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Tractor Supply Co                              | Tractor Supply Co                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |       686 | NS      | $155248.66    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| The Bank of New York Mellon                    | USD/CHF FORWARD                                                           | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-348.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    245000 | PA      | $198691.33    | 0.21%             | 2030-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Nestle SA                                      | Nestle SA                                                                 | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     18090 | NS      | $2153136.99   | 2.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleo Brasileiro SA                         | Petroleo Brasileiro SA                                                    | CUSIP: 71654V408<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      7879 | NS      | $92105.51     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                        | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    270000 | PA      | $221428.65    | 0.24%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Evercore Inc                                   | Evercore Inc                                                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       331 | NS      | $38124.58     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group Inc/O                 | American Financial Group Inc/OH                                           | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |       989 | NS      | $140655.58    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       900 | NS      | $134244.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                             | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $85236.13     | 0.09%             | 2043-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| S&P Global Inc                                 | S&P Global Inc                                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       162 | NS      | $57153.60     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                               | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    639000 | PA      | $522324.99    | 0.56%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                         | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310547.25    | 0.33%             | 2028-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Rithm Capital Corp                             | Rithm Capital Corp                                                        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      2908 | NS      | $26317.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| ANTA Sports Products Ltd                       | ANTA Sports Products Ltd                                                  | CUSIP: 000000000<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | CN        |      8600 | NS      | $102213.12    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                           | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    285000 | PA      | $250657.50    | 0.27%             | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                        | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |      9346 | NS      | $51029.16     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc                                                     | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2886 | NS      | $122655.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                        | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164289.74    | 0.18%             | 2031-04-27      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ULTRATECH CEMENT LTD                           | UltraTech Cement Ltd                                                      | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $162714.38    | 0.17%             | 2031-02-16      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    191000 | PA      | $159150.96    | 0.17%             | 2031-11-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $281945.22    | 0.30%             | 2027-01-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| APA Corp                                       | APA Corp                                                                  | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      1928 | NS      | $90326.80     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                 | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    382000 | PA      | $322047.05    | 0.34%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190881.65    | 0.20%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| LEVI STRAUSS & CO                              | Levi Strauss & Co                                                         | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    262000 | PA      | $215419.49    | 0.23%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       683 | NS      | $69802.60     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| EL PASO ENERGY CAP TRST                        | El Paso Energy Capital Trust I                                            | CUSIP: 283678209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8410 | NS      | $385598.50    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| DuPont de Nemours Inc                          | DuPont de Nemours Inc                                                     | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |      3500 | NS      | $246785.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                                                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      6200 | NS      | $290222.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| Masco Corp                                     | Masco Corp                                                                | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       783 | NS      | $39760.74     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                    | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $171400.00    | 0.18%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Equity Residential                             | Equity Residential                                                        | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      3500 | NS      | $227010.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                    | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    217000 | PA      | $133919.71    | 0.14%             | 2042-02-22      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                    | CUSIP: 21989TAA5<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $200690.00    | 0.21%             | 2025-11-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                      | Alibaba Group Holding Ltd                                                 | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      4700 | NS      | $51150.86     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| PAKISTAN WATER & POWER                         | Pakistan Water & Power Development Authority                              | CUSIP: 000000000<br>LEI: 213800UA74QOTK6IES10 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $62514.00     | 0.07%             | 2031-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      5400 | NS      | $245106.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                             | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    233000 | PA      | $232149.55    | 0.25%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Ameriprise Financial Inc                       | Ameriprise Financial Inc                                                  | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |       390 | NS      | $129460.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3030.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUROPEAN INVESTMENT BANK                       | European Investment Bank                                                  | CUSIP: 000000000<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4734000 | PA      | $241288.26    | 0.26%             | 2023-01-23      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CENTRAL AMERICAN BANK                          | Central American Bank for Economic Integration                            | CUSIP: 15238PAF3<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $185221.20    | 0.20%             | 2025-05-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PING AN                                        | Ping An Insurance Group Co of China Ltd                                   | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |     16000 | NS      | $98784.13     | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Swatch Group AG/The                            | Swatch Group AG/The                                                       | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |      5210 | NS      | $1394127.73   | 1.49%             |  |  |  | No            | 2                  | On Loan: No      |
| RUTAS 2 AND 7 FINANCE                          | Rutas 2 and 7 Finance Ltd                                                 | CUSIP: 78319MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    186667 | PA      | $116036.66    | 0.12%             | 2036-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                       | Development Bank of Kazakhstan JSC                                        | CUSIP: 25159XAC7<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        | 100000000 | PA      | $171797.03    | 0.18%             | 2026-05-06      | Fixed         | 10.95%                | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                          | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    480000 | PA      | $347092.80    | 0.37%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| USI INC/NY                                     | USI Inc/NY                                                                | CUSIP: 91739VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    632000 | PA      | $620254.79    | 0.66%             | 2025-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| 1375209 BC LTD                                 | 1375209 BC Ltd                                                            | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     78000 | PA      | $77025.00     | 0.08%             | 2028-01-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information                  | Fidelity National Information Services Inc                                | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      3000 | NS      | $217740.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| JD.com Inc                                     | JD.com Inc                                                                | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      5540 | NS      | $316777.20    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                 | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    310000 | PA      | $281714.05    | 0.30%             | 2030-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                      | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $247867.51    | 0.27%             | 2030-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL                               | Bangkok Bank PCL                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | EC               | CORP              | TH        |     14400 | NS      | $58800.51     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Seven & i Holdings Co Ltd                      | Seven & i Holdings Co Ltd                                                 | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |     12100 | NS      | $492337.51    | 0.53%             |  |  |  | No            | 2                  | On Loan: No      |
| Cardinal Health Inc                            | Cardinal Health Inc                                                       | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |      2700 | NS      | $216459.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF SENEGAL                            | Senegal Government International Bond                                     | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    300000 | PA      | $251940.00    | 0.27%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $220979.06    | 0.24%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                  | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77235.66     | 0.08%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                      | CUSIP: 16115QAD2<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    175000 | PA      | $430237.50    | 0.46%             | 2024-11-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TRANSMANTARO                                   | Consorcio Transmantaro SA                                                 | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $179983.00    | 0.19%             | 2038-04-11      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                         | Goodyear Tire & Rubber Co/The                                             | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    220000 | PA      | $188853.50    | 0.20%             | 2031-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    499016 | NS      | $499016.00    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                            | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    499016 | NS      | $499016.00    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| AMC NETWORKS INC                               | AMC Networks Inc                                                          | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    655000 | PA      | $488996.80    | 0.52%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Rosneft Oil Co PJSC                            | Rosneft Oil Co PJSC                                                       | CUSIP: 000000000<br>LEI: 253400JT3MQWNDKMJE44 | Long             | EC               | CORP              | RU        |     24551 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142324.64    | 0.15%             | 2026-04-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| EQT Corp                                       | EQT Corp                                                                  | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      1857 | NS      | $78755.37     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    154000 | PA      | $126472.50    | 0.14%             | 2030-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                   | CUSIP: 19767QAQ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165652.11    | 0.18%             | 2025-09-15      | Fixed         | 7.58%                 | No            | 2                  | On Loan: No      |
| Sberbank of Russia PJSC                        | Sberbank of Russia PJSC                                                   | CUSIP: 000000000<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |     27428 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                             | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $174878.26    | 0.19%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CNTL AMR BOTTLING CORP                         | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $180531.00    | 0.19%             | 2029-04-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENN ENERGY HOLDINGS LTD                        | ENN Energy Holdings Ltd                                                   | CUSIP: 29336EAA1<br>LEI: 549300V7BXPWT6WIPR03 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $193226.00    | 0.21%             | 2027-05-17      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145918.55    | 0.16%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Robert Half International Inc                  | Robert Half International Inc                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       270 | NS      | $21270.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                                                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |      6420 | NS      | $94117.20     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CHEGG INC                                      | Chegg Inc                                                                 | CUSIP: 163092AF6<br>LEI: 549300AKX7O8JG0O3G77 | Long             | DBT              | CORP              | US        |    706000 | PA      | $562583.80    | 0.60%             | 2026-09-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                | Sealed Air Corp                                                           | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200167.15    | 0.21%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC               | AMERICAN INTERNATIONAL GROUP INC                                          | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4500 | NS      | $283995.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Intertek Group PLC                             | Intertek Group PLC                                                        | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |     22180 | NS      | $1087477.33   | 1.16%             |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                       | CHS/Community Health Systems Inc                                          | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    180000 | PA      | $132110.10    | 0.14%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    290000 | PA      | $259770.02    | 0.28%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                  | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    580000 | PA      | $548868.96    | 0.59%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| 2020 MANDATORY EXCHANGE                        | 2020 Mandatory Exchangeable Trust                                         | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       223 | NS      | $227011.77    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Philip Morris International In                 | Philip Morris International Inc                                           | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      1807 | NS      | $180103.69    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    495000 | PA      | $457256.25    | 0.49%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                     | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $193011.76    | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CP ATLAS BUYER INC                             | CP Atlas Buyer Inc                                                        | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $84329.50     | 0.09%             | 2028-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $201931.20    | 0.22%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    499016 | NS      | $499016.00    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris Inc                                    | Viatris Inc                                                               | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |     11886 | NS      | $131102.58    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Fidelity National Financial In                 | Fidelity National Financial Inc                                           | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |       908 | NS      | $36646.88     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                     | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $183907.50    | 0.20%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ethan Allen Interiors Inc                      | Ethan Allen Interiors Inc                                                 | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $32546.80     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                       | Scientific Games International Inc                                        | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186368.63    | 0.20%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Grupo Financiero Banorte SAB d                 | Grupo Financiero Banorte SAB de CV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      8076 | NS      | $64816.45     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Vector Group Ltd                               | Vector Group Ltd                                                          | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      2186 | NS      | $24264.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VISHAY INTERTECHNOLOGY                         | Vishay Intertechnology Inc                                                | CUSIP: 928298AP3<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279471.00    | 0.30%             | 2025-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       563 | NS      | $54352.02     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $249296.12    | 0.27%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Carlyle Group Inc/The                          | Carlyle Group Inc/The                                                     | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      1989 | NS      | $61997.13     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ON SEMICONDUCTOR CORP                          | ON Semiconductor Corp                                                     | CUSIP: 682189AP0<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    172000 | PA      | $623586.00    | 0.67%             | 2023-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Kao Corp                                       | Kao Corp                                                                  | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     32800 | NS      | $1312737.81   | 1.40%             |  |  |  | No            | 2                  | On Loan: No      |
| Best Buy Co Inc                                | Best Buy Co Inc                                                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1301 | NS      | $110975.30    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                       | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    490000 | PA      | $433561.80    | 0.46%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                | Madison IAQ LLC                                                           | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    240000 | PA      | $177837.60    | 0.19%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $29404.32     | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $15114.60     | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                 | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529474.79    | 0.57%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ORMAT TECHNOLOGIES INC                         | Ormat Technologies Inc                                                    | CUSIP: 686688AA0<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |    302000 | PA      | $359682.00    | 0.38%             | 2027-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Securitas AB                                   | Securitas AB                                                              | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |    194500 | NS      | $1595458.10   | 1.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Sohu.com Ltd                                   | Sohu.com Ltd                                                              | CUSIP: 83410S108<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2260 | NS      | $33402.80     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| PARATEK PHARMACEUTICALS                        | Paratek Pharmaceuticals Inc                                               | CUSIP: 699374AB0<br>LEI: 5493007V5QDIWECEYV79 | Long             | DBT              | CORP              | US        |    709000 | PA      | $628812.10    | 0.67%             | 2024-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                     | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $98434.35     | 0.11%             | 2025-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       974 | NS      | $164830.02    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                         | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    565000 | PA      | $473780.75    | 0.51%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                       | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp              | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $341865.00    | 0.37%             | 2027-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Invesco Ltd                                    | Invesco Ltd                                                               | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |      4949 | NS      | $94575.39     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $340425.27    | 0.36%             | 2025-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                            | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $201898.20    | 0.22%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                  | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    265000 | PA      | $223497.03    | 0.24%             | 2031-11-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc                                                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2701 | NS      | $75384.91     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| TEREX CORP                                     | Terex Corp                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    330000 | PA      | $298976.70    | 0.32%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BLACKSTONE MORTGAGE TR                         | Blackstone Mortgage Trust Inc                                             | CUSIP: 09257WAC4<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    378000 | PA      | $379890.00    | 0.41%             | 2023-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                               | Boyd Gaming Corp                                                          | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48060.65     | 0.05%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                       | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    250000 | PA      | $213984.60    | 0.23%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                   | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    400000 | PA      | $364999.92    | 0.39%             | 2030-05-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $194261.08    | 0.21%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Brasil SA                           | Telefonica Brasil SA                                                      | CUSIP: 87936R205<br>LEI: 529900MTGG2HSDBIWG79 | Long             | EC               | CORP              | BR        |      4970 | NS      | $36330.70     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SERVICE CORP INTL                              | Service Corp International/US                                             | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    515000 | PA      | $441864.85    | 0.47%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| QUOTIENT TECHNOLOGY INC                        | Quotient Technology Inc                                                   | CUSIP: 749119AB9<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | DBT              | CORP              | US        |    260000 | PA      | $261281.85    | 0.28%             | 2022-12-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      2709 | NS      | $436636.62    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                 | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $161959.00    | 0.17%             | 2031-10-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $261559.40    | 0.28%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PDC ENERGY INC                                 | PDC Energy Inc                                                            | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    328000 | PA      | $313705.76    | 0.34%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                     | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    600000 | PA      | $517716.00    | 0.55%             | 2027-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| CONMED CORP                                    | CONMED Corp                                                               | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |    455000 | PA      | $405632.50    | 0.43%             | 2027-06-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                       | New Mountain Finance Corp                                                 | CUSIP: 647551AD2<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122026.28    | 0.13%             | 2025-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                      | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       487 | NS      | $236287.53    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| COLLEGIUM PHARMA INC                           | Collegium Pharmaceutical Inc                                              | CUSIP: 19459JAA2<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |    288000 | PA      | $285419.84    | 0.31%             | 2026-02-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                        | Sensata Technologies BV                                                   | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $74087.86     | 0.08%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $116401.85    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                             | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    200000 | PA      | $166698.92    | 0.18%             | 2028-03-10      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                           | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $382392.00    | 0.41%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MERCK & CO INC                                 | MERCK & CO INC                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4704 | NS      | $518004.48    | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Conagra Brands Inc                             | Conagra Brands Inc                                                        | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      7300 | NS      | $277254.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       950 | NS      | $523478.50    | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Boise Cascade Co                               | Boise Cascade Co                                                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1138 | NS      | $84257.52     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| LSF9 ATL HLDG/VICTRA FIN                       | LSF9 Atlantis Holdings LLC / Victra Finance Corp                          | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $256940.11    | 0.27%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                           | Tencent Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | CN        |     12000 | NS      | $453795.79    | 0.49%             |  |  |  | No            | 2                  | On Loan: No      |
| Fresenius Medical Care AG & Co                 | Fresenius Medical Care AG & Co KGaA                                       | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     23050 | NS      | $720929.07    | 0.77%             |  |  |  | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                       | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66985.89     | 0.07%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SK Square Co Ltd                               | SK Square Co Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      7074 | NS      | $204952.41    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                               | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115654.34    | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Orange SA                                      | Orange SA                                                                 | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     60220 | NS      | $611904.95    | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| CUMULUS MEDIA NEW HLDGS                        | Cumulus Media New Holdings Inc                                            | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159524.00    | 0.17%             | 2026-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                       | Weatherford International Ltd                                             | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    135000 | PA      | $129626.33    | 0.14%             | 2030-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      7310 | NS      | $253657.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Materials Inc                          | Applied Materials Inc                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       583 | NS      | $63896.80     | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                           | Edison International                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      3600 | NS      | $239976.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      1705 | NS      | $149750.15    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| INTEGRA LIFESCIENCES HLD                       | Integra LifeSciences Holdings Corp                                        | CUSIP: 457985AM1<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | DBT              | CORP              | US        |    462000 | PA      | $447447.00    | 0.48%             | 2025-08-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Kunlun Energy Co Ltd                           | Kunlun Energy Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5299007GRIKP15GM4927 | Long             | EC               | CORP              | HK        |     52000 | NS      | $40343.96     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANCO NACIONAL DE PANAMA                       | Banco Nacional de Panama                                                  | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $154900.00    | 0.17%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| IVANHOE MINES LTD                              | Ivanhoe Mines Ltd                                                         | CUSIP: 46579RAA2<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    189000 | PA      | $256374.10    | 0.27%             | 2026-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                        | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269685.53    | 0.29%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $103811.41    | 0.11%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KOPPERS INC                                    | Koppers Inc                                                               | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |    394000 | PA      | $367552.75    | 0.39%             | 2025-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SK Hynix Inc                                   | SK Hynix Inc                                                              | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |      8762 | NS      | $578292.26    | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Bradesco SA                              | Banco Bradesco SA                                                         | CUSIP: 059460303<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EC               | CORP              | BR        |     14732 | NS      | $43754.04     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Akbank TAS                                     | Akbank TAS                                                                | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | EC               | CORP              | TR        |     36846 | NS      | $34220.64     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MediaTek Inc                                   | MediaTek Inc                                                              | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     17000 | NS      | $410784.76    | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander Brasil SA                      | Banco Santander Brasil SA                                                 | CUSIP: 05967A107<br>LEI: 549300D1H731B30TSI43 | Long             | EC               | CORP              | BR        |      5102 | NS      | $27193.66     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HP Inc                                         | HP Inc                                                                    | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      4289 | NS      | $128841.56    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                             | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    400000 | PA      | $337782.00    | 0.36%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                               | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    240000 | PA      | $208920.00    | 0.22%             | 2027-09-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp                        | Marathon Petroleum Corp                                                   | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      1491 | NS      | $181618.71    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Principal Financial Group Inc                  | Principal Financial Group Inc                                             | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      2105 | NS      | $188776.40    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161813.89    | 0.17%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $30761.43     | 0.03%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| General Mills Inc                              | General Mills Inc                                                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      2100 | NS      | $179130.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI Properties Inc                            | VICI Properties Inc                                                       | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1305 | NS      | $44631.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| SEASPAN CORP                                   | Seaspan Corp                                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    320000 | PA      | $246931.20    | 0.26%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Weibo Corp                                     | Weibo Corp                                                                | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | CN        |       922 | NS      | $14696.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                   | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137180.63    | 0.15%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IONIS PHARMACEUTICALS IN                       | Ionis Pharmaceuticals Inc                                                 | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    362000 | PA      | $330500.61    | 0.35%             | 2024-12-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      3200 | NS      | $117248.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| BeiGene Ltd                                    | BeiGene Ltd                                                               | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | CN        |       158 | NS      | $30274.38     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan Inc                                                         | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      5248 | NS      | $100341.76    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Yum China Holdings Inc                         | Yum China Holdings Inc                                                    | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | CN        |      3550 | NS      | $199070.69    | 0.21%             |  |  |  | No            | 2                  | On Loan: No      |
| ConocoPhillips                                 | ConocoPhillips                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2304 | NS      | $284567.04    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| JAZZ INVESTMENTS I LTD                         | Jazz Investments I Ltd                                                    | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    219000 | PA      | $260199.38    | 0.28%             | 2026-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KDDI Corp                                      | KDDI Corp                                                                 | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |     18200 | NS      | $541351.32    | 0.58%             |  |  |  | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                     | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    199000 | PA      | $172930.42    | 0.18%             | 2033-03-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| H & M Hennes & Mauritz AB                      | H & M Hennes & Mauritz AB                                                 | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |     59120 | NS      | $662877.63    | 0.71%             |  |  |  | No            | 2                  | On Loan: No      |
| Tsingtao Brewery Co Ltd                        | Tsingtao Brewery Co Ltd                                                   | CUSIP: 000000000<br>LEI: 300300OJ7D0Q1ESE8L15 | Long             | EC               | CORP              | CN        |     10000 | NS      | $94665.41     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                | Murphy Oil Corp                                                           | CUSIP: 626717AN2<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479165.45    | 0.51%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                                                          | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2838 | NS      | $315982.92    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| GEOPARK LTD                                    | Geopark Ltd                                                               | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $175519.00    | 0.19%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| METINVEST BV                                   | Metinvest BV                                                              | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $113000.00    | 0.12%             | 2026-04-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| LG Uplus Corp                                  | LG Uplus Corp                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      5829 | NS      | $53884.82     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $103000.00    | 0.11%             | 2026-04-03      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                          | HUB International Ltd                                                     | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    305000 | PA      | $267617.55    | 0.29%             | 2029-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SK Telecom Co Ltd                              | SK Telecom Co Ltd                                                         | CUSIP: 000000000<br>LEI: 9884003WEA1PHW006037 | Long             | EC               | CORP              | KR        |      5509 | NS      | $210034.32    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                       | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp        | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $279832.62    | 0.30%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| iShares MSCI EAFE ETF                          | iShares MSCI EAFE ETF                                                     | CUSIP: 464287465<br>LEI: 549300O0XO3KDQV68404 | Long             | EC               | RF                | US        |       110 | NS      | $7383.20      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Smith & Nephew PLC                             | Smith & Nephew PLC                                                        | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |    141460 | NS      | $1864612.18   | 1.99%             |  |  |  | No            | 2                  | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        98 | NS      | $29491.14     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| IBM                                            | International Business Machines Corp                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1800 | NS      | $268020.00    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Electronics Co Ltd                     | Samsung Electronics Co Ltd                                                | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |     16308 | NS      | $783582.30    | 0.84%             |  |  |  | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                      | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    215000 | PA      | $186601.73    | 0.20%             | 2031-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Fomento Economico Mexicano SAB                 | Fomento Economico Mexicano SAB de CV                                      | CUSIP: 344419106<br>LEI: 549300A8MDWDJNMLV153 | Long             | EC               | CORP              | MX        |       639 | NS      | $51036.93     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                              | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $450349.48    | 0.48%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LG Electronics Inc                             | LG Electronics Inc                                                        | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | EC               | CORP              | KR        |       616 | NS      | $46483.14     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Corp                                    | Vistra Corp                                                               | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      3755 | NS      | $91359.15     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                          | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    226542 | PA      | $191918.74    | 0.21%             | 2034-03-31      | Fixed         | 2.16%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    124017 | PA      | $115585.64    | 0.12%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LEVERAGE SEC G3                                | LEVERAGE SEC G3                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | CORP              | US        | -34100000 | PA      | $-34100000.00 | -36.47%           | 2023-06-09      | Floating      | 1.10%                 | No            | N/A                | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                          | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    325000 | PA      | $205906.94    | 0.22%             | 2031-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos Inc/The                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5189 | NS      | $415379.45    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                       | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60431.95     | 0.06%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                       | Infraestructura Energetica Nova SAPI de CV                                | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $178498.20    | 0.19%             | 2028-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                 | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    500000 | PA      | $456567.00    | 0.49%             | 2029-02-20      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                  | Cable One Inc                                                             | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    541000 | PA      | $388979.00    | 0.42%             | 2028-03-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                     | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271909.50    | 0.29%             | 2035-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TSMC                                           | Taiwan Semiconductor Manufacturing Co Ltd                                 | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     56000 | NS      | $899351.80    | 0.96%             |  |  |  | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96853.13     | 0.10%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                          | Encompass Health Corp                                                     | CUSIP: 421924BT7<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    361000 | PA      | $357647.32    | 0.38%             | 2025-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                          | NESCO Holdings II Inc                                                     | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    205000 | PA      | $180597.83    | 0.19%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Iron Mountain Inc                              | Iron Mountain Inc                                                         | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |       934 | NS      | $50744.22     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Asahi Group Holdings Ltd                       | Asahi Group Holdings Ltd                                                  | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |     11400 | NS      | $365619.42    | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| Knorr-Bremse AG                                | Knorr-Bremse AG                                                           | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |     14200 | NS      | $809465.02    | 0.87%             |  |  |  | No            | 2                  | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                 | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    256000 | PA      | $251200.00    | 0.27%             | 2025-03-01      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                     | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $193011.76    | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de C                 | Sociedad Quimica y Minera de Chile SA                                     | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      1033 | NS      | $102432.28    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackstone Inc                                 | Blackstone Inc                                                            | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      1118 | NS      | $102330.54    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH NETWORK CORP                              | DISH Network Corp                                                         | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    647000 | PA      | $420550.00    | 0.45%             | 2026-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| REPAY HOLDINGS                                 | Repay Holdings Corp                                                       | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    609000 | PA      | $454070.40    | 0.49%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                   | Unilever PLC                                                              | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     28850 | NS      | $1442533.03   | 1.54%             |  |  |  | No            | 2                  | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                               | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    153000 | PA      | $149356.96    | 0.16%             | 2025-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp                            | Otis Worldwide Corp                                                       | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        67 | NS      | $5232.03      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WOLFSPEED INC                                  | Wolfspeed Inc                                                             | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175117.50    | 0.19%             | 2028-02-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       650 | NS      | $186160.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Jackson Financial Inc                          | Jackson Financial Inc                                                     | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2355 | NS      | $87959.25     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Vale SA                                        | Vale SA                                                                   | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      6381 | NS      | $105286.50    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Samsung Life Insurance Co Ltd                  | Samsung Life Insurance Co Ltd                                             | CUSIP: 000000000<br>LEI: 988400VYE6E0WYSM4S92 | Long             | EC               | CORP              | KR        |       947 | NS      | $53162.77     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                              | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62352.39     | 0.07%             | 2026-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Getnet Adquirencia e Servicos                  | Getnet Adquirencia e Servicos para Meios de Pagamento SA                  | CUSIP: 37428A103<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |       637 | NS      | $1089.27      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sitios Latinoamerica SAB de CV                 | Sitios Latinoamerica SAB de CV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |      3932 | NS      | $1752.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CASTLELAKE AVIATION FIN                        | Castlelake Aviation Finance DAC                                           | CUSIP: 14856HAA6<br>LEI: 2138006F7SMD1COVC345 | Long             | DBT              | CORP              | IE        |    320000 | PA      | $272533.06    | 0.29%             | 2027-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                  | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23064.50     | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk PT                       | Bank Central Asia Tbk PT                                                  | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |    435700 | NS      | $258840.10    | 0.28%             |  |  |  | No            | 2                  | On Loan: No      |
| F-TECH INC                                     | CENTURY COMM TRACKING                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                          | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232615.80    | 0.25%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                      | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $242412.75    | 0.26%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                    | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $234765.70    | 0.25%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VTR COMUNICACIONES SPA                         | VTR Comunicaciones SpA                                                    | CUSIP: 918367AC7<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $105935.58    | 0.11%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256500 | PA      | $255536.84    | 0.27%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Astra International Tbk PT                     | Astra International Tbk PT                                                | CUSIP: 000000000<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    308300 | NS      | $119280.95    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| SAGICOR FINANCIAL CO                           | Sagicor Financial Co Ltd                                                  | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $179082.00    | 0.19%             | 2028-05-13      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BHP Group Ltd                                  | BHP Group Ltd                                                             | CUSIP: 088606108<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       745 | NS      | $46786.00     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| JD.com Inc                                     | JD.com Inc                                                                | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |       571 | NS      | $16300.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HENGAN INT'L                                   | Hengan International Group Co Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7500 | NS      | $34570.85     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIEDAD DE TRANSMISION                        | Sociedad de Transmision Austral SA                                        | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    200000 | PA      | $170438.88    | 0.18%             | 2032-01-27      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos Inc                                                            | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       819 | NS      | $174078.45    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Liquide SA                                 | Air Liquide SA                                                            | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     13290 | NS      | $1934905.86   | 2.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Moelis & Co                                    | Moelis & Co                                                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      1042 | NS      | $45035.24     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                                                 | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | CN        |      1103 | NS      | $119785.80    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       369 | NS      | $52372.17     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Itau Unibanco Holding SA                       | Itau Unibanco Holding SA                                                  | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |     15411 | NS      | $76746.78     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| LUKOIL PJSC                                    | LUKOIL PJSC                                                               | CUSIP: 000000000<br>LEI: 549300LCJ1UJXHYBWI24 | Long             | EC               | CORP              | RU        |       916 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       130 | NS      | $71208.80     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Paychex Inc                                    | Paychex Inc                                                               | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      1222 | NS      | $151564.66    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| INTERDIGITAL INC                               | InterDigital Inc                                                          | CUSIP: 45867GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556000 | PA      | $526532.00    | 0.56%             | 2027-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                     | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $106605.00    | 0.11%             | 2028-09-30      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185394.20    | 0.20%             | 2027-10-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| iShares Trust iShares ESG Aware MSCI EAFE ETF  | iShares Trust iShares ESG Aware MSCI EAFE ETF                             | CUSIP: 46435G516<br>LEI: 549300IT2A3OM8F0BB22 | Long             | EC               | RF                | US        |      5120 | NS      | $344576.00    | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Genuine Parts Co                               | Genuine Parts Co                                                          | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |      1300 | NS      | $238329.00    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1059 | NS      | $133952.91    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                       | Prudential Financial Inc                                                  | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1429 | NS      | $154374.87    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| PETSMART INC/PETSMART FI                       | PetSmart Inc / PetSmart Finance Corp                                      | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $268608.15    | 0.29%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                      | Tesla Inc                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        90 | NS      | $17523.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       220 | NS      | $22319.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| POST HOLDINGS INC                              | Post Holdings Inc                                                         | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97609.00     | 0.10%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       248 | NS      | $117150.24    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                                                | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      1713 | NS      | $115815.93    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                     | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $456048.51    | 0.49%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                               | Boyd Gaming Corp                                                          | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    306000 | PA      | $285101.73    | 0.30%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                  | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $206717.63    | 0.22%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BBVA BANCOMER SA TEXAS                         | BBVA Bancomer SA/Texas                                                    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $173660.00    | 0.19%             | 2033-01-18      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                       | Brazil Notas do Tesouro Nacional Serie F                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $164725.42    | 0.18%             | 2033-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                    | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    433000 | PA      | $401372.77    | 0.43%             | 2026-01-23      | Fixed         | 2.39%                 | No            | 2                  | On Loan: No      |
| Dow Inc                                        | Dow Inc                                                                   | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      1485 | NS      | $75690.45     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                         | Southwestern Energy Co                                                    | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33075.00     | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                | Antofagasta PLC                                                           | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193690.00    | 0.21%             | 2032-05-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Cigna Corp                                     | Cigna Corp                                                                | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       400 | NS      | $131556.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| INEOS QUATTRO FINANCE 2                        | INEOS Quattro Finance 2 Plc                                               | CUSIP: 45674GAA2<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $356072.00    | 0.38%             | 2026-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| QATAR ENERGY                                   | Qatar Energy                                                              | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $167011.20    | 0.18%             | 2031-07-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Micron Technology Inc                          | Micron Technology Inc                                                     | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       395 | NS      | $22771.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                       | Altice France Holding SA                                                  | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $171471.05    | 0.18%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    600000 | PA      | $537000.00    | 0.57%             | 2033-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR US NEWCO INC                       | TK Elevator US Newco Inc                                                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    465000 | PA      | $422682.68    | 0.45%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                    | Honeywell International Inc                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      1300 | NS      | $285415.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                  | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $401433.98    | 0.43%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                        | BioMarin Pharmaceutical Inc                                               | CUSIP: 09061GAH4<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    246000 | PA      | $259980.84    | 0.28%             | 2024-08-01      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| FIPT 07-B JPM CLASS B                          | Fixed Income Pass-Through Trust 2007-C                                    | CUSIP: 33832QAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500.00       | 0.00%             | 2087-01-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                       | Midcap Financial Issuer Trust                                             | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $179115.68    | 0.19%             | 2028-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2419 | NS      | $617183.66    | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| BRF SA                                         | BRF SA                                                                    | CUSIP: 10552T107<br>LEI: 254900MTXR9LUVQFU480 | Long             | EC               | CORP              | BR        |     10989 | NS      | $19999.98     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125465.00    | 0.13%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| PANAMA BONOS DEL                               | Panama Bonos del Tesoro                                                   | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $164870.00    | 0.18%             | 2031-06-30      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                       | Consolidated Communications Inc                                           | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169186.50    | 0.18%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $220260.45    | 0.24%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                       | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    327000 | PA      | $308031.35    | 0.33%             | 2027-04-28      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       360 | NS      | $36356.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       323 | NS      | $25578.37     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services                                               | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      1715 | NS      | $185837.40    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                   | CUSIP: 02364W105<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |      3932 | NS      | $76516.72     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Yandex NV                                      | Yandex NV                                                                 | CUSIP: 000000000<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | EC               | CORP              | RU        |      1288 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| PulteGroup Inc                                 | PulteGroup Inc                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3200 | NS      | $143296.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                    | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    330000 | PA      | $250189.50    | 0.27%             | 2027-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                 | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $100221.42    | 0.11%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Trip.com Group Ltd                             | Trip.com Group Ltd                                                        | CUSIP: 89677Q107<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | CN        |      1739 | NS      | $55561.05     | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| XP Inc                                         | XP Inc                                                                    | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | BR        |       355 | NS      | $6216.05      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Corp                                   | Entergy Corp                                                              | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1500 | NS      | $174405.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| SPIRIT AIRLINES INC                            | Spirit Airlines Inc                                                       | CUSIP: 848577AB8<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |    647000 | PA      | $535069.00    | 0.57%             | 2026-05-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                      | CUSIP: 698299BJ2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     67000 | PA      | $62961.91     | 0.07%             | 2026-04-17      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| DIG INTL FIN/DIG INTL HL                       | Digicel International Finance Ltd/Digicel international Holdings Ltd      | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $175276.00    | 0.19%             | 2024-05-25      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $213540.98    | 0.23%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                         | Liberty Broadband Corp                                                    | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    461000 | PA      | $441983.75    | 0.47%             | 2050-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    295000 | PA      | $256297.48    | 0.27%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CORPORACION INMOBILIARIA                       | Corp Inmobiliaria Vesta SAB de CV                                         | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $152936.46    | 0.16%             | 2031-05-13      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CALLON PETROLEUM                               | Callon Petroleum Co                                                       | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276957.80    | 0.30%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MODIVCARE ESCROW ISSUER                        | ModivCare Escrow Issuer Inc                                               | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $185407.20    | 0.20%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| adidas AG                                      | adidas AG                                                                 | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      9750 | NS      | $1256852.95   | 1.34%             |  |  |  | No            | 2                  | On Loan: No      |
| HELIX ENERGY SOLUTIONS                         | Helix Energy Solutions Group Inc                                          | CUSIP: 42330PAK3<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    464000 | PA      | $591043.20    | 0.63%             | 2026-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                 | ICICI Bank Ltd                                                            | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |     11547 | NS      | $273894.84    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                     | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $189205.01    | 0.20%             | 2027-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Dell Technologies Inc                          | Dell Technologies Inc                                                     | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      1792 | NS      | $80263.68     | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| CLEAN RENEWABLE POWER                          | Clean Renewable Power Mauritius Pte Ltd                                   | CUSIP: 18452NAB0<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    191000 | PA      | $164271.75    | 0.18%             | 2027-03-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co                      | Archer-Daniels-Midland Co                                                 | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      1500 | NS      | $146250.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Raytheon Technologies Corp                     | Raytheon Technologies Corp                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      2200 | NS      | $217184.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO CONTINENTAL S.A.E.                       | Banco Continental SAECA                                                   | CUSIP: 059490AB8<br>LEI: 8945005Q0D60A6FCEM55 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $174457.00    | 0.19%             | 2025-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                 | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $80061.58     | 0.09%             | 2040-10-17      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       268 | NS      | $326549.96    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Monolithic Power Systems Inc                   | Monolithic Power Systems Inc                                              | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       283 | NS      | $108094.68    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| OLIN CORP                                      | Olin Corp                                                                 | CUSIP: 680665AJ5<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    293000 | PA      | $275002.48    | 0.29%             | 2027-09-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                    | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $153748.00    | 0.16%             | 2031-02-02      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                | CVS HEALTH CORP                                                           | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      1200 | NS      | $122256.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Hon Hai Precision Industry Co                  | Hon Hai Precision Industry Co Ltd                                         | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |     51000 | NS      | $166988.59    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| SS&C TECHNOLOGIES INC                          | SS&C Technologies Inc                                                     | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196247.85    | 0.21%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NAVER Corp                                     | NAVER Corp                                                                | CUSIP: 000000000<br>LEI: 988400ULUQYDB2HQYJ61 | Long             | EC               | CORP              | KR        |       346 | NS      | $50295.80     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UGI CORP                                       | UGI Corp                                                                  | CUSIP: 902681113<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EP               | CORP              | US        |      4473 | NS      | $394742.25    | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television Inc                                                       | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    610000 | PA      | $452345.50    | 0.48%             | 2030-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LYONDELLBASELL ADVANCED                        | Lyondellbasell Advanced Polymers Inc                                      | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |       361 | NS      | $306850.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| eBay Inc                                       | eBay Inc                                                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1004 | NS      | $45621.76     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93202.52     | 0.10%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                   | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    420000 | PA      | $337318.80    | 0.36%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28771.95     | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      4140 | NS      | $1352222.92   | 1.45%             |  |  |  | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                           | Aramark Services Inc                                                      | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    435000 | PA      | $407423.18    | 0.44%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                       | Consolidated Communications Inc                                           | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102180.30    | 0.11%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Essity AB                                      | Essity AB                                                                 | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |     56880 | NS      | $1392808.80   | 1.49%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                    | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $181885.40    | 0.19%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings Inc                     | CF Industries Holdings Inc                                                | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |       896 | NS      | $96938.24     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Allstate Corp/The                              | Allstate Corp/The                                                         | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1000 | NS      | $133900.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| CT TRUST                                       | CT Trust                                                                  | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    200000 | PA      | $173496.10    | 0.19%             | 2032-02-03      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                       | AT&T INC                                                                  | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     16327 | NS      | $314784.56    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| SUMMIT HOTEL PROPERTIES                        | Summit Hotel Properties Inc                                               | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |    144000 | PA      | $132264.00    | 0.14%             | 2026-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                                        | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |     11360 | NS      | $747674.58    | 0.80%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                    | CUSIP: 699149AK6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $160050.00    | 0.17%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $133891.10    | 0.14%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AmerisourceBergen Corp                         | AmerisourceBergen Corp                                                    | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1076 | NS      | $183662.44    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                          | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137229.39    | 0.15%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                    | MetLife Inc                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      5291 | NS      | $405819.70    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                       | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      3071 | NS      | $115408.18    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                               | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    285000 | PA      | $249072.90    | 0.27%             | 2029-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HIGHTOWER HOLDING LLC                          | Hightower Holding LLC                                                     | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $150019.20    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                      | Alibaba Group Holding Ltd                                                 | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | CN        |      2912 | NS      | $254974.72    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group Inc                               | Altria Group Inc                                                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      3241 | NS      | $150965.78    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| KAMAN CORP                                     | Kaman Corp                                                                | CUSIP: 483548AF0<br>LEI: 5493003YK076OLTEQF95 | Long             | DBT              | CORP              | US        |    346000 | PA      | $321953.00    | 0.34%             | 2024-05-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                      | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $304896.00    | 0.33%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Sodexo SA                                      | Sodexo SA                                                                 | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |     17860 | NS      | $1710516.05   | 1.83%             |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                              | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $57842.40     | 0.06%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications Inc                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     10546 | NS      | $411083.08    | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Gazprom PJSC                                   | Gazprom PJSC                                                              | CUSIP: 000000000<br>LEI: 213800FD9J2IHTA7YX78 | Long             | EC               | CORP              | RU        |     45850 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                            | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173244.12    | 0.19%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                         | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $201761.38    | 0.22%             | 2030-04-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| XP INC                                         | XP Inc                                                                    | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178573.34    | 0.19%             | 2026-07-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Danone SA                                      | Danone SA                                                                 | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |     24480 | NS      | $1286602.83   | 1.38%             |  |  |  | No            | 2                  | On Loan: No      |
| Coca-Cola Femsa SAB de CV                      | Coca-Cola Femsa SAB de CV                                                 | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |      1476 | NS      | $100825.56    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                       | Elanco Animal Health Inc                                                  | CUSIP: 28414H202<br>LEI: 549300SHPNDCE059M934 | Long             | EP               | CORP              | US        |      6166 | NS      | $127882.84    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Makita Corp                                    | Makita Corp                                                               | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |     36200 | NS      | $833887.44    | 0.89%             |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                            | CUSIP: 629377CG5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    297000 | PA      | $339174.00    | 0.36%             | 2048-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2630 | NS      | $468140.00    | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                    | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    350000 | PA      | $267403.50    | 0.29%             | 2030-06-24      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PALO ALTO NETWORKS                             | Palo Alto Networks Inc                                                    | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    214000 | PA      | $411522.00    | 0.44%             | 2023-07-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank, National Association      | MXN/USD FORWARD                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3270.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VK Co Ltd                                      | VK Co Ltd                                                                 | CUSIP: 560317208<br>LEI: 2138009IXUP41SPL5B50 | Long             | EC               | CORP              | RU        |      1295 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149671.50    | 0.16%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RBC BEARINGS INC                               | RBC Bearings Inc                                                          | CUSIP: 75524B203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3166 | NS      | $366591.14    | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Americanas SA                                  | Americanas SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     15100 | NS      | $30261.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Interpublic Group of Cos Inc/T                 | Interpublic Group of Cos Inc/The                                          | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       537 | NS      | $18451.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| SAP SE                                         | SAP SE                                                                    | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     15380 | NS      | $1706513.36   | 1.83%             |  |  |  | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                | Cemex SAB de CV                                                           | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |      6204 | NS      | $28352.28     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                    | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    400000 | PA      | $386500.00    | 0.41%             | 2031-04-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BANQUE OUEST AFRICAINE D                       | Banque Ouest Africaine de Developpement                                   | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    400000 | PA      | $330600.00    | 0.35%             | 2031-10-22      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                          | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $185341.42    | 0.20%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FTI CONSULTING INC                             | FTI Consulting Inc                                                        | CUSIP: 302941AP4<br>LEI: 549300K17GM8EQD0FQ48 | Long             | DBT              | CORP              | US        |    263000 | PA      | $450913.50    | 0.48%             | 2023-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                       | Wyndham Hotels & Resorts Inc                                              | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    413000 | PA      | $369829.73    | 0.40%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                               | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      2300 | NS      | $190969.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       353 | NS      | $138781.95    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| SINOPEC CORP                                   | China Petroleum & Chemical Corp                                           | CUSIP: 000000000<br>LEI: 529900A2OB24EZ5B3J19 | Long             | EC               | CORP              | CN        |    122000 | NS      | $57595.51     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                        | VZ Secured Financing BV                                                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $165752.00    | 0.18%             | 2032-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5195 | NS      | $769015.85    | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                              | Devon Energy Corp                                                         | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |       547 | NS      | $37480.44     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Grupo Mexico SAB de CV                         | Grupo Mexico SAB de CV                                                    | CUSIP: 000000000<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     18589 | NS      | $75631.62     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                                             | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       196 | NS      | $140336.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      9099 | NS      | $452402.28    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                  | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203329.20    | 0.22%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                             | CUSIP: 316175108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    499016 | NS      | $499016.00    | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| WHITE CAP PARENT LLC                           | White Cap Parent LLC                                                      | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1705.57      | 0.00%             | 2026-03-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Macy's Inc                                     | Macy's Inc                                                                | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |      4358 | NS      | $102413.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri A                 | Turkcell Iletisim Hizmetleri AS                                           | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | EC               | CORP              | TR        |     12891 | NS      | $23540.57     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                    | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    216000 | PA      | $165106.08    | 0.18%             | 2049-09-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                    | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $133064.64    | 0.14%             | 2049-05-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SEMTECH CORP                                   | Semtech Corp                                                              | CUSIP: 816850AE1<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |    198000 | PA      | $207702.00    | 0.22%             | 2027-11-01      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                       | Tengizchevroil Finance Co International Ltd                               | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $342000.00    | 0.37%             | 2025-08-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Amadeus IT Group SA                            | Amadeus IT Group SA                                                       | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |     36190 | NS      | $1956703.31   | 2.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S                                                          | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     13170 | NS      | $1652020.17   | 1.77%             |  |  |  | No            | 2                  | On Loan: No      |
| Arcos Dorados Holdings Inc                     | Arcos Dorados Holdings Inc                                                | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | UY        |      4348 | NS      | $32566.52     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NEXTERA ENERGY PARTNERS                        | NextEra Energy Partners LP                                                | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    163000 | PA      | $179544.50    | 0.19%             | 2025-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ryerson Holding Corp                           | Ryerson Holding Corp                                                      | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       718 | NS      | $21173.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99227.50     | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                    | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $164444.80    | 0.18%             | 2031-06-23      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHEFS' WAREHOUSE THE                           | Chefs' Warehouse Inc/The                                                  | CUSIP: 163086AB7<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    572000 | PA      | $638066.00    | 0.68%             | 2024-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR &                                | Algonquin Power & Utilities Corp                                          | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      4686 | NS      | $122773.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1389 | NS      | $450022.11    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                       | Perusahaan Penerbit SBSN Indonesia III                                    | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $396038.28    | 0.42%             | 2032-06-06      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LP                       | Viper Energy Partners LP                                                  | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |       783 | NS      | $25862.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    550000 | PA      | $409750.00    | 0.44%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TINGYI                                         | Tingyi Cayman Islands Holding Corp                                        | CUSIP: 000000000<br>LEI: 5299009MPI9B60VN4P25 | Long             | EC               | CORP              | CN        |     22000 | NS      | $35982.03     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                      | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $83382.79     | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      1000 | NS      | $180460.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                           | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1000 | NS      | $236410.00    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                     | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    310000 | PA      | $274063.25    | 0.29%             | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                     | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $167655.00    | 0.18%             | 2048-05-08      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| U-PRESID CHINA                                 | Uni-President China Holdings Ltd                                          | CUSIP: 000000000<br>LEI: 529900JUA05094TOKA73 | Long             | EC               | CORP              | CN        |     49000 | NS      | $43010.19     | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Rio Tinto PLC                                  | Rio Tinto PLC                                                             | CUSIP: 767204100<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |       506 | NS      | $34731.84     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Cia de Minas Buenaventura SAA                  | Cia de Minas Buenaventura SAA                                             | CUSIP: 204448104<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | EC               | CORP              | PE        |      4888 | NS      | $39886.08     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                       | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    382000 | PA      | $395150.35    | 0.42%             | 2026-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| LIBERTY LATIN AMERICA                          | Liberty Latin America Ltd                                                 | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    203000 | PA      | $180796.88    | 0.19%             | 2024-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ross Stores Inc                                | Ross Stores Inc                                                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      1227 | NS      | $144381.09    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       893 | NS      | $97953.17     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $111407.75    | 0.12%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                    | CUSIP: 04364VAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122703.23    | 0.13%             | 2026-11-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LAREDO PETROLEUM INC                           | Laredo Petroleum Inc                                                      | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186225.00    | 0.20%             | 2029-07-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| COHERUS BIOSCIENCES INC                        | Coherus Biosciences Inc                                                   | CUSIP: 19249HAB9<br>LEI: 5493007IL8W5MV932D26 | Long             | DBT              | CORP              | US        |    394000 | PA      | $271899.40    | 0.29%             | 2026-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Diageo PLC                                     | Diageo PLC                                                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     47010 | NS      | $2171015.73   | 2.32%             |  |  |  | No            | 2                  | On Loan: No      |
| Reliance Industries Ltd                        | Reliance Industries Ltd                                                   | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |     13560 | NS      | $902384.13    | 0.97%             |  |  |  | No            | 2                  | On Loan: No      |
| GO DADDY OPCO/FINCO                            | Go Daddy Operating Co LLC / GD Finance Co Inc                             | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $245435.29    | 0.26%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                             | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    284000 | PA      | $294792.00    | 0.32%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CHEESECAKE FACTORY (THE)                       | Cheesecake Factory Inc/The                                                | CUSIP: 163072AA9<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |    667000 | PA      | $557361.88    | 0.60%             | 2026-06-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| DANIMER SCIENTIFIC INC                         | Danimer Scientific Inc                                                    | CUSIP: 236272AA8<br>LEI: 549300L6Q02MAX72BH35 | Long             | DBT              | CORP              | US        |     88000 | PA      | $38817.61     | 0.04%             | 2026-12-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      5061 | NS      | $253707.93    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                 | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270649.80    | 0.29%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE                                                          | CUSIP: 89151E109<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      2500 | NS      | $156050.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| UNIVAR SOLUTIONS USA INC                       | Univar Solutions USA Inc/Washington                                       | CUSIP: 91337CAA4<br>LEI: 5493008FTB9VZW6CVA82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240876.25    | 0.26%             | 2027-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Sturm Ruger & Co Inc                           | Sturm Ruger & Co Inc                                                      | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       134 | NS      | $7360.62      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Delaware Enhanced Global Dividend & Income Fund

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration