# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001752724-25-192580
**Filing Date:** 2025-8
**Character Count:** 592305
**Document Hash:** 7f29e6ca28126ed6981c2d733fb0c45a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-192580.hdr.sgml**: 20250819

**ACCESSION NUMBER**: 0001752724-25-192580

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250819

**DATE AS OF CHANGE**: 20250819

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 251231267

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Multi-Sector Bond Portfolio (Series ID: S000018235)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000050283 | Multi-Sector Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Multi-Sector Bond Portfolio

- **b. EDGAR series identifier (if any):** S000018235

- **c. LEI of Series:** P0C14V6IL3O47L1ZG636

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1658538850.16

**Total Liabilities:** $336150484.67

**Net Assets:** $1322388365.49

**Delayed Delivery Securities:** $301332380.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1357.80000000 | **1-Year:** -33583.73000000 | **5-Year:** -100159.79000000 | **10-Year:** -127321.17000000 | **30-Year:** -51381.91000000

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

- **3-Month:** -1922.32000000 | **1-Year:** -47396.72000000 | **5-Year:** -180043.64000000 | **10-Year:** -55837.36000000 | **30-Year:** -14782.28000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050283 | 0.00%                | 0.80%                | 1.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $602570.70               | $3359713.30                                |
| Month 2  | $416403.30               | $5262060.65                                |
| Month 3  | $1365406.36              | $20475247.46                               |

**Designated Index Information**

- **Index Name:** 1/3 Bloomberg Global Aggregate Credit Hedged, 1/3 ICE BofA Global High Yield BB-B Rated Constrained Developed Markets Index Hedged, 1/3 JP Morgan EMBI Global

- **Index Identifier:** LGDRTRUH, BAMLC0A4CBBBEY, EMBIG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank PLC                                             | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-18979.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    700000 | PA      | $673307.81    | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                                                                  | CUSIP: 61753KAD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |     50052 | PA      | $21164.23     | 0.00%             | 2037-03-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MZ84 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0MZ84 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  34825000 | OU      | $2554933.34   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER Group SA                                            | ADLER Group SA                                                                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EC               | CORP              | LU        |   1562614 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CN        |         1 | NC      | $20482.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $731224.24    | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                   | Paraguay Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    300000 | PA      | $287091.00    | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                                     | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                                                    | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1375000 | PA      | $1375000.00   | 0.10%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    166000 | PA      | $20513.02     | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                             | Boeing Co/The                                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2189431.76   | 0.17%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NEX0 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NEX0 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  98500000 | OU      | $2181537.62   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199793.31    | 0.02%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-25585.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-14846.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                | Ivory Coast Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1200000 | PA      | $1154700.14   | 0.09%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Endure Digital Inc                                        | Endure Digital Inc Non-CoOp Term Loan                                                                                            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   2581448 | PA      | $1987715.35   | 0.15%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  3 | On Loan: No      |
| Renaissance Home Equity Loan Trust                        | Renaissance Home Equity Loan Trust 2006-4                                                                                        | CUSIP: 75970HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514158 | PA      | $461744.67    | 0.03%             | 2037-01-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6000000 | PA      | $4042520.82   | 0.31%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                  | Amentum Government Services Holdings LLC 2024 Term Loan B                                                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   1230667 | PA      | $1227590.00   | 0.09%             | 2031-09-29      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  68900000 | PA      | $71038056.57  | 5.37%             | 2054-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD NZD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-15143.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2023-6                                                                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812500 | PA      | $840988.93    | 0.06%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-HE5                                                                                  | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6182210 | PA      | $5119435.96   | 0.39%             | 2035-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-A                                                                                                | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | PA      | $1729870.02   | 0.13%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MMK INTL CAPITAL DAC                                      | MMK International Capital DAC                                                                                                    | CUSIP: 553142AA8<br>LEI: 635400CNBLB2PNXXQI80 | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $70000.00     | 0.01%             | 2024-06-13      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    792441 | PA      | $638605.36    | 0.05%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PEN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |         1 | NC      | $154.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1434000 | PA      | $177147.33    | 0.01%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    700000 | PA      | $676522.87    | 0.05%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2007-AR8 Trust                                                                            | CUSIP: 94985YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12755 | PA      | $11747.92     | 0.00%             | 2037-11-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $1161197.92   | 0.09%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2218.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asset Backed Securities Corp Home Equity Ln Trst          | Asset Backed Securities Corp Home Equity Loan Trust Series WMC 2005-HE5                                                          | CUSIP: 04541GSL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50963 | PA      | $50032.07     | 0.00%             | 2035-06-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796424.61    | 0.06%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                | PacifiCorp                                                                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2231107.36   | 0.17%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                    | Mitsubishi UFJ Financial Group Inc                                                                                               | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1541123.12   | 0.12%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR ULTRA FUT SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       350 | NC      | $836051.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $5744.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                   | Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1                                                                    | CUSIP: 86358BAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30808 | PA      | $30299.93     | 0.00%             | 2037-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                       | Peru Government International Bonds                                                                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2700000 | PA      | $2000025.00   | 0.15%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                  | Cheplapharm Arzneimittel GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $720022.33    | 0.05%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    391925 | PA      | $367429.99    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-199427.27   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    700000 | PA      | $555308.22    | 0.04%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                                                                                         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198250.97    | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                   | First Student Bidco Inc 2024 Term Loan B2                                                                                        | CUSIP: 33718FAL4<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |    994924 | PA      | $994764.77    | 0.08%             | 2028-07-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Madison Park Euro Funding                                 | Madison Park Euro Funding XIV DAC                                                                                                | CUSIP: 000000000<br>LEI: 635400XLHN7OVUSEV112 | Long             | ABS-CBDO         | CORP              | IE        |    299238 | PA      | $351254.00    | 0.03%             | 2032-07-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BTP FUTURE SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        43 | NC      | $-1139.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02HNZ6 IRS EUR R V 06MEURIB SWUV2HNZ8 CCPVANILLA / Short: BWU02HNZ6 IRS EUR P F  2.45000 SWU02HNZ6 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $6000.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                  | Yinson Boronia Production BV                                                                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |   2403612 | PA      | $2558414.51   | 0.19%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $80465.65     | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AR4                                                                                           | CUSIP: 17311WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234234 | PA      | $204720.70    | 0.02%             | 2037-03-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL2                                                                               | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294311 | PA      | $1146065.43   | 0.09%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV IRLND                                    | Avenir Issuer IV Ireland DAC                                                                                                     | CUSIP: 000000000<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |   2164066 | PA      | $2019118.40   | 0.15%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TH        |         1 | NC      | $520.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1865284 | PA      | $960621.26    | 0.07%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277074 | PA      | $277962.68    | 0.02%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                  | 1011778 BC ULC / New Red Finance Inc                                                                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1521184.35   | 0.12%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                    | Structured Asset Investment Loan Trust 2006-BNC3                                                                                 | CUSIP: 86361KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1006 | PA      | $999.76       | 0.00%             | 2036-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191891.71    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773964.53    | 0.06%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                  | Flora Food Management BV                                                                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $239064.55    | 0.02%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                                | OPEN Trust 2023-AIR                                                                                                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926516 | PA      | $926804.16    | 0.07%             | 2040-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1710900.40   | 0.13%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $3336.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                      | Sartorius Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2468042.20   | 0.19%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-13                                                                                    | CUSIP: 126698AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782556 | PA      | $766799.06    | 0.06%             | 2047-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                  | Crowdstrike Holdings Inc                                                                                                         | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1204519.79   | 0.09%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                   | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                                                                    | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70700 | PA      | $68979.51     | 0.01%             | 2036-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-1                                                                                     | CUSIP: 126670TG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68384 | PA      | $65083.04     | 0.00%             | 2036-07-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bonds                    | Senegal Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    800000 | PA      | $480170.50    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                    | Structured Asset Investment Loan Trust 2005-7                                                                                    | CUSIP: 86358EWD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169131 | PA      | $165250.24    | 0.01%             | 2035-08-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                   | Albion Financing 3 SARL 2025 EUR Term Loan B                                                                                     | CUSIP: 00847NAF3<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | LU        |   1400000 | PA      | $1641297.54   | 0.12%             | 2029-08-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                  | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                 | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    488739 | PA      | $349448.39    | 0.03%             | 2030-03-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                | HSI Asset Securitization Corp Trust 2006-NC1                                                                                     | CUSIP: 40430HER5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698979 | PA      | $652086.61    | 0.05%             | 2035-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                      | Fannie Mae Trust 2003-W6                                                                                                         | CUSIP: 31393BX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10206 | PA      | $10161.32     | 0.00%             | 2042-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2350000 | PA      | $2396795.88   | 0.18%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $195008.94    | 0.01%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3700000 | PA      | $3913632.75   | 0.30%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                             | Tidewater Inc                                                                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1234631.40   | 0.09%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Home Equity Loan Trust                                    | Home Equity Loan Trust                                                                                                           | CUSIP: 43710XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $440379.15    | 0.03%             | 2037-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    700000 | PA      | $650688.75    | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                     | GFL Environmental Inc 2025 Term Loan B                                                                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    725000 | PA      | $724398.25    | 0.05%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES6                                                                                                    | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845544 | PA      | $845463.35    | 0.06%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |         1 | NC      | $12380.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2004-WF                                                                                                              | CUSIP: 36242DKL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12172 | PA      | $12285.60     | 0.00%             | 2034-10-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-39672.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FYZ8 IRS USD R V 12MSOFR SWUV2FYZ0 CCPOIS / Short: BWU02FYZ8 IRS USD P F  3.89900 SWU02FYZ8 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $-14828.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                | Bear Stearns Asset Backed Securities I Trust 2007-HE6                                                                            | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13822 | PA      | $13692.02     | 0.00%             | 2037-08-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9L3A2 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-375.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                    | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   2376000 | PA      | $2363122.08   | 0.18%             | 2030-09-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $507292.50    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                           | Weyerhaeuser Co                                                                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    424000 | PA      | $478670.17    | 0.04%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-5126419.50  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    900000 | PA      | $839250.00    | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                         | Chord Energy Corp                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1328109.82   | 0.10%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                   | Alaska Airlines 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129451 | PA      | $129536.80    | 0.01%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   4300000 | PA      | $531194.91    | 0.04%             | 2037-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                    | Sequoia Mortgage Trust 2024-HYB1                                                                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1486500 | PA      | $1501407.74   | 0.11%             | 2063-11-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1676348.80   | 0.13%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                             | TopBuild Corp                                                                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1324375.78   | 0.10%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US Renal Care Inc                                         | US Renal Care Inc 2023 Superpriority Term Loan                                                                                   | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    992405 | PA      | $936582.27    | 0.07%             | 2028-06-20      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                       | Nomura Holdings Inc                                                                                                              | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021975.21   | 0.08%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212153.24    | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | RVPO CIBC WORLD MKTS INC                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | RA               | CORP              | CA        |  20000000 | PA      | $14686983.66  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $33828.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100397.00    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA2                                                                                                  | CUSIP: 126694R75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234266 | PA      | $207460.95    | 0.02%             | 2046-05-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2023-4CP                                                                                                          | CUSIP: 00092CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41794 | PA      | $41875.61     | 0.00%             | 2030-11-25      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux Mpc II Sarl                                                                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1108117.20   | 0.08%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1340642.85   | 0.10%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                                | ATLX 2024-RPL1 Trust                                                                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930445 | PA      | $898548.97    | 0.07%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                   | Turkiye Government Bond                                                                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  51100000 | PA      | $1232975.87   | 0.09%             | 2028-09-06      | Floating      | 47.47%                | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4400000 | PA      | $5582000.80   | 0.42%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | 317U9JTA9 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -1300000 | NC      | $-12381.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD TRY                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-12909.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU01XLH4 IRS AUD R F  4.75000 SWU01XLH4 CCPVANILLA / Short: SWU01XLH4 IRS AUD P V 06MBBSW SWUV1XLH6 CCPVANILLA            | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  45700000 | OU      | $508649.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                   | Fremont Home Loan Trust 2005-2                                                                                                   | CUSIP: 35729PLP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $278773.17    | 0.02%             | 2035-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                    | Nationstar Mortgage Holdings Inc                                                                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1350303.50   | 0.10%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2580000 | PA      | $2029389.82   | 0.15%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU01V9X7 IRS CAD R F  3.75000 SWU01V9X7 CCPOIS / Short: SWU01V9X7 IRS CAD P V 06MCORRA SWUV1V9X9 CCPOIS                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35200000 | OU      | $139401.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                                       | Euro-Galaxy III CLO DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |    298942 | PA      | $350736.88    | 0.03%             | 2034-04-24      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                               | Hertz Vehicle Financing III LLC                                                                                                  | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2613259.48   | 0.20%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1951943.25   | 0.15%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196969.48    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1306974.50   | 0.10%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $384571.10    | 0.03%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                         | Magnetite XII Ltd                                                                                                                | CUSIP: 55953HBD4<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |   1171507 | PA      | $1171511.76   | 0.09%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                  | ORLEN SA                                                                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    600000 | PA      | $615213.76    | 0.05%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-45T1                                                                                                 | CUSIP: 02149JAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103848 | PA      | $36981.07     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                          | Peruvian Government International Bond                                                                                           | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   5500000 | PA      | $1575332.30   | 0.12%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-66738.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2017-2                                                                                                 | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2456114.00   | 0.19%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1330718.66   | 0.10%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                            | TeamSystem SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1100000 | PA      | $1294838.69   | 0.10%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                                           | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   6200000 | PA      | $4372295.24   | 0.33%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                        | Dominican Republic International Bond                                                                                            | CUSIP: 25714PDW5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2800000 | PA      | $2646700.00   | 0.20%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2614661.55   | 0.20%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                                                                    | CUSIP: 92925VAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1947 | PA      | $1664.46      | 0.00%             | 2037-02-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                       | Axon Enterprise Inc                                                                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    950000 | PA      | $978178.56    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                   | Global Medical Response Inc                                                                                                      | CUSIP: 37960BAB1<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1262677 | PA      | $1262677.00   | 0.10%             | 2028-10-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                    | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    491850 | PA      | $496542.02    | 0.04%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $713942.44    | 0.05%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                  | American Airlines 2017-2 Class AA Pass Through Trust                                                                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683259 | PA      | $649996.19    | 0.05%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                             | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2134263.64   | 0.16%             | 2026-11-21      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511722.90    | 0.04%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-10                                                                                            | CUSIP: 17313QAR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |      3325 | PA      | $3096.22      | 0.00%             | 2037-09-25      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2024-2PL                                                                                                          | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228371 | PA      | $229114.87    | 0.02%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02G0K6 IRS USD R V 12MSOFR SWUV2G0K8 CCPOIS / Short: BWU02G0K6 IRS USD P F  3.25000 SWU02G0K6 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6900000 | OU      | $53430.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289599.78    | 0.02%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-5T2                                                                                                  | CUSIP: 12668BMU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315953 | PA      | $107126.01    | 0.01%             | 2036-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0M363 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0M363 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10200000 | OU      | $-46775.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-NQM3                                                                                                                   | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362246 | PA      | $2357112.84   | 0.18%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                     | Transocean Aquila Ltd                                                                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    896923 | PA      | $903732.52    | 0.07%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                      | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1300000 | PA      | $1319890.00   | 0.10%             | 2036-02-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM9 Trust                                                                                                              | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |   3457623 | PA      | $3514361.96   | 0.27%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                            | Rocket Cos Inc                                                                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $917127.00    | 0.07%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                          | Trinitas CLO VI Ltd                                                                                                              | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599925.94   | 0.12%             | 2034-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE                                     | Panama Infrastructure Receivable Purchaser PLC                                                                                   | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |   2900000 | PA      | $2059000.00   | 0.16%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P97475AG5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     32000 | PA      | $4323.20      | 0.00%             | 2020-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19800000 | PA      | $18063632.86  | 1.37%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                               | Rad CLO 4 Ltd                                                                                                                    | CUSIP: 749984AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    615890 | PA      | $616382.29    | 0.05%             | 2032-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $47823.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2007-FM2                                                                                                             | CUSIP: 3622MHAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136269 | PA      | $81726.84     | 0.01%             | 2037-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-538.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-4392.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                     | KKR CLO 9 Ltd                                                                                                                    | CUSIP: 48250LAW9<br>LEI: 549300C6QY0XRSC8FH09 | Long             | ABS-CBDO         | CORP              | KY        |    231138 | PA      | $231163.91    | 0.02%             | 2030-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-105.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                  | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987896.20    | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                     | Panther Escrow Issuer LLC                                                                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1869751.80   | 0.14%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                    | Residential Asset Securitization Trust 2007-A2                                                                                   | CUSIP: 761120AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3311432 | PA      | $873308.73    | 0.07%             | 2037-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                          | Georgia Power Co                                                                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1223794.13   | 0.09%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CHF                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-82836.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                      | Paraguay Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    600000 | PA      | $532500.00    | 0.04%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2023-NQM8 Trust                                                                                                              | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |   1813779 | PA      | $1839695.40   | 0.14%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                      | Republic of Uzbekistan International Bond                                                                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    700000 | PA      | $844981.69    | 0.06%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937711.24   | 0.15%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust            | Securitized Asset Backed Receivables LLC Trust 2005-FR4                                                                          | CUSIP: 81375WFJ0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |     23488 | PA      | $22187.54     | 0.00%             | 2036-01-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                     | Charter Communications Operating LLC 2024 Term Loan B5                                                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    565361 | PA      | $566140.71    | 0.04%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                | Southern Gas Corridor CJSC                                                                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |   1100000 | PA      | $1113465.46   | 0.08%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                                 | SPIRIT AVIATION HLDGS INC                                                                                                        | CUSIP: 84863V119<br>LEI: N/A                  | N/A              | DE               |  | US        |      7627 | NS      | $38058.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                   | Arthur J Gallagher & Co                                                                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600754.46   | 0.12%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                        | Viking Cruises Ltd                                                                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    425000 | PA      | $457725.43    | 0.03%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    305000 | PA      | $301013.96    | 0.02%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                   | United Airlines 2023-1 Class A Pass Through Trust                                                                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3534662 | PA      | $3605380.17   | 0.27%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc                                                                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2467967.81   | 0.19%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   7500000 | PA      | $5099413.13   | 0.39%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | Crown Castle Inc                                                                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1700000 | PA      | $1458541.38   | 0.11%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2005-22                                                                                          | CUSIP: 126694LW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7936 | PA      | $6415.61      | 0.00%             | 2035-10-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                            | OPAL BIDCO SAS                                                                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1441811.59   | 0.11%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-10099.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                | HSI Asset Securitization Corp Trust 2005-I1                                                                                      | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98990 | PA      | $91839.21     | 0.01%             | 2035-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                       | Henley CLO VII DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400SRJSVJPTMR4D89 | Long             | ABS-CBDO         | CORP              | IE        |   1400000 | PA      | $1644333.92   | 0.12%             | 2034-04-25      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-AL1                                                                                                  | CUSIP: 02150NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2978622 | PA      | $2487597.69   | 0.19%             | 2037-06-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $453355.65    | 0.03%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0N8J8 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0N8J8 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $124696.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C5 Mortgage Trust                                                                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $6048054.98   | 0.46%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-40196.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                  | IPD 3 BV                                                                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $2000012.96   | 0.15%             | 2031-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-6969.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3800000 | PA      | $3476544.00   | 0.26%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1400000 | PA      | $1418765.81   | 0.11%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXM4 IRS BRL R F 13.29140 SWU02HXM4 CCPNDFPREDISWAP / Short: SWU02HXM4 IRS BRL P V 00MBRCDI SWUV2HXM6 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  33700000 | OU      | $35310.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201738.85    | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-HE3                                                                                     | CUSIP: 57645JAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1852376 | PA      | $538193.32    | 0.04%             | 2036-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9MPA6 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-3638.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                              | CaixaBank SA                                                                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1300000 | PA      | $1344426.16   | 0.10%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                        | Telecom Italia SpA/Milano                                                                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    650000 | PA      | $859462.24    | 0.06%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                  | Kraken Oil & Gas Partners LLC                                                                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1375396.26   | 0.10%             | 2029-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9LLA2 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   -900000 | NC      | $-189.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9HMA0 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -500000 | NC      | $-10.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102411.38    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    371358 | PA      | $301717.23    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                    | VB DPR FINANCE COMPANY                                                                                                           | CUSIP: 000000000<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960833.92   | 0.15%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED GBP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |         1 | NC      | $233951.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    700000 | PA      | $750816.50    | 0.06%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                     | Costa Rica Government International Bond                                                                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    800000 | PA      | $828152.00    | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                            | 1261229 BC Ltd                                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    575000 | PA      | $580042.73    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1900000 | PA      | $1383199.45   | 0.10%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |         1 | NC      | $26275.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                             | EchoStar Corp                                                                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721000.00    | 0.05%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                      | Raizen Fuels Finance SA                                                                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1191000.00   | 0.09%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    415000 | PA      | $414903.38    | 0.03%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                                                                    | CUSIP: 93362FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5136 | PA      | $4776.10      | 0.00%             | 2036-08-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                       | LCM 31 Ltd                                                                                                                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999494.57    | 0.08%             | 2034-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL FIN                                     | Thames Water Utilities Finance PLC                                                                                               | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |   1225000 | PA      | $1107950.48   | 0.08%             | 2043-02-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $383768.32    | 0.03%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-CES6                                                                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |    976568 | PA      | $981302.39    | 0.07%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FIN                                   | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | SN               | CORP              | GB        |    566192 | PA      | $767272.63    | 0.06%             | 2030-12-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2344115.25   | 0.18%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU028YN1 IRS GBP R F  3.75000 SWU028YN1 CCPOIS / Short: SWU028YN1 IRS GBP P V 12MSONIA SWUV28YN3 CCPOIS                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1200000 | OU      | $-189877.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                    | Egypt Government International Bond                                                                                              | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1800000 | PA      | $1818066.35   | 0.14%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                                                                                                | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499178.65    | 0.04%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-4                                                                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    629155 | PA      | $629661.85    | 0.05%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-HY10                                                                                                 | CUSIP: 12668BUH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3760 | PA      | $3578.26      | 0.00%             | 2036-05-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KSX1 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KSX1 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1000000 | OU      | $40215.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KTA0 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KTA0 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    900000 | OU      | $66380.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1153211.89   | 0.09%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2024-2                                                                                                           | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214747 | PA      | $215270.70    | 0.02%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                      | Flutter Treasury DAC                                                                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1236051.60   | 0.09%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2900000 | PA      | $3085716.00   | 0.23%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190125.32   | 0.09%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KWL2 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0KWL2 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    300000 | OU      | $22192.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3250000 | PA      | $3206234.42   | 0.24%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES5                                                                                                    | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1464564 | PA      | $1471702.21   | 0.11%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                        | Kennedy-Wilson Inc                                                                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1648476.00   | 0.12%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL LTD                                     | Thames Water Utilities Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |      9188 | PA      | $10519.31     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                  | Constellation Energy Generation LLC                                                                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073135.42   | 0.08%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $3947098.22   | 0.30%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-NQM1 Trust                                                                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760031 | PA      | $766258.90    | 0.06%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLD                                    | Corestate Capital Holding SA                                                                                                     | CUSIP: 000000000<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |    232786 | PA      | $241300.49    | 0.02%             | 2026-12-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2600000 | PA      | $2565940.00   | 0.19%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280296.91   | 0.10%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9IFA6 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   -800000 | NC      | $-2992.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   2100000 | PA      | $1536162.79   | 0.12%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GS75 IRS EUR R V 06MEURIB SWUV2GS77 CCPVANILLA / Short: BWU02GS75 IRS EUR P F  2.52000 SWU02GS75 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $3852.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                         | GLS Auto Select Receivables Trust 2023-2                                                                                         | CUSIP: 36269EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2071114.60   | 0.16%             | 2029-12-17      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-125.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IGT LOTTERY HOLDINGS BV                                   | IGT Lottery Holdings BV                                                                                                          | CUSIP: 000000000<br>LEI: 984500911D9B7B4D7533 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1438277.74   | 0.11%             | 2030-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS              | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust                                                 | CUSIP: 939355BR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197631 | PA      | $160921.12    | 0.01%             | 2047-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |         1 | NC      | $3273.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TWITTER INC                                               | Twitter Inc Term Loan                                                                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2089286 | PA      | $2039017.53   | 0.15%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                 | Stonepeak Nile Parent LLC Term Loan B                                                                                            | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1203300.00   | 0.09%             | 2032-04-09      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1004290.00   | 0.08%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA17                                                                                                 | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17455 | PA      | $15228.15     | 0.00%             | 2046-12-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-3965.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-447596.88   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                            | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                                                                        | CUSIP: 933631AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88281 | PA      | $76146.41     | 0.01%             | 2037-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TIB DIVERSIFIED PAYMENT RIGHTS                            | TIB DIVERSIFIED PAYMENT RIGHTS                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1250284.11   | 0.09%             | 2034-11-15      | Fixed         | 7.96%                 | Yes           |                  3 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-11439.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   1200000 | PA      | $1041778.48   | 0.08%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                               | Cencora Inc                                                                                                                      | CUSIP: 000000000<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    875000 | PA      | $1040434.63   | 0.08%             | 2032-05-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-165517.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1200000 | PA      | $1239392.50   | 0.09%             | 2028-05-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                  | Viridien                                                                                                                         | CUSIP: 000000000<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1162864.81   | 0.09%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |         1 | NC      | $6551.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $108866.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                                   | XPO Inc                                                                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217918.40   | 0.09%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                                | Serbia International Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1500000 | PA      | $1579272.12   | 0.12%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US LONG BOND(CBT) SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -6 | NC      | $-19508.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                     | Southern California Gas Co                                                                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1409053.70   | 0.11%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    273201 | PA      | $168360.12    | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-1                                                                                            | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48718 | PA      | $41899.06     | 0.00%             | 2036-02-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |         1 | NC      | $46610.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CAD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $32349.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                   | Titanium 2l Bondco Sarl                                                                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   8785200 | PA      | $3022806.21   | 0.23%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                     | Belron UK Finance PLC                                                                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504171.65    | 0.04%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9EHA3 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   -400000 | NC      | $-1676.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1367186.06   | 0.10%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                  | OZLM XVII Ltd                                                                                                                    | CUSIP: 67111NAQ7<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-CBDO         | CORP              | KY        |    144140 | PA      | $144072.87    | 0.01%             | 2030-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200758.81    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1300000 | PA      | $876633.37    | 0.07%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                      | Kraft Heinz Foods Co                                                                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1213541.85   | 0.09%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                               | Twitter Inc 2025 Fixed Term Loan                                                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1068837.00   | 0.08%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                         | CUSIP: 38380LQ55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82729 | PA      | $82903.82     | 0.01%             | 2069-11-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    536000 | PA      | $497985.70    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                        | Republic Of Turkey EUR Term Loan A                                                                                               | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | LON              | NUSS              | TR        |   1700000 | PA      | $2183594.74   | 0.17%             | 2031-04-27      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| Ares European CLO                                         | Ares European CLO X DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SFL7VSI4HNPI68 | Long             | ABS-CBDO         | CORP              | IE        |    544195 | PA      | $638926.82    | 0.05%             | 2031-10-15      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    400000 | PA      | $392754.14    | 0.03%             | 2052-01-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $4013737.48   | 0.30%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $348784.85    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-458.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust               | MF1 2022-FL8 Ltd                                                                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    728178 | PA      | $727906.01    | 0.06%             | 2037-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                           | CarMax Select Receivables Trust 2025-A                                                                                           | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2221491.80   | 0.17%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-126803.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1150000 | PA      | $1056850.00   | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2024-RPL4                                                                                      | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3111821 | PA      | $2781301.61   | 0.21%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| JOHN LEWIS PLC                                            | John Lewis PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800JSUFNZLZLCVJ25 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1337084.03   | 0.10%             | 2034-12-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                                                                  | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671990.55    | 0.05%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                  | Virginia Electric and Power Co                                                                                                   | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400481.74    | 0.03%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-A                                                                                                | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1588264.49   | 0.12%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                 | Municipal Electric Authority of Georgia                                                                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     93000 | PA      | $99245.65     | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BOBL FUTURE SEP25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       363 | NC      | $-229192.07   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Venture CDO Ltd                                           | Venture 33 CLO Ltd                                                                                                               | CUSIP: 92330YAN3<br>LEI: 549300NQPL9XHZ20E278 | Long             | ABS-CBDO         | CORP              | KY        |    420127 | PA      | $420183.13    | 0.03%             | 2031-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1400000 | PA      | $1262777.81   | 0.10%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C8 Mortgage Trust                                                                                                      | CUSIP: 09661XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2141036.52   | 0.16%             | 2057-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |         1 | NC      | $142.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Residential Finance              | Specialty Underwriting & Residential Finance Trust Series 2005-BC2                                                               | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40310 | PA      | $40034.58     | 0.00%             | 2035-12-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-10493.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-HYB2 Trust                                                                                                              | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2504046 | PA      | $2499442.19   | 0.19%             | 2053-04-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Cairn CLO BV                                              | Cairn CLO X DAC                                                                                                                  | CUSIP: 000000000<br>LEI: 549300SJJA6F0HPES196 | Long             | ABS-CBDO         | CORP              | IE        |    509941 | PA      | $598609.56    | 0.05%             | 2031-10-15      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $82101.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                 | Structured Asset Mortgage Investments II Trust 2005-AR8                                                                          | CUSIP: 86359LRY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176202 | PA      | $150049.03    | 0.01%             | 2036-02-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2015-4                                                                                                 | CUSIP: 89171UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2435233.00   | 0.18%             | 2055-04-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                    | Cloud Software Group Inc                                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1383497.70   | 0.10%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                  | Republic of South Africa Government International Bond                                                                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1100000 | PA      | $1048586.72   | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                         | Rockpoint Gas Storage Partners LP 2025 Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |   1291754 | PA      | $1295577.97   | 0.10%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-5228.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94709.58     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company      | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |   2000000 | PA      | $2009280.00   | 0.15%             | 2028-11-05      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                      | Republic of Cameroon International Bond                                                                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |   1000000 | PA      | $920244.50    | 0.07%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                         | CI Financial Corp                                                                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1160710.10   | 0.09%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2621723.08   | 0.20%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                      | LifePoint Health Inc 2024 Incremental Term Loan B1                                                                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   1488769 | PA      | $1463519.22   | 0.11%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $90175.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2004-AR6                                                                                        | CUSIP: 45660NX83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10660 | PA      | $10213.31     | 0.00%             | 2034-10-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Tralee CDO Ltd                                            | Tralee Clo VI Ltd                                                                                                                | CUSIP: 89289EBL7<br>LEI: 5493008UP9ZP8RMZTC21 | Long             | ABS-CBDO         | CORP              | KY        |    727107 | PA      | $727296.18    | 0.05%             | 2032-10-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                    | Chubb INA Holdings LLC                                                                                                           | CUSIP: 000000000<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228759.23    | 0.02%             | 2027-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                     | QXO Building Products Inc                                                                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1339262.60   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                             | Carnival Corp                                                                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3300000 | PA      | $3229875.00   | 0.24%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1412114 | PA      | $540839.66    | 0.04%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                                | CMA CGM SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |    975000 | PA      | $1148094.17   | 0.09%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK DIFC LTD                                        | DAE Sukuk Difc Ltd                                                                                                               | CUSIP: 23302JAA3<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |   1000000 | PA      | $992375.39    | 0.08%             | 2026-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                                  | GE Capital UK Funding Unlimited Co                                                                                               | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $1151042.53   | 0.09%             | 2033-01-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                  | Santander UK Group Holdings PLC                                                                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3475000 | PA      | $3405379.56   | 0.26%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0K1S1 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0K1S1 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $1607.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT SA                                  | Ubisoft Entertainment SA                                                                                                         | CUSIP: 000000000<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $848124.47    | 0.06%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                      | Saudi Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   9300000 | PA      | $7651614.80   | 0.58%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-8                                                                                     | CUSIP: 12670FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649051 | PA      | $572515.00    | 0.04%             | 2047-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                  | Credicorp Capital Sociedad Titulizadora SA                                                                                       | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |  13000000 | PA      | $3871559.63   | 0.29%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                           | ZF Finance GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2188105.62   | 0.17%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                       | Affirm Master Trust                                                                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1309984.00   | 0.10%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $301828.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-WMC4                                                                                    | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164713 | PA      | $376789.05    | 0.03%             | 2036-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KJ52 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0KJ52 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    500000 | OU      | $9175.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                   | GLP Capital LP / GLP Financing II Inc                                                                                            | CUSIP: 361841AK5<br>LEI: 5493006GWRDBCZYWTM57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409878.40    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    377887 | PA      | $180720.68    | 0.01%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $-3190.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $133769.64    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DRILLCO HLDG LUX S A                                      | DRILLCO HLDG LUX S A                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     24180 | NS      | $495690.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02DC46 IRS USD R V 12MSOFR SWUV2DC48 CCPOIS / Short: BWU02DC46 IRS USD P F  3.00000 SWU02DC46 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4800000 | OU      | $44847.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2545369.65   | 0.19%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-76249.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-59                                                                                                   | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3012 | PA      | $2958.91      | 0.00%             | 2035-11-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                     | INTELSAT EMERGENCE SA                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      9447 | NS      | $325891.12    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1200000 | PA      | $1219656.00   | 0.09%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705900.93    | 0.05%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    245000 | PA      | $243561.90    | 0.02%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1821973.64   | 0.14%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $16462.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                                                                            | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $760122.08    | 0.06%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                  | ContourGlobal Power Holdings SA                                                                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $721252.00    | 0.05%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                    | CVS Pass-Through Trust Series 2013                                                                                               | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    304005 | PA      | $291229.34    | 0.02%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                        | Bausch + Lomb Corp                                                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $730625.00    | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                  | Fortress Transportation and Infrastructure Investors LLC                                                                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4555914.00   | 0.34%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                  | SMBC Aviation Capital Finance DAC                                                                                                | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $187404.48    | 0.01%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                   | Sammons Financial Group Inc                                                                                                      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1606022.79   | 0.12%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                | Atlas Senior Loan Fund XV Ltd                                                                                                    | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2007999 | PA      | $2009745.07   | 0.15%             | 2032-10-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                | Fannie Mae REMICS                                                                                                                | CUSIP: 3136BSSC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1735092 | PA      | $1738428.58   | 0.13%             | 2054-08-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                   | United Airlines 2019-2 Class A Pass Through Trust                                                                                | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75088 | PA      | $69642.60     | 0.01%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies Euro                     | Carlyle Euro CLO 2021-2 DAC                                                                                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |    514744 | PA      | $605315.07    | 0.05%             | 2031-01-15      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755082.74    | 0.06%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-2                                                                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1211630.28   | 0.09%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  17700000 | PA      | $983225.10    | 0.07%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1436705.47   | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | Long: SWPC0MNK0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0MNK0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |   2000000 | OU      | $30292.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374720 | PA      | $374944.42    | 0.03%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                  | Avis Budget Rental Car Funding AESOP LLC                                                                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4104160.40   | 0.31%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| CRB Securitization Trust                                  | CRB Securitization Trust 2023-1                                                                                                  | CUSIP: 12670DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192487 | PA      | $193183.03    | 0.01%             | 2033-10-20      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                  | Sixth Street Lending Partners                                                                                                    | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202975.11   | 0.09%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   2800000 | PA      | $2653779.46   | 0.20%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1425056.08   | 0.11%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                      | Bayer US Finance LLC                                                                                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425081.02    | 0.03%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                    | Spirit AeroSystems Inc                                                                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1654276.50   | 0.13%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $2724.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1850786.14   | 0.14%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $1736295.00   | 0.13%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-1CB                                                                                                  | CUSIP: 12667F2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256108 | PA      | $114614.30    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                                  | Tesco Property Finance 3 PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |     86768 | PA      | $118556.40    | 0.01%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    378000 | PA      | $250672.78    | 0.02%             | 2046-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-BC2                                                                                   | CUSIP: 23242HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $856238.40    | 0.06%             | 2037-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                             | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue                                                  | CUSIP: 592098G50<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108762.88    | 0.01%             | 2037-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                       | CDW LLC / CDW Finance Corp                                                                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1296405.72   | 0.10%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9O7A2 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-8601.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                        | Republic of Panama EUR Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | NUSS              | IE        |   1900000 | PA      | $2254281.99   | 0.17%             | 2027-03-05      | Floating      | 4.10%                 | No            |                  3 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                                    | British Airways 2021-1 Class A Pass Through Trust                                                                                | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332486 | PA      | $299461.96    | 0.02%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1374000 | PA      | $1361524.66   | 0.10%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                            | Carvana Auto Receivables Trust 2023-P1                                                                                           | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840570 | PA      | $844428.12    | 0.06%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   3800000 | PA      | $4896058.81   | 0.37%             | 2028-01-18      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                               | Capital Street Master Trust                                                                                                      | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1299303.07   | 0.10%             | 2028-10-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1934565.84   | 0.15%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                 | Esab Corp                                                                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1228633.20   | 0.09%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                        | Morocco Government International Bond                                                                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    500000 | PA      | $339987.89    | 0.03%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $926758.92    | 0.07%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust 2023-RPL3                                                                                      | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6172715 | PA      | $5522788.64   | 0.42%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                       | Mastr Asset Backed Securities Trust 2006-HE5                                                                                     | CUSIP: 576455AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1488907 | PA      | $875726.93    | 0.07%             | 2036-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                    | Diamondback Energy Inc                                                                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010856.36   | 0.08%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA ELEC REVENUE                                 | City of Riverside CA Electric Revenue                                                                                            | CUSIP: 768874SG5<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    200000 | PA      | $236708.66    | 0.02%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488011.45    | 0.04%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED EUR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $18421.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2006-FM1                                                                       | CUSIP: 00441VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6828344 | PA      | $1652393.70   | 0.12%             | 2036-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                          | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2552691.01   | 0.19%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | RVPO CIBC WORLD MKTS INC                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | RA               | CORP              | CA        |  10000000 | PA      | $7343491.83   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9J0A0 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -1000000 | NC      | $-8874.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2850000 | PA      | $3345322.00   | 0.25%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                           | Stream Innovations 2024-1 Issuer Trust                                                                                           | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352947 | PA      | $366437.81    | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    139200 | PA      | $134914.24    | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                 | CIM Trust 2024-R1                                                                                                                | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859603 | PA      | $852515.29    | 0.06%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                               | RAAC Series 2007-RP4 Trust                                                                                                       | CUSIP: 74919LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131214 | PA      | $120143.57    | 0.01%             | 2046-11-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                  | Venture Global Calcasieu Pass LLC                                                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1399166.32   | 0.11%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                   | Spirit Airlines Pass Through Trust 2015-1A                                                                                       | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325174 | PA      | $1215690.03   | 0.09%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3492.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD IDR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-12506.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $351652.16    | 0.03%             | 2026-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-5                                                                                     | CUSIP: 126670YJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061205 | PA      | $1040751.35   | 0.08%             | 2036-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1389689.70   | 0.11%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2006-AR1                                                                                                 | CUSIP: 3623414A4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |       696 | PA      | $654.93       | 0.00%             | 2036-01-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                      | Woodside Finance Ltd                                                                                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $2033353.16   | 0.15%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                    | Market Bidco Finco PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |   1698000 | PA      | $1989855.37   | 0.15%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15100000 | PA      | $14808027.31  | 1.12%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                        | Santos Finance Ltd                                                                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $651644.49    | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1787939.44   | 0.14%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MWQ7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MWQ7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   7300000 | OU      | $164392.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 2YR NOTE (CBT) SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       295 | NC      | $12116.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0MAX6 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0MAX6 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |   3000000 | OU      | $-132856.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                | VMware LLC                                                                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    475000 | PA      | $477771.05    | 0.04%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | Long: SWPC0K1X0 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K1X0 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |   5700000 | OU      | $28695.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                  | Medline Borrower LP/Medline Co-Issuer Inc                                                                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054568.00   | 0.16%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                            | Barings CLO Ltd 2018-I                                                                                                           | CUSIP: 06760GAA9<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | KY        |   2249230 | PA      | $2249016.17   | 0.17%             | 2031-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                       | RVPO BANK OF NOVA SCOTIA                                                                                                         | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | CA        |  10000000 | PA      | $7343491.83   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1938064.13   | 0.15%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                       | NuStar Logistics LP                                                                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1412150.60   | 0.11%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                        | VICI Properties LP                                                                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2600000 | PA      | $2657853.28   | 0.20%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2025-2                                                                                       | CUSIP: 30168JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3539258.10   | 0.27%             | 2031-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | RVPO CIBC WORLD MKTS INC                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | RA               | CORP              | CA        |  30000000 | PA      | $22030475.49  | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $3216217.55   | 0.24%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                       | Banc of America Funding 2007-6 Trust                                                                                             | CUSIP: 059526AB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     31371 | PA      | $30019.91     | 0.00%             | 2037-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241085.33    | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                  | Prime Healthcare Services Inc                                                                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $719562.50    | 0.05%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |         1 | NC      | $1857.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities            | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 22540A7A0<br>LEI: 549300506SI9CRFV9Z86 | Long             | ABS-MBS          | CORP              | US        |      1436 | PA      | $1405.77      | 0.00%             | 2032-01-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $794226.00    | 0.06%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    800000 | PA      | $733910.37    | 0.06%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                               | Valaris Ltd                                                                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1025974.00   | 0.08%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                      | Cantor Fitzgerald LP                                                                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1273829.44   | 0.10%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2500000 | PA      | $3032228.26   | 0.23%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998961.30    | 0.08%             | 2031-01-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SITIO ROYAL OP / SIT FIN                                  | Sitio Royalties Operating Partnership LP / Sitio Finance Corp                                                                    | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1151776.57   | 0.09%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1700000 | PA      | $1691199.61   | 0.13%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER PARTNERS                                  | Energy Transfer LP                                                                                                               | CUSIP: 29273RAJ8<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1943681.86   | 0.15%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                           | Star Parent Inc                                                                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1367364.43   | 0.10%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |         1 | NC      | $3483.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-FS1                                                                                           | CUSIP: 17313EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6243004 | PA      | $5690560.23   | 0.43%             | 2037-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-68.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                                                                                               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1301530.97   | 0.10%             | 2028-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL3                                                                               | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1307376 | PA      | $1162427.44   | 0.09%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $7982.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    535080 | PA      | $367234.31    | 0.03%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                     | Stellantis Finance US Inc                                                                                                        | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807156.72    | 0.06%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                    | NXP BV / NXP Funding LLC                                                                                                         | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1600000 | PA      | $1607634.99   | 0.12%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                    | Greystone CRE Notes 2025-FL4 LLC                                                                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2301516.21   | 0.17%             | 2043-01-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                  | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                                                                      | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1560000 | PA      | $1419503.28   | 0.11%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-314864.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                          | Trinitas CLO XIV Ltd                                                                                                             | CUSIP: 89641QAN0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500420.39   | 0.26%             | 2034-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                           | NGPL PipeCo LLC                                                                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2854820.93   | 0.22%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055780.31   | 0.08%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                  | Nidda Healthcare Holding GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1560446.54   | 0.12%             | 2030-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                  | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568PAN9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1500000 | PA      | $1380963.45   | 0.10%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-OPT2                                                                                              | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62687 | PA      | $61114.10     | 0.00%             | 2036-05-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2006-25                                                                                    | CUSIP: 12668HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291172 | PA      | $277297.78    | 0.02%             | 2037-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns ARM Trust 2007-4                                                                                                    | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46288 | PA      | $40698.58     | 0.00%             | 2047-06-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2024-3                                                                                                      | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1539385 | PA      | $1549659.73   | 0.12%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                            | European Union                                                                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |  13100000 | PA      | $15461120.80  | 1.17%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR FUT OPTN AUG25P 109                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-468.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2004-RM2                                                                       | CUSIP: 004421JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29808 | PA      | $28437.21     | 0.00%             | 2035-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                   | TGS ASA                                                                                                                          | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1032071.83   | 0.08%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                        | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   3300000 | PA      | $3213695.43   | 0.24%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                      | Blue Owl Finance LLC                                                                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1234747.93   | 0.09%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2043732 | PA      | $2083805.36   | 0.16%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                  | Walgreens Boots Alliance Inc                                                                                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1325720.09   | 0.10%             | 2029-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-6660.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-1                                                                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501026.55    | 0.04%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                  | Marsh & McLennan Cos Inc                                                                                                         | CUSIP: 571748BL5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116273.21    | 0.01%             | 2026-09-21      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427090 | PA      | $429058.18    | 0.03%             | 2032-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-25310.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                                                                  | CUSIP: 61750SAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |     49923 | PA      | $21620.91     | 0.00%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                  | Republic of South Africa Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 110400000 | PA      | $5828869.06   | 0.44%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                          | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    328814 | PA      | $327130.02    | 0.02%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                   | BPCE SA                                                                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2049376.14   | 0.15%             | 2035-05-30      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9IEA7 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   -800000 | NC      | $-13.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    700000 | PA      | $667073.65    | 0.05%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD INR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-3891.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                           | Nissan Motor Co Ltd                                                                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3359857.20   | 0.25%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust            | Foursight Capital Automobile Receivables Trust 2024-1                                                                            | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010800.20   | 0.08%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                 | Structured Asset Mortgage Investments II Trust 2006-AR6                                                                          | CUSIP: 86360UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113016 | PA      | $98746.17     | 0.01%             | 2046-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                           | Suntrust Alternative Loan Trust Series 2005-1F                                                                                   | CUSIP: 86789MAA5<br>LEI: 7E1PDLW1JL6TS0BS1G03 | Long             | ABS-MBS          | CORP              | US        |      3590 | PA      | $3105.67      | 0.00%             | 2035-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GS91 IRS EUR R V 06MEURIB SWUV2GS93 CCPVANILLA / Short: BWU02GS91 IRS EUR P F  2.51000 SWU02GS91 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1000000 | OU      | $8728.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds                  | Venezuela Government International Bonds                                                                                         | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   3104000 | PA      | $532629.89    | 0.04%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill European Credit Partners PLC                     | OAK Hill European Credit Partners VII DAC                                                                                        | CUSIP: 000000000<br>LEI: 5493002IYTC83ODTTK84 | Long             | ABS-CBDO         | CORP              | IE        |    589416 | PA      | $693653.25    | 0.05%             | 2031-10-20      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-1654.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2005-HYB8                                                                                        | CUSIP: 126694QE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       193 | PA      | $192.03       | 0.00%             | 2035-12-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1931569.23   | 0.15%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $86523.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                   | Kinder Morgan Energy Partners LP                                                                                                 | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2546968.44   | 0.19%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-4704.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KBE1 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0KBE1 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $5155.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                        | Chase Home Lending Mortgage Trust Series 2024-RPL1                                                                               | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263821 | PA      | $1123266.66   | 0.08%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $155667.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $1918.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA INC                                                 | IQVIA Inc                                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1743214.00   | 0.13%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                        | Serbia International Bond                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   4400000 | PA      | $4727094.53   | 0.36%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    364910 | PA      | $304380.14    | 0.02%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1450000 | PA      | $1412088.87   | 0.11%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | Athene Global Funding                                                                                                            | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517735.55   | 0.11%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | RVPO CIBC WORLD MKTS INC                                                                                                         | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | RA               | CORP              | CA        |  10000000 | PA      | $7343491.83   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                   | Hungary Government International Bond                                                                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1400000 | PA      | $1349759.96   | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                                     | Bain Capital Euro Clo 2018-2 DAC                                                                                                 | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-CBDO         | CORP              | IE        |    165915 | PA      | $194649.92    | 0.01%             | 2032-01-20      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                                                                               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $931145.71    | 0.07%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                          | DT Midstream Inc                                                                                                                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425776.80   | 0.11%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2023-NQM1                                                                                    | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2667172 | PA      | $2693744.34   | 0.20%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                  | Virgin Media Secured Finance PLC                                                                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1485838.37   | 0.11%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINA                                  | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $273055.56    | 0.02%             | 2030-09-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                        | Expand Energy Corp                                                                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2819919.11   | 0.21%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALROSA Finance SA                                         | ALROSA Finance SA                                                                                                                | CUSIP: 02109TAD4<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $25000.00     | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1237366.04   | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86805.14     | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                       | Sirius XM Radio LLC                                                                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384169.40    | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                         | Newmark Group Inc                                                                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1269384.00   | 0.10%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02G0N0 IRS USD R V 12MSOFR SWUV2G0N2 CCPOIS / Short: BWU02G0N0 IRS USD P F  3.25000 SWU02G0N0 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14400000 | OU      | $522640.80    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340963 | PA      | $341434.65    | 0.03%             | 2031-12-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2100000 | PA      | $1577126.40   | 0.12%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Dean Witter Capital I Trust                | Morgan Stanley Dean Witter Capital I Inc Trust 2003-NC2                                                                          | CUSIP: 61746WA75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8650 | PA      | $9134.78      | 0.00%             | 2033-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES7                                                                                                    | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019211 | PA      | $1016287.06   | 0.08%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    400000 | PA      | $63040.00     | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2300000 | PA      | $1669915.00   | 0.13%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-20984.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 6 PLC                                  | Tesco Property Finance 6 PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |   2413192 | PA      | $3183482.37   | 0.24%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    262560 | PA      | $123033.99    | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9GFA0 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  -2900000 | NC      | $-15441.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $626113.75    | 0.05%             | 2051-10-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT Corp                                                                                                                         | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1370140.21   | 0.10%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                         | ABFC 2007-WMC1 Trust                                                                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7257046 | PA      | $5154784.75   | 0.39%             | 2037-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                             | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2352672.30   | 0.18%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE                                  | Walgreens Boots Alliance Inc                                                                                                     | CUSIP: 931427AL2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1221301.33   | 0.09%             | 2025-11-20      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1231117.73   | 0.09%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                     | Freedom Mortgage Holdings LLC                                                                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    850000 | PA      | $859160.45    | 0.06%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-66696.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9O6A3 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-6630.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-33564.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  41100000 | PA      | $41762648.72  | 3.16%             | 2054-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                  | Banca Monte dei Paschi di Siena SpA                                                                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $950895.21    | 0.07%             | 2030-09-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0M3V8 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0M3V8 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    300000 | OU      | $2111.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC 2021-RPL3 Trust                                                                                                             | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5629408 | PA      | $4964372.16   | 0.38%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                 | ONEOK Inc                                                                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $948817.89    | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                     | Guatemala Government Bond                                                                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1700000 | PA      | $1723375.00   | 0.13%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2006-QA7 Trust                                                                                                       | CUSIP: 751152AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3079 | PA      | $3099.37      | 0.00%             | 2036-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MUNDYS SPA                                                | Mundys SpA                                                                                                                       | CUSIP: 000000000<br>LEI: 8156008DEC771409C487 | Long             | DBT              | CORP              | IT        |   4800000 | PA      | $5465787.44   | 0.41%             | 2028-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $82780.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                      | BlueMountain CLO 2016-3 Ltd                                                                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   1523537 | PA      | $1521514.16   | 0.12%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1700000 | PA      | $1183649.14   | 0.09%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CN        |         1 | NC      | $794.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |         1 | NC      | $40108.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2005-AR12                                                                                       | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       909 | PA      | $835.93       | 0.00%             | 2035-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Securities, Inc.                            | DEUTSCHE BANK REPO                                                                                                               | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |   3800000 | PA      | $3800000.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1876.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-2                                                                                                 | CUSIP: 83611MNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29305 | PA      | $29263.76     | 0.00%             | 2036-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                   | Sasol Financing USA LLC                                                                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900225.80   | 0.14%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-3382.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                  | Hilton Domestic Operating Co Inc                                                                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2626987.04   | 0.20%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1548836.43   | 0.12%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CIMA FINANCE LTD                                          | CIMA Finance DAC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |    853059 | PA      | $780371.35    | 0.06%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9L4A1 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-11315.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2961000 | PA      | $2151166.50   | 0.16%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                            | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                                                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1155352 | PA      | $1155848.68   | 0.09%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                  | Sociedad Quimica y Minera de Chile SA                                                                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   1300000 | PA      | $1264874.00   | 0.10%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9G6A0 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  -3000000 | NC      | $-0.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NF35 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0NF35 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3500000 | OU      | $-86759.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9HNA9 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |   -500000 | NC      | $-1657.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MWW4 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MWW4 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4500000 | OU      | $-68188.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-6 LLC                                                                                                                  | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927627 | PA      | $929796.17    | 0.07%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDO                                  | Banco do Brasil SA/London                                                                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |  22000000 | PA      | $1173363.43   | 0.09%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INT DISTRIBUTION SERV                                     | International Distribution Services PLC                                                                                          | CUSIP: 000000000<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1439574.59   | 0.11%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA               | Empresa de Transporte de Pasajeros Metro SA                                                                                      | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1127093.38   | 0.09%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                      | LifePoint Health Inc                                                                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551598.00    | 0.04%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                            | Carrington Mortgage Loan Trust Series 2005-FRE1                                                                                  | CUSIP: 144531EH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8016000 | PA      | $6509640.49   | 0.49%             | 2035-12-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1532310.33   | 0.12%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                        | Niagara Energy SAC                                                                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |   1500000 | PA      | $1484945.70   | 0.11%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $298895.10    | 0.02%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-D                                                                                          | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2399164 | PA      | $2399163.48   | 0.18%             | 2053-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                   | Standard Industries Inc 2021 Term Loan B                                                                                         | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    389975 | PA      | $390481.97    | 0.03%             | 2028-09-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                     | Panama Government International Bonds                                                                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1900000 | PA      | $1886960.17   | 0.14%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9GEA1 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  -2900000 | NC      | $-3.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                           | DAE Funding LLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191997.30    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9MQA5 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -2600000 | NC      | $-10665.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633834.58    | 0.05%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                    | Verizon Communications Inc                                                                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2348943.30   | 0.18%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | EG        |         1 | NC      | $2926.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                              | Drive Auto Receivables Trust 2024-2                                                                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3003726.30   | 0.23%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4370625.00   | 0.33%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-390.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02H6Y8 IRS EUR R V 06MEURIB SWUV2H6Y0 CCPVANILLA / Short: BWU02H6Y8 IRS EUR P F  2.55000 SWU02H6Y8 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $2291.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035244.44   | 0.15%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-2                                                                                    | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505366.35    | 0.04%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2667.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2046100.30   | 0.15%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-44706.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37150654 | PA      | $36386517.43  | 2.75%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                             | NPC Ukrenergo                                                                                                                    | CUSIP: 000000000<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |    200000 | PA      | $161000.00    | 0.01%             | 2028-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1129498.82   | 0.09%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                         | Ares Capital Corp                                                                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1130800.13   | 0.09%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORPORATION                                       | Novelis Corporation 2025 Term Loan B                                                                                             | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |   1895250 | PA      | $1897619.06   | 0.14%             | 2032-03-11      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2007-AR1                                                                                                 | CUSIP: 362290AC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |      5932 | PA      | $3420.45      | 0.00%             | 2047-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-24060.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                | Kaseya Inc 2025 1st Lien Term Loan B                                                                                             | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    997500 | PA      | $1000931.40   | 0.08%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PL        |         1 | NC      | $18668.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                  | Petroleos de Venezuela SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   6500000 | PA      | $803220.67    | 0.06%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALROSA FINANCE SA                                         | ALROSA Finance SA                                                                                                                | CUSIP: 02109TAE2<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |   8500000 | PA      | $425000.00    | 0.03%             | 2027-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $945250.00    | 0.07%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds         | Republic of Poland Government International Bonds                                                                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2900000 | PA      | $2910852.53   | 0.22%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust 2005-3                                                                                            | CUSIP: 41161PMG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5926 | PA      | $5782.76      | 0.00%             | 2035-06-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-6686.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                | goeasy Ltd                                                                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1163818.70   | 0.09%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                  | ELO SACA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1279414.13   | 0.10%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GCR8 IRS USD R V 12MSOFR SWUV2GCR0 CCPOIS / Short: BWU02GCR8 IRS USD P F  3.93000 SWU02GCR8 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1600000 | OU      | $-33589.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                        | HARBOUR ENERGY PLC                                                                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $397650.12    | 0.03%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                          | Duke Energy Corp                                                                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2511273.05   | 0.19%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU021DJ8 IRS CAD R F  2.50000 SWU021DJ8 CCPOIS / Short: SWU021DJ8 IRS CAD P V 06MCORRA SWUV21DJ0 CCPOIS                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8000000 | OU      | $-10674.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                      | Monongahela Power Co                                                                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $935719.02    | 0.07%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                   | J P MORGAN TERM REPO                                                                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  59100000 | PA      | $59100000.00  | 4.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust              | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                                                                            | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15548 | PA      | $15455.78     | 0.00%             | 2036-04-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0NHL3 CDS USD R F  5.00000 1 CCPCDX / Short: SWPC0NHL3 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  49900000 | OU      | $3753561.83   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-387.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                    | Lebanon Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1750000 | PA      | $328125.00    | 0.02%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                    | Logicor Financing Sarl                                                                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $707445.35    | 0.05%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                       | El Paso Natural Gas Co LLC                                                                                                       | CUSIP: 283695BK9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $234628.77    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |         1 | NC      | $26754.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust            | Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS                                                                  | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26872 | PA      | $25538.92     | 0.00%             | 2035-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0K9N4 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0K9N4 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    300000 | OU      | $2191.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-5174.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                           | North Macedonia Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    500000 | PA      | $589368.57    | 0.04%             | 2026-06-03      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $4582.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   5922164 | PA      | $3973772.04   | 0.30%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                | GLS Auto Receivables Issuer Trust 2024-1                                                                                         | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1205122.92   | 0.09%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1017528.94   | 0.08%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |         1 | NC      | $39569.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Loan Acquisition Trust                          | Ellington Loan Acquisition Trust 2007-2                                                                                          | CUSIP: 288547AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144630 | PA      | $141886.42    | 0.01%             | 2037-05-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $501992.51    | 0.04%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-51533.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2178756.00   | 0.16%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                  | Tierra Mojada Luxembourg II Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |   1746345 | PA      | $1650103.97   | 0.12%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                           | Envision Healthcare Corporation 2023 Last Out Term Loan                                                                          | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |   1059850 | PA      | $1091645.24   | 0.08%             | 2028-11-03      | Floating      | 12.24%                | No            |                  2 | On Loan: No      |
| UKG INC                                                   | UKG Inc                                                                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2905210.00   | 0.22%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1025000 | PA      | $1233056.65   | 0.09%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |         1 | NC      | $-297.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1233898.47   | 0.09%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                    | Ecuador Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    700000 | PA      | $606900.00    | 0.05%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                   | Eni SpA                                                                                                                          | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1309554.66   | 0.10%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $8500.00      | 0.00%             | 2025-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2005-AB4                                                                                   | CUSIP: 126670KN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58799 | PA      | $51359.14     | 0.00%             | 2036-03-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                           | Israel Government International Bond                                                                                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1727620.72   | 0.13%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J11                                                                                                  | CUSIP: 12668AJM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143730 | PA      | $79402.42     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-59770.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $4607.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXE2 IRS BRL R F 13.92550 SWU02HXE2 CCPNDFPREDISWAP / Short: SWU02HXE2 IRS BRL P V 00MBRCDI SWUV2HXE4 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   6400000 | OU      | $-2699.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                      | JetBlue 2020-1 Class A Pass Through Trust                                                                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634980 | PA      | $594482.03    | 0.04%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1403600 | PA      | $1314017.35   | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-170525.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                       | Southern California Edison Co                                                                                                    | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1066829.35   | 0.08%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RAK Capital                                               | RAK Capital                                                                                                                      | CUSIP: 000000000<br>LEI: 549300F0KUUDMGB5G459 | Long             | DBT              | NUSS              | KY        |    825000 | PA      | $835651.58    | 0.06%             | 2035-03-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-365.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                   | Luminent Mortgage Trust 2006-6                                                                                                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554880 | PA      | $505496.88    | 0.04%             | 2046-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANCO VOTORANTIM SA/LUX                                   | Banco Votorantim SA/Luxembourg                                                                                                   | CUSIP: 05975C2A0<br>LEI: X2EUTZGMHS8RBQFIUS93 | Long             | DBT              | CORP              | LU        |   1575000 | PA      | $1597050.00   | 0.12%             | 2028-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                    | Fairfax Financial Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1991410.15   | 0.15%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1226909.61   | 0.09%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300000.00    | 0.02%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TW        |         1 | NC      | $100080.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARNES GROUP INC                                          | Barnes Group Inc 2025 Term Loan B                                                                                                | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |   1296750 | PA      | $1298046.75   | 0.10%             | 2032-01-27      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                               | Gartner Inc                                                                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1310061.76   | 0.10%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $706.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054102.00   | 0.16%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |         1 | NC      | $8133.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                           | Envision Healthcare Corporation 2023 First Out Term Loan                                                                         | CUSIP: 000000000<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    281436 | PA      | $281436.27    | 0.02%             | 2026-07-20      | Floating      | 11.11%                | No            |                  3 | On Loan: No      |
| CLYDESDALE ACQUISITION                                    | Clydesdale Acquisition Holdings Inc                                                                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1744657.06   | 0.13%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                  | Flex Intermediate Holdco LLC                                                                                                     | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1244359.40   | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237762.00    | 0.02%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2024-NQM2 Trust                                                                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809059 | PA      | $823371.15    | 0.06%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $596438.64    | 0.05%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                  | Permian Resources Operating LLC                                                                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    925000 | PA      | $958930.85    | 0.07%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    704754 | PA      | $558588.15    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                  | OCP SA                                                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1325000 | PA      | $1331551.87   | 0.10%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                  | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC                                                  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $719902.12    | 0.05%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2007-A4                                                                                                 | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25066 | PA      | $19302.98     | 0.00%             | 2037-06-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                  | Avolon Holdings Funding Ltd                                                                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1073000 | PA      | $1019977.60   | 0.08%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-117737.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0L3F5 CDS USD R F  5.00000 1 CCPCORPORATE / Short: SWPC0L3F5 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    400000 | OU      | $8486.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                      | PRET 2024-NPL8 LLC                                                                                                               | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |    918244 | PA      | $918645.85    | 0.07%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                  | Government National Mortgage Association                                                                                         | CUSIP: 38380L7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35964 | PA      | $36119.15     | 0.00%             | 2070-02-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED MXN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |         1 | NC      | $44600.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967485.51    | 0.07%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PEN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-145950.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532573.34   | 0.12%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                              | Centene Corp                                                                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $860986.80    | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3700000 | PA      | $3118282.12   | 0.24%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-203706.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02GS83 IRS EUR R V 06MEURIB SWUV2GS85 CCPVANILLA / Short: BWU02GS83 IRS EUR P F  2.40000 SWU02GS83 CCPVANILLA           | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    700000 | OU      | $-5296.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                      | Cotiviti Corporation 2024 Term Loan                                                                                              | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   2863859 | PA      | $2847763.86   | 0.22%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA12                                                                                                 | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3318 | PA      | $3402.36      | 0.00%             | 2046-09-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                          | Berry Global Inc                                                                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98212.10     | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-9487.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5400000 | PA      | $3179250.00   | 0.24%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1691887.50   | 0.13%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                        | Seagate HDD Cayman                                                                                                               | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    920000 | PA      | $1037092.08   | 0.08%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2006-OA9                                                                                                  | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5025 | PA      | $4215.66      | 0.00%             | 2046-07-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                    | Oman Government International Bond                                                                                               | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2300000 | PA      | $2443466.69   | 0.18%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 418097AK7<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    300000 | PA      | $299537.78    | 0.02%             | 2025-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FZ79 IRS USD R V 12MSOFR SWUV2FZ71 CCPOIS / Short: BWU02FZ79 IRS USD P F  3.90500 SWU02FZ79 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $-15223.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                  | Lima Metro Line 2 Finance Ltd                                                                                                    | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    238596 | PA      | $241985.91    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU028YL5 IRS GBP R F  3.50000 SWU028YL5 CCPOIS / Short: SWU028YL5 IRS GBP P V 12MSONIA SWUV28YL7 CCPOIS                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28400000 | OU      | $-233135.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                               | Global Medical Response Inc 2024 PIK Term Loan                                                                                   | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    275314 | PA      | $275468.14    | 0.02%             | 2028-10-31      | Floating      | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-9857.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division          | LONG GILT FUTURE SEP25                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -6 | NC      | $-13348.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |         1 | NC      | $70114.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nakilat Inc                                               | Nakilat Inc                                                                                                                      | CUSIP: 62983PAB1<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    372939 | PA      | $389720.95    | 0.03%             | 2033-12-31      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $492413.54    | 0.04%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Aimco                                                     | AIMCO CLO Series 2015-A                                                                                                          | CUSIP: 00900LAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201217.82   | 0.09%             | 2034-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-76                                                                                                   | CUSIP: 12668BDC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8277 | PA      | $7818.27      | 0.00%             | 2036-01-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1750000 | PA      | $328387.50    | 0.02%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    900000 | PA      | $482853.02    | 0.04%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                      | Las Vegas Sands Corp                                                                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95211.44     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0LBB5 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0LBB5 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   4200000 | OU      | $9448.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OHR                            | American Municipal Power Inc                                                                                                     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $118739.66    | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                          | AMC Networks Inc                                                                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400555.00    | 0.03%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0LOM7 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0LOM7 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    100000 | OU      | $917.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615273.92   | 0.12%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                    | CVS Pass-Through Trust                                                                                                           | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     46444 | PA      | $48636.85     | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-10                                                                                            | CUSIP: 17313QAL2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |      4907 | PA      | $4519.90      | 0.00%             | 2037-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                    | GSAA Home Equity Trust 2006-17                                                                                                   | CUSIP: 362257AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44337 | PA      | $10661.33     | 0.00%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities            | Credit Suisse First Boston Mortgage Securities Corp                                                                              | CUSIP: 22541NX20<br>LEI: 549300506SI9CRFV9Z86 | Long             | ABS-MBS          | CORP              | US        |       185 | PA      | $190.37       | 0.00%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                  | Yinson Boronia Production BV                                                                                                     | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    594708 | PA      | $633009.78    | 0.05%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   2018400 | PA      | $1567785.32   | 0.12%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                     | Mexico Government International Bonds                                                                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3700000 | PA      | $3856510.00   | 0.29%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                          | Soundview Home Loan Trust 2006-OPT3                                                                                              | CUSIP: 83611MPK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6689510 | PA      | $5963749.32   | 0.45%             | 2036-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3800000 | PA      | $3603149.55   | 0.27%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-9                                                                                           | CUSIP: 126694W20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94341 | PA      | $42261.96     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                  | Plains All American Pipeline LP / PAA Finance Corp                                                                               | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $936374.80    | 0.07%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    162000 | PA      | $195256.64    | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CZK                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-978.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | LU        |   -390944 | PA      | $-460512.74   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9G7A9 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  -3000000 | NC      | $-12406.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |         1 | NC      | $107.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                                | Air Canada 2024 Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   1287000 | PA      | $1286601.03   | 0.10%             | 2031-03-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                    | Thames Water Super Senior Issuer PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     30263 | PA      | $45494.20     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FNN7 IRS USD R V 12MSOFR SWUV2FNN9 CCPOIS / Short: BWU02FNN7 IRS USD P F  3.90750 SWU02FNN7 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    500000 | OU      | $-9635.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                            | Dcli Bidco LLC                                                                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1316845.53   | 0.10%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                      | Noble Finance II LLC                                                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2341912.65   | 0.18%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD AUD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-106929.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2006-FRE2                                                                                    | CUSIP: 57643GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6923371 | PA      | $6450684.39   | 0.49%             | 2036-03-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |         1 | NC      | $63.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205AT1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $596478.94    | 0.05%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-170763.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA                                  | Kinder Morgan Inc                                                                                                                | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1403652.83   | 0.11%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IRVINE RANCH CA WTR DIST                                  | Irvine Ranch Water District                                                                                                      | CUSIP: 4636324P1<br>LEI: 2ZRS7W19IBMY48SFBI68 | Long             | DBT              | MUN               | US        |    100000 | PA      | $107280.40    | 0.01%             | 2040-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THAMES SSNM 144A UNFUNDED COMM                            | THAMES SSNM 144A UNFUNDED COMM                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     63934 | PA      | $82054.65     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                       | Ashtead Capital Inc                                                                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023454.88   | 0.08%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $396.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1260000.00   | 0.10%             | 2027-02-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-110555.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                  | Abertis Infraestructuras SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $806525.03    | 0.06%             | 2026-11-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |         1 | NC      | $-6290.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-2025.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                     | Brazil Minas SPE via State of Minas Gerais                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     60000 | PA      | $59521.80     | 0.00%             | 2028-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                   | HomeBanc Mortgage Trust 2005-1                                                                                                   | CUSIP: 43739EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2118 | PA      | $1711.48      | 0.00%             | 2035-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ILS                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-2721.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BK9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1685120.73   | 0.13%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | EG        |         1 | NC      | $33550.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: BWU02G125 IRS USD R V 12MSOFR SWUV2G127 CCPOIS / Short: BWU02G125 IRS USD P F  3.25000 SWU02G125 CCPOIS                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  16700000 | OU      | $1974075.27   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | Marvell Technology Inc                                                                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1353482.57   | 0.10%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HXN2 IRS BRL R F 13.92710 SWU02HXN2 CCPNDFPREDISWAP / Short: SWU02HXN2 IRS BRL P V 00MBRCDI SWUV2HXN4 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  50900000 | OU      | $-21094.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                       | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CN        |         1 | NC      | $869.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2165874 | PA      | $1573507.46   | 0.12%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9LMA1 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   -900000 | NC      | $-6255.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                           | Venture XXVIII CLO Ltd                                                                                                           | CUSIP: 92331AAU8<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |     38937 | PA      | $38940.28     | 0.00%             | 2030-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                    | Egypt Government International Bond                                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   6550000 | PA      | $7146336.93   | 0.54%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                   | CUSIP: 95003UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3391338.72   | 0.26%             | 2057-11-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26390.96     | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU025U43 IRS USD R V 12MSOFR SWUV25U45 CCPOIS / Short: BWU025U43 IRS USD P F  3.50000 SWU025U43 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8900000 | OU      | $648612.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                             | TransDigm Inc                                                                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1709237.48   | 0.13%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    300000 | PA      | $333818.26    | 0.03%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                   | United Airlines 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1152738 | PA      | $1176252.28   | 0.09%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                      | ZF Europe Finance BV                                                                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2318581.46   | 0.18%             | 2026-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199773.14    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                     | Uber Technologies Inc                                                                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1080460.04   | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    700000 | PA      | $622138.31    | 0.05%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                              | Saxon Asset Securities Trust 2006-1                                                                                              | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112898 | PA      | $110250.13    | 0.01%             | 2036-03-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       188 | NC      | $425674.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentina Republic Government International Bonds         | Argentina Republic Government International Bonds                                                                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  14493196 | PA      | $8993028.12   | 0.68%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust            | Foursight Capital Automobile Receivables Trust 2024-1                                                                            | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426732 | PA      | $428340.16    | 0.03%             | 2029-01-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                       | Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R5                                                    | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1953 | PA      | $1942.19      | 0.00%             | 2034-07-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2156000 | PA      | $343902.89    | 0.03%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                  | Sabine Pass Liquefaction LLC                                                                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698828.93    | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |         1 | NC      | $-50112.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                   | EFESTO BIDCO SPA/US LLC                                                                                                          | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1417508.57   | 0.11%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26309.89     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P17625AA5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     32000 | PA      | $5037.29      | 0.00%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                    | Nigeria Government International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    600000 | PA      | $519645.86    | 0.04%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                       | Senegal Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    600000 | PA      | $435302.42    | 0.03%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | EG        |         1 | NC      | $2836.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                      | RLJ Lodging Trust LP                                                                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    200000 | PA      | $197984.40    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                          | OneMain Financial Issuance Trust 2023-2                                                                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2135622.93   | 0.16%             | 2036-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                   | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $583728.76    | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                       | Banc of America Funding 2006 J Trust                                                                                             | CUSIP: 05951EAM9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     19990 | PA      | $17379.17     | 0.00%             | 2047-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                               | Harvest Clo XX DAC                                                                                                               | CUSIP: 000000000<br>LEI: 635400EXPHDZLGQCVU09 | Long             | ABS-CBDO         | CORP              | IE        |    429842 | PA      | $505273.56    | 0.04%             | 2031-10-20      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED INR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |         1 | NC      | $-74.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                            | HarborView Mortgage Loan Trust 2005-10                                                                                           | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2827 | PA      | $1828.94      | 0.00%             | 2035-11-19      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | Countrywide Asset-Backed Certificates                                                                                            | CUSIP: 23248AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864887 | PA      | $717424.15    | 0.05%             | 2047-05-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-15172.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                         | Ghana Government International Bond                                                                                              | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    311062 | PA      | $259678.53    | 0.02%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |         1 | NC      | $7833.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED ZAR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |         1 | NC      | $6151.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1400000 | PA      | $313297.91    | 0.02%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                    | Marriott International Inc/MD                                                                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400231.94   | 0.11%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    102000 | PA      | $101215.68    | 0.01%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-BUND FUTURE SEP25                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        41 | NC      | $-49567.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    237000 | PA      | $160415.19    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11161.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                  | Occidental Petroleum Corp                                                                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003216.00   | 0.08%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                | CAN 10YR BOND FUT SEP25                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        43 | NC      | $33167.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                  | Bank Gospodarstwa Krajowego                                                                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |   2200000 | PA      | $2263245.53   | 0.17%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                      | Seadrill Finance Ltd                                                                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1527739.50   | 0.12%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-SCHATZ FUT SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       407 | NC      | $-90361.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $3374121.84   | 0.26%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-WMC5                                                                                 | CUSIP: 61744CRV0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-O            | CORP              | US        |     23419 | PA      | $23335.91     | 0.00%             | 2035-06-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                       | JP Morgan Mortgage Acquisition Trust 2007-CH3                                                                                    | CUSIP: 46630XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $388606.92    | 0.03%             | 2037-03-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| EMF-NL Bv                                                 | EMF-NL Prime 2008-A BV                                                                                                           | CUSIP: 000000000<br>LEI: 724500YACYYG8XY5LM10 | Long             | ABS-MBS          | CORP              | NL        |     17601 | PA      | $20637.05     | 0.00%             | 2041-04-17      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                            | LoanCore 2022-CRE7 Issuer Ltd                                                                                                    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3273973 | PA      | $3274141.00   | 0.25%             | 2037-01-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                 | Block Inc                                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2785652.10   | 0.21%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                                                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $547630.79    | 0.04%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                                     | Rio Oil Finance Trust Series 2014-3                                                                                              | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135444 | PA      | $139615.08    | 0.01%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                                                                        | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1000000 | PA      | $1027500.00   | 0.08%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                | Australia Government Bonds                                                                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   2400000 | PA      | $1590759.57   | 0.12%             | 2026-04-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                               | RCKT Mortgage Trust 2024-CES4                                                                                                    | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855871 | PA      | $1872107.94   | 0.14%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ID        |         1 | NC      | $10982.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                        | Connect Finco Sarl 2024 Non-Extended Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |         0 | PA      | $0.00         | 0.00%             | 2026-12-11      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                  | Benchmark 2024-V12 Mortgage Trust                                                                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2291380.96   | 0.17%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                  | Ares Strategic Income Fund                                                                                                       | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404072.85   | 0.11%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                  | Fortress Transportation and Infrastructure Investors LLC                                                                         | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397847.16    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust               | Bear Stearns ARM Trust 2004-3                                                                                                    | CUSIP: 07384MR20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       706 | PA      | $684.61       | 0.00%             | 2034-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                            | Bay Area Toll Authority                                                                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    100000 | PA      | $111624.88    | 0.01%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                              | KazMunayGas National Co. JSC                                                                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    600000 | PA      | $604152.10    | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust Series 2006-A3                                                                            | CUSIP: 59023CAK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      5155 | PA      | $4789.78      | 0.00%             | 2036-05-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc              | BAMLL Commercial Mortgage Securities Trust 2020-BOC                                                                              | CUSIP: 05551JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2054804.28   | 0.16%             | 2032-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0LPL8 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0LPL8 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    600000 | OU      | $-22.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                                                                                   | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1352395.11   | 0.10%             | 2033-01-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MJA7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0MJA7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3200000 | OU      | $-30833.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED IDR / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ID        |         1 | NC      | $2027.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                          | COLT 2024-3 Mortgage Loan Trust                                                                                                  | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |    812285 | PA      | $822330.27    | 0.06%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                          | Vital Energy Inc                                                                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384759.32    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $774.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604075.31    | 0.05%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                               | Long: SWPC0NE77 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0NE77 CDS USD P V 03MEVENT FLO CORPORATE                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |   3600000 | OU      | $-16824.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                          | IndyMac INDX Mortgage Loan Trust 2005-AR14                                                                                       | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6930 | PA      | $5550.70      | 0.00%             | 2035-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $17000.00     | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | 317U9JSA0 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  -1300000 | NC      | $-36.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2400000 | PA      | $2169672.48   | 0.16%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98685.66     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMSURG EQUITY                                             | AMSURG EQUITY                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9484 | NS      | $428170.99    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                                                                          | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1214720 | PA      | $1243416.77   | 0.09%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                     | DirecTV Financing LLC 2024 Term Loan                                                                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    951500 | PA      | $942413.18    | 0.07%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                      | Egypt Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $582399.77    | 0.04%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CNTY CA PUBLIC WKS                            | Los Angeles County Public Works Financing Authority                                                                              | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $235197.12    | 0.02%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                    | Turkiye Government International Bonds                                                                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4400000 | PA      | $3298109.94   | 0.25%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                    | Dominican Republic International Bonds                                                                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1700000 | PA      | $1567995.00   | 0.12%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                | Carvana Co                                                                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1287901.80   | 0.10%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                         | Post Holdings Inc                                                                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1692204.82   | 0.13%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                   | Dell International LLC / EMC Corp                                                                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1852484.38   | 0.14%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |         1 | NC      | $15631.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2005-AR6                                                                                                 | CUSIP: 362341RT8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |       248 | PA      | $250.97       | 0.00%             | 2035-09-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $400503.22    | 0.03%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD JPY                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-10063.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Backed Trust                    | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B                                                                 | CUSIP: 43710EAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284753 | PA      | $155399.97    | 0.01%             | 2037-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2007-HYB1                                                                                        | CUSIP: 22239EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4144 | PA      | $3542.46      | 0.00%             | 2037-03-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                   | Starwood Property Trust Inc                                                                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1175000 | PA      | $1188445.53   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                          | Vmed O2 UK Financing I PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $491408.59    | 0.04%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-16                                                                                          | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13118 | PA      | $3811.42      | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |         1 | NC      | $70.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                         | Imola Merger Corp                                                                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1713749.01   | 0.13%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                          | SMB Private Education Loan Trust 2024-C                                                                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433828 | PA      | $430721.83    | 0.03%             | 2052-06-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97023.39     | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74392.42     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                  | Raven Acquisition Holdings LLC                                                                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2300096.78   | 0.17%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-1                                                                                       | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503897.80    | 0.04%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                       | Synchrony Financial                                                                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479141.38    | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1232399.46   | 0.09%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                     | OneMain Direct Auto Receivables Trust 2023-1                                                                                     | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018491.40   | 0.15%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1241292.00   | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1225800 | PA      | $770108.85    | 0.06%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-79CB                                                                                                 | CUSIP: 12668BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96161 | PA      | $52428.06     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                   | Howard Midstream Energy Partners LLC                                                                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1889714.48   | 0.14%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GMBH/ The                         | Stepstone Group Midco 2 GMBH/ The EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |   1650000 | PA      | $1899070.83   | 0.14%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                         | Jordan Government International Bond                                                                                             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    800000 | PA      | $820629.16    | 0.06%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2100703.50   | 0.16%             | 2026-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2335433.68   | 0.18%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1246028.23   | 0.09%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   2500000 | PA      | $2637510.00   | 0.20%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-74929.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                          | TSTAT 2022-1 Ltd                                                                                                                 | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    327498 | PA      | $327627.72    | 0.02%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-OA3                                                                                                  | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20478 | PA      | $18794.85     | 0.00%             | 2047-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                          | Credit Acceptance Corp                                                                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1270370.40   | 0.10%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                     | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1600000 | PA      | $1239255.87   | 0.09%             | 2049-11-26      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD GBP                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-234243.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2005-NC1                                                                                  | CUSIP: 61744CML7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |    162120 | PA      | $160713.49    | 0.01%             | 2035-01-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1550000 | PA      | $1419945.48   | 0.11%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KSL7 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KSL7 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    490000 | OU      | $1830.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED AUD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $5166.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                     | Indonesia Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1400000 | PA      | $1660015.17   | 0.13%             | 2032-09-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2024-H4 Mortgage Trust                                                                                                     | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776240 | PA      | $783146.07    | 0.06%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust Series 2024-5                                                                                           | CUSIP: 46658RAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1102958 | PA      | $1102996.24   | 0.08%             | 2054-11-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1741000 | PA      | $299969.91    | 0.02%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                  | Mill City Mortgage Loan Trust 2018-1                                                                                             | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212825 | PA      | $210281.94    | 0.02%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667FU29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       605 | PA      | $616.84       | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                        | Cerdia Finanz GmbH                                                                                                               | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1347411.00   | 0.10%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE 3 INC                               | Fortress Intermediate 3 Inc Term Loan B                                                                                          | CUSIP: 34966LAB0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |   1389500 | PA      | $1391236.88   | 0.11%             | 2031-06-27      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                       | Ecuador Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    323958 | PA      | $235193.51    | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                  | Saudi Government International Bond                                                                                              | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  10000000 | PA      | $10014560.00  | 0.76%             | 2034-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504865 | PA      | $506681.07    | 0.04%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd                                               | Bacardi Ltd                                                                                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1300000 | PA      | $1304721.35   | 0.10%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0K0C7 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0K0C7 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    100000 | OU      | $669.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                  | Nexi SpA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |   3525000 | PA      | $3953033.22   | 0.30%             | 2029-04-30      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2025-2                                                                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3036894.60   | 0.23%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                  | CHS/Community Health Systems Inc                                                                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529933.50    | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    743028 | PA      | $602272.16    | 0.05%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | Mars Inc                                                                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $810635.35    | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                    | REVERSE REPO MORGAN STANLEY                                                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | Short            | RA               | CORP              | US        |  -3142902 | PA      | $-3142902.00  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0JYY5 CDS USD R F  1.00000 FIX CORPORATE / Short: SWPC0JYY5 CDS USD P V 03MEVENT FLO CORPORATE                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3800000 | OU      | $33270.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                  | Abu Dhabi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1500000 | PA      | $1165293.59   | 0.09%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02I634 IRS USD R V 12MSOFR SWUV2I636 CCPOIS / Short: BWU02I634 IRS USD P F  3.90000 SWU02I634 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21414000 | OU      | $-428871.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                     | American Airlines 2015-1 Class A Pass Through Trust                                                                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249760 | PA      | $243389.57    | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                             | PRA Group Inc                                                                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1334125.00   | 0.10%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                  | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1923544.00   | 0.15%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                   | Aris Water Holdings LLC                                                                                                          | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063456.00   | 0.16%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                         | PRPM 2023-NQM2 Trust                                                                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2195016 | PA      | $2205635.00   | 0.17%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                   | Jane Street Group / JSG Finance Inc                                                                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1999098.30   | 0.15%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24400000 | PA      | $23329059.11  | 1.76%             | 2054-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust                                                                    | CUSIP: 92925CDQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84784 | PA      | $76709.98     | 0.01%             | 2036-03-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                       | Turkiye Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2850000 | PA      | $3585716.10   | 0.27%             | 2030-05-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1803433.50   | 0.14%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-11602.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                  | Prime Security Services Borrower LLC / Prime Finance Inc                                                                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1307473.38   | 0.10%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1955000 | PA      | $308108.00    | 0.02%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                    | Spirit AeroSystems Inc                                                                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106101.10    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-398.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                       | Station Casinos LLC 2024 Term Loan B                                                                                             | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1185000 | PA      | $1186433.85   | 0.09%             | 2031-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2007-A1                                                                                                 | CUSIP: 46630GAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2068 | PA      | $2004.36      | 0.00%             | 2035-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                  | Perrigo Finance Unlimited Co                                                                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196635.78    | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02D619 IRS USD R V 12MSOFR SWUV2D611 CCPOIS / Short: BWU02D619 IRS USD P F  3.25000 SWU02D619 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  35600000 | OU      | $1233682.40   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegis Asset Backed Securities                             | Aegis Asset Backed Securities Trust 2004-6                                                                                       | CUSIP: 00764MDY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39207 | PA      | $37289.10     | 0.00%             | 2035-03-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                  | Celanese US Holdings LLC                                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524186.00    | 0.04%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                            | QualityTech LP Term Loan B                                                                                                       | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |   1400000 | PA      | $1401750.00   | 0.11%             | 2031-10-30      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295234 | PA      | $296738.50    | 0.02%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                         | American Builders & Contractors Supply Co Inc                                                                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1324288.84   | 0.10%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2224008.56   | 0.17%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                                         | Toro European CLO 7 DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-CBDO         | CORP              | IE        |    246567 | PA      | $289006.19    | 0.02%             | 2034-02-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-4                                                                                            | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297699 | PA      | $678780.13    | 0.05%             | 2036-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                       | New Residential Mortgage Loan Trust 2021-NQM1R                                                                                   | CUSIP: 64828BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527223 | PA      | $480194.96    | 0.04%             | 2055-07-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-393.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                 | Boeing Co/The                                                                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2443438.85   | 0.18%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOCAR Turkey Enerji AS                                    | SOCAR Turkey Enerji AS EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 789000J4L7UFTRMDR776 | Long             | LON              | CORP              | TR        |   5800000 | PA      | $6806493.34   | 0.51%             | 2026-08-11      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MQV3 CDS EUR R F  1.00000 1 CCPCORPORATE / Short: SWPC0MQV3 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3100000 | OU      | $2647.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-9594.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                     | PennyMac Financial Services Inc                                                                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1911389.40   | 0.14%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-1046.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS TRUST 2024-2PL                                                                                                          | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703293 | PA      | $707335.42    | 0.05%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    900000 | PA      | $825649.17    | 0.06%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                     | Quikrete Holdings Inc 2025 Term Loan B                                                                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1296750 | PA      | $1294480.69   | 0.10%             | 2032-02-10      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                    | Air Canada 2020-2 Class A Pass Through Trust                                                                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    472032 | PA      | $476274.86    | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1075423.22   | 0.08%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1350303.54   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1100000 | PA      | $1135384.21   | 0.09%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                  | Charter Communications Operating LLC / Charter Communications Operating Capital                                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $199833.10    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                       | Mastr Asset Backed Securities Trust 2004-OPT1                                                                                    | CUSIP: 57643LCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568177 | PA      | $580194.32    | 0.04%             | 2034-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Kingdom of Morocco                                        | Morocco Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    800000 | PA      | $714051.30    | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310907.88    | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                   | Fidelity National Financial Inc                                                                                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186669.21    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                           | Israel Government Bonds - Fixed                                                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   7200000 | PA      | $2159317.56   | 0.16%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                    | GreenSky Home Improvement Trust 2024-1                                                                                           | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512478.10    | 0.04%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-28.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                    | Thames Water Super Senior Issuer PLC                                                                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     33230 | PA      | $50054.51     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                       | NCL Corp Ltd                                                                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $579799.55    | 0.04%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                   | Romanian Government International Bond                                                                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    550000 | PA      | $616523.36    | 0.05%             | 2036-02-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                            | ACHV ABS Trust 2024-3AL                                                                                                          | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1312599 | PA      | $1320082.13   | 0.10%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: BWU02FPX3 IRS USD R V 12MSOFR SWUV2FPX5 CCPOIS / Short: BWU02FPX3 IRS USD P F  3.87400 SWU02FPX3 CCPOIS                    | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    800000 | OU      | $-13231.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                  | Windstream Services LLC / Windstream Escrow Finance Corp                                                                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047285.99   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                  | Brandywine Operating Partnership LP                                                                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     25000 | PA      | $27066.71     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HLDG                                     | Intelsat Jackson Holdings SA                                                                                                     | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |    703000 | PA      | $716846.38    | 0.05%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                | Renault SA                                                                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1407113.56   | 0.11%             | 2026-05-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2900000 | PA      | $2100443.61   | 0.16%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO                                         | Toro European CLO 6 DAC                                                                                                          | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |    475791 | PA      | $558997.13    | 0.04%             | 2032-01-12      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-90668.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                         | EURO-OAT FUTURE SEP25                                                                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -34 | NC      | $19437.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |         1 | NC      | $4447.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0M5X2 CDS USD R F  1.00000 1 CCPCORPORATE / Short: SWPC0M5X2 CDS USD P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    600000 | OU      | $-455.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRILLCO HLDG LUX SA                                       | DRILLCO HLDG LUX SA                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      2686 | NS      | $55063.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    500000 | PA      | $505892.06    | 0.04%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-11930.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                           | ZF Finance GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1686801.57   | 0.13%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED JPY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $9652.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $100125.81    | 0.01%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51927.60     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                   | El Salvador Government International Bond                                                                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1325000 | PA      | $1401187.50   | 0.11%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                        | FORESEA Holding SA                                                                                                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    677407 | PA      | $643788.98    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                  | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1300000 | PA      | $1359397.00   | 0.10%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                    | Merrill Lynch Mortgage Investors Trust Series 2007-SD1                                                                           | CUSIP: 590232AA2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |    621062 | PA      | $362656.50    | 0.03%             | 2047-02-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-17.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR FUT OPTN AUG25C 112.5                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $-7968.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                  | JP Morgan Mortgage Trust 2005-ALT1                                                                                               | CUSIP: 466247XG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4806 | PA      | $3680.20      | 0.00%             | 2035-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                  | Flex Ltd                                                                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $695412.65    | 0.05%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds   | Republic of South Africa Government International Bonds                                                                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1200000 | PA      | $1157066.53   | 0.09%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                           | Rolls-Royce PLC                                                                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1436862.00   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                         | Citigroup Mortgage Loan Trust 2007-AHL1                                                                                          | CUSIP: 17311VAF6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |     64068 | PA      | $63389.60     | 0.00%             | 2036-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CORESTATE NEW SHARES                                      | CORESTATE NEW SHARES                                                                                                             | CUSIP: 000000000<br>LEI: 529900GNB86RB7HRX793 | Long             | EC               | CORP              | LU        |    421967 | NS      | $0.49         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                     | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2723061.90   | 0.21%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                            | Wynn Macau Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $499432.85    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                     | Sri Lanka Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    404001 | PA      | $359560.89    | 0.03%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                      | ACE Securities Corp Home Equity Loan Trust Series 2004-HE4                                                                       | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164688 | PA      | $1051093.26   | 0.08%             | 2034-12-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9L6A9 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | KY        |  -2600000 | NC      | $-12389.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD MXN                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-18701.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                        | Vodafone Group PLC                                                                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1773686.50   | 0.13%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                       | Exeter Automobile Receivables Trust 2024-5                                                                                       | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2102000.88   | 0.16%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                  | Greensaif Pipelines Bidco Sarl                                                                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2900000 | PA      | $2928991.30   | 0.22%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                  | OBX 2024-NQM8 Trust                                                                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    752497 | PA      | $760649.51    | 0.06%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                    | British Airways 2020-1 Class A Pass Through Trust                                                                                | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88947 | PA      | $85280.23     | 0.01%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                               | Wayfair LLC                                                                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1811170.80   | 0.14%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Grantor Trust 2024-10                                                                                             | CUSIP: 69544MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499958 | PA      | $500924.16    | 0.04%             | 2032-06-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                      | Matador Resources Co                                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985214.20   | 0.15%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                         | Lebanon Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1800000 | PA      | $337500.00    | 0.03%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                  | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1420296.58   | 0.11%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                  | Flora Food Management BV                                                                                                         | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1434387.35   | 0.11%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD NOK                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-2678.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                  | Sumitomo Mitsui Financial Group Inc                                                                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1971496.22   | 0.15%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                  | RASC Series 2007-KS3 Trust                                                                                                       | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    921457 | PA      | $894657.27    | 0.07%             | 2037-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                              | Ecopetrol SA                                                                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1200000 | PA      | $1157839.80   | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOPARAN FINANCE PLC                                       | Boparan Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 213800GQSQIOBR3DHN70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1707084.25   | 0.13%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                 | Amgen Inc                                                                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976395.93    | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                    | Mizuho Financial Group Inc                                                                                                       | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1543553.78   | 0.12%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                | Morgan Stanley ABS Capital I Inc Trust 2006-HE7                                                                                  | CUSIP: 61750MAE5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |     55784 | PA      | $23877.36     | 0.00%             | 2036-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                                                                   | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10380 | PA      | $9170.28      | 0.00%             | 2036-10-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0MND6 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: SWPC0MND6 CDS EUR P V 03MEVENT 2 CCPCORPORATE                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1000000 | OU      | $239799.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED KWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | KW        |         1 | NC      | $26.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                   | Colombia Government International Bonds                                                                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    900000 | PA      | $933733.26    | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5577657.78   | 0.42%             | 2054-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                      | Cross 2024-H6 Mortgage Trust                                                                                                     | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140542 | PA      | $2132791.25   | 0.16%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                     | Morgan Stanley Home Equity Loan Trust 2007-2                                                                                     | CUSIP: 61752UAC9<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-MBS          | CORP              | US        |   2611556 | PA      | $1346263.01   | 0.10%             | 2037-04-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02D1W6 IRS CZK R F  3.36500 SWU02D1W6 CCPVANILLA / Short: SWU02D1W6 IRS CZK P V 06MPRIBO SWUV2D1W8 CCPVANILLA           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  78900000 | OU      | $-37685.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                    | Santander Drive Auto Receivables Trust 2023-5                                                                                    | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1659482.24   | 0.13%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                  | Kaisa Group Holdings Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $51000.00     | 0.00%             | 2025-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2023-7                                                                                                | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |   1968504 | PA      | $1996201.89   | 0.15%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                             | Citicorp Mortgage Securities Trust Series 2007-8                                                                                 | CUSIP: 17312DAC2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |      1193 | PA      | $1222.49      | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA Inc                                                                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1230233.21   | 0.09%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                             | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                                                                  | CUSIP: 251510KH5<br>LEI: 5299003GGM6YEXXXJ012 | Long             | ABS-MBS          | CORP              | US        |    242037 | PA      | $203262.14    | 0.02%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                        | PURCHASED USD / SOLD SGD                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-807.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                  | Electricite de France SA                                                                                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $749726.93    | 0.06%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                            | Long Beach Mortgage Loan Trust 2006-3                                                                                            | CUSIP: 542514UL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262147 | PA      | $77807.42     | 0.01%             | 2046-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                          | RALI Series 2006-QA8 Trust                                                                                                       | CUSIP: 74922QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9307 | PA      | $8535.18      | 0.00%             | 2036-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                  | Bank of Industry Limited 2024 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | CORP              | NG        |   3000000 | PA      | $3498513.43   | 0.26%             | 2027-08-23      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                       | Reach ABS Trust 2024-2                                                                                                           | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3541005.30   | 0.27%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                     | Freedom Mortgage Corp                                                                                                            | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500837.00    | 0.04%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                   | WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust                                                                   | CUSIP: 929227ZS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       374 | PA      | $364.59       | 0.00%             | 2033-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    617000 | PA      | $611758.59    | 0.05%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LNG 3                                          | Qatarenergy LNG S3                                                                                                               | CUSIP: 75405UAA4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | CORP              | QA        |   1080080 | PA      | $1098589.33   | 0.08%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED PLN / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |         1 | NC      | $1635.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                           | Sands China Ltd                                                                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $970591.38    | 0.07%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                   | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                     | CUSIP: 87470LAD3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1615456.38   | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD PLN                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-6442.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINA                                  | Mitchells & Butlers Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800E7QA1U8BF34219 | Long             | SN               | CORP              | GB        |    102944 | PA      | $98388.73     | 0.01%             | 2030-12-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                     | Angola Government International Bonds                                                                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1200000 | PA      | $1085738.27   | 0.08%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                     | VFH Parent LLC / Valor Co-Issuer Inc                                                                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $944459.10    | 0.07%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                  | Ford Motor Credit Co LLC                                                                                                         | CUSIP: 345397ZT3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117524.14    | 0.01%             | 2026-02-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| GCAT                                                      | GCAT 2024-NQM2 Trust                                                                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670673 | PA      | $676070.84    | 0.05%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                     | Chile Electricity Lux MPC Sarl                                                                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1023000 | PA      | $1058559.48   | 0.08%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                             | Clue Opco LLC                                                                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $371075.25    | 0.03%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                  | Bear Stearns ALT-A Trust 2006-6                                                                                                  | CUSIP: 073868AM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-MBS          | CORP              | US        |    101343 | PA      | $46019.75     | 0.00%             | 2036-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                          | Altice France SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $394613.47    | 0.03%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                  | Standard Industries Inc/NY                                                                                                       | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $3025023.03   | 0.23%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    724000 | PA      | $517660.00    | 0.04%             | 2041-08-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1076909.48   | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                          | Lazard Group LLC                                                                                                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1260088.19   | 0.10%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CHF / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |         1 | NC      | $72109.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |         1 | NC      | $44431.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-20286.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                  | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    100000 | PA      | $83542.80     | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                            | NCR Atleos Corp                                                                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    375000 | PA      | $410761.13    | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED SGD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SG        |         1 | NC      | $17.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-389902.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                       | Petroleos Mexicanos                                                                                                              | CUSIP: 706451BR1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1563300.00   | 0.12%             | 2038-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED EGP / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | EG        |         1 | NC      | $1953.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD BRL                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-182727.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                        | BMO 2024-5C5 Mortgage Trust                                                                                                      | CUSIP: 05593RAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1538224.65   | 0.12%             | 2057-02-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                               | GSAMP Trust 2007-NC1                                                                                                             | CUSIP: 3622MGAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10975 | PA      | $5386.36      | 0.00%             | 2046-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                  | Angel Oak Mortgage Trust 2024-8                                                                                                  | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   3183948 | PA      | $3175860.41   | 0.24%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1 A PTT                                   | United Airlines 2014-1 Class A Pass Through Trust                                                                                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455303 | PA      | $451293.88    | 0.03%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6663000 | PA      | $4470234.28   | 0.34%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-755.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                          | Modena Buyer LLC Term Loan                                                                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    639839 | PA      | $615045.63    | 0.05%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                    | OCS Group Holdings Ltd GBP Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   2500000 | PA      | $3412338.47   | 0.26%             | 2031-11-27      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                              | CSMC Series 2014-6R                                                                                                              | CUSIP: 12648PAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108382 | PA      | $91941.89     | 0.01%             | 2035-09-27      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2007-9T1                                                                                                  | CUSIP: 02150JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217095 | PA      | $92175.95     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-OA4                                                                                         | CUSIP: 126694F29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900138 | PA      | $256616.29    | 0.02%             | 2046-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3023238.27   | 0.23%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2007-1                                                                                     | CUSIP: 23245CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       359 | PA      | $357.61       | 0.00%             | 2037-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-7302.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                  | Banque Ouest Africaine de Developpement                                                                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $492620.14    | 0.04%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                               | Freddie Mac REMICS                                                                                                               | CUSIP: 3137HCY22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1953308 | PA      | $1950940.94   | 0.15%             | 2050-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                  | ELO SACA                                                                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1134307.58   | 0.09%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                   | Booz Allen Hamilton Inc                                                                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1159644.84   | 0.09%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                                                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2250000 | PA      | $2151882.88   | 0.16%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                           | Long: SWPC0KC00 CDS USD R F  1.00000 1 CCPCDX / Short: SWPC0KC00 CDS USD P V 03MEVENT 2 CCPCDX                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  16491000 | OU      | $88796.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                  | Boost Newco Borrower LLC                                                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2123030.00   | 0.16%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD KWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $9075.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                               | Oracle Corp                                                                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $826947.05    | 0.06%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-355657.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                      | Ghana Government International Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1000000 | PA      | $936176.51    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                  | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1611152.86   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED BRL / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |         1 | NC      | $59537.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                            | New York State Urban Development Corp                                                                                            | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     80000 | PA      | $82547.00     | 0.01%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                                                                                                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    850000 | PA      | $872723.99    | 0.07%             | 2027-12-22      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                    | US 5YR NOTE (CBT) SEP25                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       853 | NC      | $993794.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR Asset Backed Securities                             | Mastr Asset Backed Securities Trust 2004-WMC2                                                                                    | CUSIP: 57643LDJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53037 | PA      | $52374.21     | 0.00%             | 2034-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1 A PTT                                     | American Airlines 2014-1 Class A Pass Through Trust                                                                              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138185 | PA      | $135704.08    | 0.01%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $500190.50    | 0.04%             | 2025-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PETRORIO LUX HLD SARL                                     | Petrorio Luxembourg Holding Sarl                                                                                                 | CUSIP: 71677WAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $200365.40    | 0.02%             | 2026-06-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                  | American Airlines 2016-1 Class AA Pass Through Trust                                                                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655239 | PA      | $634628.66    | 0.05%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                       | Benin Government International Bond                                                                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |   2000000 | PA      | $1894787.50   | 0.14%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED TRY / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |         1 | NC      | $1904.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD CNH                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-15899.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                              | Spirit Aviation Holdings Inc                                                                                                     | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11548 | NS      | $57624.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625936.37    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                                                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1185484.92   | 0.09%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Saranac CLO LTD                                           | Saranac Clo VI Ltd                                                                                                               | CUSIP: 80317LAJ2<br>LEI: 5493002U06KAOJIMH261 | Long             | ABS-CBDO         | CORP              | JE        |    935157 | PA      | $932919.86    | 0.07%             | 2031-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1584698.26   | 0.12%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                   | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1200000 | PA      | $1226661.28   | 0.09%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-94546.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                   | Nissan Motor Acceptance Co LLC                                                                                                   | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389937.05    | 0.03%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                                                                                                     | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1800000 | PA      | $1790104.86   | 0.14%             | 2026-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD ZAR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-25310.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                    | Cogent Communications Group LLC / Cogent Finance Inc                                                                             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984709.40    | 0.07%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2024-R1                                                                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |    887146 | PA      | $886713.82    | 0.07%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                   | GSR Mortgage Loan Trust 2006-2F                                                                                                  | CUSIP: 362334BP8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |     68845 | PA      | $29718.59     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                  | Constellation Brands Inc                                                                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198357.72    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                     | Mexico Government International Bond                                                                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $2027948.06   | 0.15%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                            | Vallourec SACA                                                                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1362738.00   | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1486379.13   | 0.11%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                 | Uniform Mortgage-Backed Security, TBA                                                                                            | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2649346 | PA      | $2596094.57   | 0.20%             | 2054-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                          | Antares Holdings LP                                                                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239900.29    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                    | Venture Global LNG Inc                                                                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2804316.34   | 0.21%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                    | PURCHASED USD / SOLD THB                                                                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-21472.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-101374.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76904.07     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                            | CPS Auto Receivables Trust 2024-D                                                                                                | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $799736.24    | 0.06%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                | Verus Securitization Trust 2024-INV1                                                                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   2720060 | PA      | $2744853.96   | 0.21%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM                                            | Veon Amsterdam Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    950000 | PA      | $950342.47    | 0.07%             | 2027-03-25      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2281007 | PA      | $1158751.56   | 0.09%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | REVERSE REPO BARCLAYS                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -843650 | PA      | $-843649.84   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED THB / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |         1 | NC      | $10700.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                  | Olympus Water US Holding Corp                                                                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1141154.76   | 0.09%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                       | Oman Government International Bonds                                                                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    900000 | PA      | $942231.60    | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                        | Yango Justice International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |   4200000 | PA      | $1890.00      | 0.00%             | 2024-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                     | Brazil Government International Bonds                                                                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3400000 | PA      | $3364504.92   | 0.25%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                      | Abu Dhabi Government International Bond                                                                                          | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   3700000 | PA      | $1985062.40   | 0.15%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2005-J1                                                                                                   | CUSIP: 12667F3U7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76390 | PA      | $70522.06     | 0.01%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                  | Long: SWPC0KQT2 CDS USD R F  1.00000 FIX SOVEREIGN / Short: SWPC0KQT2 CDS USD P V 03MEVENT FLO SOVEREIGN                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |    100000 | OU      | $882.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9IZA4 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |  -1000000 | NC      | $-2.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99953.80     | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                       | CBAM 2019-10 Ltd                                                                                                                 | CUSIP: 12482NAN1<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | KY        |   2081852 | PA      | $2085087.01   | 0.16%             | 2032-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                     | CWABS Asset-Backed Certificates Trust 2004-9                                                                                     | CUSIP: 126673GS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44520 | PA      | $44554.26     | 0.00%             | 2034-11-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                     | Level 3 Financing Inc                                                                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    983669 | PA      | $1128355.55   | 0.09%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                             | PURCHASED USD / SOLD CAD                                                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $-3284.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                          | Deutsche Bank AG/New York NY                                                                                                     | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $307999.01    | 0.02%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED KRW / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |         1 | NC      | $168.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBERBANK (SB CAP SA)                                      | Sberbank of Russia Via SB Capital SA                                                                                             | CUSIP: 000000000<br>LEI: 222100YFG9QVABDS2B03 | Long             | DBT              | CORP              | LU        |   4500000 | PA      | $225000.00    | 0.02%             | 2023-05-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Home Loans                                    | CHL Mortgage Pass-Through Trust 2006-OA4                                                                                         | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33967 | PA      | $9239.10      | 0.00%             | 2046-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539438.54    | 0.04%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                        | Alternative Loan Trust 2004-28CB                                                                                                 | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6518 | PA      | $6487.43      | 0.00%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bills                                                                                                              | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     91000 | PA      | $90521.05     | 0.01%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD EUR                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-57797.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                   | Pakistan Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   2400000 | PA      | $2360041.99   | 0.18%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                             | Ingevity Corp                                                                                                                    | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |    675000 | PA      | $643736.57    | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $567474.95    | 0.04%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                          | Mexican Udibonos                                                                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  57125692 | PA      | $2827013.17   | 0.21%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP                                                                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    800000 | PA      | $796823.28    | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $933105.09    | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                       | Elevance Health Inc                                                                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $894353.72    | 0.07%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                            | Pagaya AI Debt Trust 2023-3                                                                                                      | CUSIP: 69548BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    813526 | PA      | $818127.62    | 0.06%             | 2030-12-16      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                    | U.S. Treasury Bonds                                                                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8700000 | PA      | $8690824.20   | 0.66%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                    | Pertamina Persero PT                                                                                                             | CUSIP: 69370PAC5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   4300000 | PA      | $4410372.31   | 0.33%             | 2048-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                  | Builders FirstSource Inc                                                                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $926653.59    | 0.07%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                  | Encore Capital Group Inc                                                                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1276119.53   | 0.10%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                        | Ukraine Government International Bond                                                                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2498410 | PA      | $1239835.96   | 0.09%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-48392.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AVIATION HLDGS INC                                 | SPIRIT AVIATION HLDGS INC                                                                                                        | CUSIP: 84863V135<br>LEI: N/A                  | N/A              | DE               |  | US        |      5499 | NS      | $27440.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                            | BCAP LLC 2009-RR5 Trust                                                                                                          | CUSIP: 05531UAV2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-MBS          | CORP              | US        |   2005959 | PA      | $777426.18    | 0.06%             | 2036-08-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                               | Ivory Coast Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    500000 | PA      | $562471.43    | 0.04%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nakilat Inc                                               | Nakilat Inc                                                                                                                      | CUSIP: Y62014AA6<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |    737126 | PA      | $768969.16    | 0.06%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | PURCHASED TWD / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | TW        |         1 | NC      | $158328.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3724426.38   | 0.28%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                      | OneMain Finance Corp                                                                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $645913.52    | 0.05%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                            | PURCHASED USD / SOLD TWD                                                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-27446.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                  | Banco BTG Pactual SA/Cayman Islands                                                                                              | CUSIP: 05971AAK7<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |   1500000 | PA      | $1542387.00   | 0.12%             | 2029-04-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                  | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1066461.00   | 0.08%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                    | 317U9EGA4 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              |  | US        |   -400000 | NC      | $-0.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                            | BCAP LLC 2009-RR14 Trust                                                                                                         | CUSIP: 05532LAD1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-MBS          | CORP              | US        |     13881 | PA      | $12282.78     | 0.00%             | 2036-07-26      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                | Citadel LP                                                                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1253069.23   | 0.09%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                                        | Yango Justice International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |    600000 | PA      | $60.00        | 0.00%             | 2024-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                         | Picard Groupe SAS                                                                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1105483.60   | 0.08%             | 2029-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                    | PURCHASED CNH / SOLD USD                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |         1 | NC      | $5251.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                     | Genesis Energy LP / Genesis Energy Finance Corp                                                                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045690.00   | 0.08%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                  | Long: SWU028YM3 IRS GBP R F  3.50000 SWU028YM3 CCPOIS / Short: SWU028YM3 IRS GBP P V 12MSONIA SWUV28YM5 CCPOIS                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2900000 | OU      | $-148709.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                             | Aircastle Ltd                                                                                                                    | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2400000 | PA      | $2399807.78   | 0.18%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                        | Panama Government International Bond                                                                                             | CUSIP: 698299AT1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $107000.00    | 0.01%             | 2034-04-28      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                 | First Horizon Mortgage Pass-Through Trust 2007-2                                                                                 | CUSIP: 320520AE9<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | ABS-MBS          | CORP              | US        |    142032 | PA      | $42142.41     | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                       | 317U9L5A0 PIMCO                                                                                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | KY        |  -2600000 | NC      | $-329.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                          | CVC Cordatus Loan Fund XI DAC                                                                                                    | CUSIP: 000000000<br>LEI: 6354003WWBLW5OLHF232 | Long             | ABS-CBDO         | CORP              | IE        |    510730 | PA      | $600863.11    | 0.05%             | 2031-10-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167134.04    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                    | Pacific Gas and Electric Co                                                                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195365.14    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                         | Republic of Kenya Government International Bond                                                                                  | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1800000 | PA      | $1693324.33   | 0.13%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                  | Abu Dhabi Developmental Holding Co PJSC                                                                                          | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   1900000 | PA      | $1956160.20   | 0.15%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                            | Trust Fibra Uno                                                                                                                  | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1200000 | PA      | $1221414.00   | 0.09%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                       | Nigeria Government International Bond                                                                                            | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    800000 | PA      | $835913.00    | 0.06%             | 2031-06-09      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                     | Venezuela Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    200000 | PA      | $31901.94     | 0.00%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                 | Towd Point Mortgage Trust 2024-4                                                                                                 | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050001 | PA      | $2059418.73   | 0.16%             | 2064-10-27      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                         | PURCHASED USD / SOLD KRW                                                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-350.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                               | Long: SWU02HWT0 IRS BRL R F 13.32000 SWU02HWT0 CCPNDFPREDISWAP / Short: SWU02HWT0 IRS BRL P V 00MBRCDI SWUV2HWT2 CCPNDFPREDISWAP | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3600000 | OU      | $4156.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                      | LifePoint Health Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    995000 | PA      | $983338.60    | 0.07%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                        | Sunrise FinCo I BV                                                                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $685668.75    | 0.05%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                        | Peru Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2300000 | PA      | $706257.08    | 0.05%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                        | Wells Fargo Alternative Loan 2007-PA4 Trust                                                                                      | CUSIP: 94984UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19732 | PA      | $18274.97     | 0.00%             | 2037-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer