# EDGAR Filing Document

**Accession Number:** 0000095603
**File Stem:** 0001410368-25-040589
**Filing Date:** 2025-12
**Character Count:** 171230
**Document Hash:** c06cad7ddcf670719abc30c0e0144299
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040589.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040589

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS MARKET TRUST
- **CENTRAL INDEX KEY:** 0000095603

**ORGANIZATION NAME:**
- **EIN:** 366103490
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01236
- **FILM NUMBER:** 251590799

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

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS MARKET TRUST
- **DATE OF NAME CHANGE:** 20110203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS BALANCED FUND
- **DATE OF NAME CHANGE:** 20060207

## Series and Classes Contracts Data

### DWS Global Income Builder Fund (Series ID: S000006138)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000016894 | Class A             | KTRAX           |
| C000016897 | Class C             | KTRCX           |
| C000016899 | Class S             | KTRSX           |
| C000016900 | Institutional Class | KTRIX           |
| C000148117 | Class R6            | KTRZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-01236

- **c. CIK number of Registrant:** 0000095603

- **d. LEI of Registrant:** IFRD7YR9ULMP0L9V6675

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** DWS Global Income Builder Fund

- **b. EDGAR series identifier (if any):** S000006138

- **c. LEI of Series:** NNNPSIE2ND8S9MGMMP15

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $656329970.70

**Total Liabilities:** $42758045.65

**Net Assets:** $613571925.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -748.31000000 | **1-Year:** -7393.88000000 | **5-Year:** -30506.34000000 | **10-Year:** -29788.41000000 | **30-Year:** -20435.77000000

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

- **3-Month:** -179.41000000 | **1-Year:** -4323.12000000 | **5-Year:** -10012.25000000 | **10-Year:** -5351.69000000 | **30-Year:** -4782.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000016894 | 2.17%                | 3.07%                | 1.98%                |
| Class ID C000016897 | 2.06%                | 3.02%                | 1.98%                |
| Class ID C000016899 | 2.17%                | 3.12%                | 1.98%                |
| Class ID C000016900 | 2.17%                | 3.13%                | 1.98%                |
| Class ID C000148117 | 2.17%                | 3.16%                | 1.98%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-41804.73               | $7664196.44                                |
| Month 2  | $3898361.72              | $6458093.13                                |
| Month 3  | $4765134.80              | $248956.14                                 |

**Designated Index Information**

- **Index Name:** 50% MSCI World Index in EUR, 13% BBG U.S. Corporate High Yield Index, 11% BBG EM USD Aggregate Index, 7% BBG U.S. Credit Index, 6% MSCI EM Index, 5% BBG Treasury Index, 4% BBG MBS Index, 2.5%BBG ABS Index, 1.5% BBG CMBS Investment Grade Index

- **Index Identifier:** MSWBA_MIX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                                  | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |     64439 | NS      | $1640616.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                            | AT&T Inc                                                                              | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |    100000 | NS      | $2278000.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                              | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $390865.82    | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                       | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    103333 | PA      | $103596.00    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                                                  | CONTRA ABIOMED INC                                                                    | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  | CORP              | US        |      1100 | NS      | $1122.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                                   | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1757809.84   | 0.29%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                           | Adobe Inc                                                                             | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      6206 | NS      | $2111963.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1051228.58   | 0.17%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                            | African Development Bank                                                              | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2150000 | PA      | $2146490.51   | 0.35%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                              | Agnico Eagle Mines Ltd                                                                | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |     12200 | NS      | $1962194.57   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                         | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    690000 | PA      | $685697.09    | 0.11%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                 | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    593000 | PA      | $617111.72    | 0.10%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                                   | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   2200000 | PA      | $2205684.80   | 0.36%             | 2037-07-24      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2089458.00   | 0.34%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4700000 | PA      | $4748739.00   | 0.77%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                 | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10500000 | PA      | $10736565.00  | 1.75%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157792 | PA      | $158437.70    | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                      | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157792 | PA      | $158355.80    | 0.03%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                                  | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   2571000 | PA      | $2600877.95   | 0.42%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                          | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21129 | NS      | $5954574.78   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                        | Alphabet Inc                                                                          | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     21017 | NS      | $5909770.23   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                                                                    | Altria Group Inc                                                                      | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     28200 | NS      | $1589916.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                      | Amazon.com Inc                                                                        | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      5900 | NS      | $1440898.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| America Movil SAB de CV                                                             | America Movil SAB de CV                                                               | CUSIP: 02390A101<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |     21100 | NS      | $480447.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                                 | American Express Co                                                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      5080 | NS      | $1832508.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                       | Amphenol Corp                                                                         | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     81525 | NS      | $11359693.50  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XXIV                                                                       | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    680969 | PA      | $681191.58    | 0.11%             | 2030-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XVIII-R                                                                    | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001271.00   | 0.16%             | 2038-01-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                           | Apple Inc                                                                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       900 | NS      | $243333.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                         | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    397000 | PA      | $397765.81    | 0.06%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LXXVII CLO Ltd                                                                   | CUSIP: 03990KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751562.25    | 0.12%             | 2038-07-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares XLI Clo Ltd                                                                      | CUSIP: 04016DAU9<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009138.00   | 0.33%             | 2034-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                      | CUSIP: 04018EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $825426.00    | 0.13%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                                                                 | Arista Networks Inc                                                                   | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     29128 | NS      | $4593194.32   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                                                        | Autodesk Inc                                                                          | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |     12518 | NS      | $3772174.12   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504682.40   | 0.25%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |    120131 | NS      | $1682285.51   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                   | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524000 | PA      | $541988.24    | 0.09%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1020000 | PA      | $1079757.72   | 0.18%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1643796.00   | 0.27%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                                                                | BNSF Funding Trust I                                                                  | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507020.00   | 0.25%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                     | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $598500.00    | 0.10%             | 2038-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                   | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $546410.57    | 0.09%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                                            | Brex Commercial Charge Card Master Trust                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402035.60    | 0.07%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                    | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $662848.34    | 0.11%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2021-601L                                                                   | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $649357.20    | 0.11%             | 2044-01-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                         | Balboa Bay Loan Funding 2024-1 Ltd                                                    | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501447.00    | 0.08%             | 2037-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                      | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $515620.43    | 0.08%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    109661 | PA      | $110050.25    | 0.02%             | 2031-12-26      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                                                | Beacon Funding Trust                                                                  | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    770000 | PA      | $791195.25    | 0.13%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-IG3 Mortgage Trust                                                     | CUSIP: 08162QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $348890.68    | 0.06%             | 2048-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697069.44    | 0.11%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    850000 | PA      | $862058.13    | 0.14%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                         | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1365848.56   | 0.22%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                | Booking Holdings Inc                                                                  | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       891 | NS      | $4524266.34   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                     | AstraZeneca PLC                                                                       | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      5667 | NS      | $936814.06    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                               | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $607375.38    | 0.10%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                                 | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    950000 | PA      | $971375.00    | 0.16%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                        | Broadcom Inc                                                                          | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     15490 | NS      | $5725568.70   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                                   | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2817938.70   | 0.46%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $243198.87    | 0.04%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1028346.07   | 0.17%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                     | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    453000 | PA      | $467375.25    | 0.08%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                             | CF Hippolyta Issuer LLC                                                               | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2949861 | PA      | $2275122.36   | 0.37%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                             | CGI Inc                                                                               | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |      1300 | NS      | $113135.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                       | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1753662.95   | 0.29%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2016-C6 Commercial Mortgage Trust                                               | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491916.85    | 0.08%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    498000 | PA      | $508505.64    | 0.08%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                       | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    880000 | PA      | $903862.36    | 0.15%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $916567.20    | 0.15%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1493737.90   | 0.24%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Carnival Corp                                                                       | Carnival Corp                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     45700 | NS      | $1317531.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| DWS                                                                                 | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  16903009 | NS      | $16903009.00  | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359284.45    | 0.06%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279671.13    | 0.05%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                  | Cenovus Energy Inc                                                                    | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    197100 | NS      | $3330555.06   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                          | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    830000 | PA      | $795762.64    | 0.13%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $414340.80    | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    756000 | PA      | $753956.69    | 0.12%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CHEMOURS CO                                                                         | Chemours Co/The                                                                       | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2843790.98   | 0.46%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                                   | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1761154.38   | 0.29%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813921.60    | 0.13%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    950000 | PA      | $993881.35    | 0.16%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822972.80    | 0.13%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                                 | Cognizant Technology Solutions Corp                                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      5500 | NS      | $400840.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                                                                 | Coinbase Global Inc                                                                   | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      6700 | NS      | $2303326.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                                     | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $567938.04    | 0.09%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    504000 | PA      | $509166.40    | 0.08%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Corp                                                           | Constellation Energy Corp                                                             | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      2800 | NS      | $1055600.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                      | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    620000 | PA      | $651991.38    | 0.11%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                            | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $7056980.00   | 1.15%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                                                         | Corteva Inc                                                                           | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     12900 | NS      | $792576.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                               | Costco Wholesale Corp                                                                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      5355 | NS      | $4880814.75   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402732.72    | 0.07%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                    | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $824496.58    | 0.13%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520868.51    | 0.08%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957313.54   | 0.32%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                      | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $451429.32    | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | Delta Air Lines Inc                                                                   | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    865000 | PA      | $839124.77    | 0.14%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Dexcom Inc                                                                          | Dexcom Inc                                                                            | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5500 | NS      | $320210.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                                  | Walt Disney Co/The                                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7000 | NS      | $788340.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1459630.20   | 0.24%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                         | PURCHASED EUR / SOLD USD                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $-250270.58   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED JPY / SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |         1 | NC      | $-44205.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED GBP / SOLD USD                                                              | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |         1 | NC      | $-137010.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                                                          | Dover Corp                                                                            | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     11900 | NS      | $2159374.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                 | Dow Chemical Co/The                                                                   | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    870000 | PA      | $870842.05    | 0.14%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc                                                                   | EOG Resources Inc                                                                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      4900 | NS      | $518616.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                              | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1292728.80   | 0.21%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                              | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    994000 | PA      | $1009804.60   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                          | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1700000 | PA      | $1756635.50   | 0.29%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                | Edison International                                                                  | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     49300 | NS      | $2730234.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Elmwood CLO 43 Ltd                                                                  | Elmwood CLO 43 Ltd                                                                    | CUSIP: 29004KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    522000 | PA      | $523936.62    | 0.09%             | 2038-07-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                                            | Empresa de los Ferrocarriles del Estado                                               | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    239000 | PA      | $152739.00    | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                          | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1359147.60   | 0.22%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    735000 | PA      | $733869.64    | 0.12%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    825000 | PA      | $880702.35    | 0.14%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $723443.00    | 0.12%             | 2054-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                    | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1357591.50   | 0.22%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                         | Equinix Inc                                                                           | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      2800 | NS      | $2368828.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    250000 | PA      | $252494.38    | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp                                                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    533000 | PA      | $560222.44    | 0.09%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                                   | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    272000 | PA      | $274385.88    | 0.04%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                      | Fairfax Financial Holdings Ltd                                                        | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       300 | NS      | $487060.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1439045 | PA      | $1263985.13   | 0.21%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BQUM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10792835 | PA      | $10910667.85  | 1.78%             | 2053-11-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1298490 | PA      | $1312747.50   | 0.21%             | 2054-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137F6K55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1891789 | PA      | $253542.84    | 0.04%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                    | CUSIP: 3137FVSN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2759600 | PA      | $375178.38    | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                     | CUSIP: 31393ENQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81173 | PA      | $11871.10     | 0.00%             | 2033-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                       | CUSIP: 3140QWA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427744 | PA      | $1471290.05   | 0.24%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                      | CUSIP: 31425XDT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3782728 | PA      | $3904360.28   | 0.64%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                   | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     75000 | NS      | $1912500.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                            | First Citizens BancShares Inc/NC                                                      | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245464.30   | 0.20%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| First Solar Inc                                                                     | First Solar Inc                                                                       | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     10300 | NS      | $2749482.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                    | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $564055.63    | 0.09%             | 2039-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    635000 | PA      | $627025.46    | 0.10%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365722.04    | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                              | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    940000 | PA      | $972853.75    | 0.16%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                 | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    668000 | PA      | $705648.62    | 0.12%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                                      | Foursight Capital Automobile Receivables Trust 2023-2                                 | CUSIP: 35104AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1529293.95   | 0.25%             | 2029-04-16      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                            | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   1098000 | PA      | $1137186.85   | 0.19%             | 2051-01-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                     | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    708089 | PA      | $717644.99    | 0.12%             | 2049-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506219.10    | 0.08%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                    | CUSIP: 36290S6G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10038 | PA      | $10727.70     | 0.00%             | 2034-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | General Motors Co                                                                     | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1196968.29   | 0.20%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | General Motors Co                                                                     | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    580000 | PA      | $616648.30    | 0.10%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                                                                     | Gold Fields Ltd                                                                       | CUSIP: 38059T106<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |     28487 | NS      | $1094185.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1412172.32   | 0.23%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BDC INC                                                               | Goldman Sachs BDC Inc                                                                 | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    880000 | PA      | $885807.85    | 0.14%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38382MA66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3260862 | PA      | $389593.93    | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38383FVU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3664987 | PA      | $490622.06    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38384CTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1126251 | PA      | $1130398.34   | 0.18%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38385EQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    712392 | PA      | $712009.89    | 0.12%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                              | CUSIP: 38385FE31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2370681 | PA      | $2359831.44   | 0.38%             | 2055-04-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                             | Veolia Environnement SA                                                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |     37235 | NS      | $1230264.12   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    837000 | PA      | $866953.32    | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    780000 | PA      | $793168.79    | 0.13%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1456270.20   | 0.24%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                     | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    609000 | PA      | $622210.43    | 0.10%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                              | HP Inc                                                                                | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    810000 | PA      | $860168.02    | 0.14%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Hin Timeshare Trust                                                                 | HINNT 2024-A LLC                                                                      | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199003 | PA      | $202206.56    | 0.03%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| L'Oreal SA                                                                          | L'Oreal SA                                                                            | CUSIP: 000000000<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |      1804 | NS      | $752662.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Hercules Trust II                                                                   | HERCULES TR II                                                                        | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |       506 | NS      | $1205.38      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                       | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1731263.76   | 0.28%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                               | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1389235 | PA      | $1394320.04   | 0.23%             | 2030-11-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co Ltd                                                   | Hon Hai Precision Industry Co Ltd                                                     | CUSIP: 438090805<br>LEI: 30030004CM3GSZXX7O56 | Long             | EC               | CORP              | TW        |      8470 | NS      | $140123.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-2                                                          | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498699.65    | 0.08%             | 2032-11-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239805 | PA      | $243451.60    | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305172 | PA      | $308259.38    | 0.05%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                 | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $232578.72    | 0.04%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                   | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $674423.31    | 0.11%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                                   | Hannover Rueck SE                                                                     | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      4794 | NS      | $1372147.68   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                            | Indonesia Government International Bonds                                              | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1700000 | PA      | $1708671.68   | 0.28%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                       | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EC               | CORP              | DK        |     20000 | NS      | $895247.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                          | Intuit Inc                                                                            | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      2467 | NS      | $1646845.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                     | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   2800000 | PA      | $2863635.60   | 0.47%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                                            | Itau Unibanco Holding SA                                                              | CUSIP: 465562106<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EC               | CORP              | BR        |    130300 | NS      | $959008.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                             | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763113 | PA      | $769229.72    | 0.13%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                      | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $737926.88    | 0.12%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                       | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550537 | PA      | $1303293.55   | 0.21%             | 2035-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                       | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $472213.75    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-1MEM                        | CUSIP: 46654BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $840350.50    | 0.14%             | 2042-10-09      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $971515.63    | 0.16%             | 2039-06-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-6                                                | CUSIP: 46657YAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543696 | PA      | $542502.54    | 0.09%             | 2054-12-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1087000 | PA      | $1199236.01   | 0.20%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                             | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $606100.43    | 0.10%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                   | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1547489.52   | 0.25%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                                   | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2107090.00   | 0.34%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                                                    | Skandinaviska Enskilda Banken AB                                                      | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |     82749 | NS      | $1581430.28   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                                | KIND Trust 2021-KIND                                                                  | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396688 | PA      | $394438.18    | 0.06%             | 2038-08-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                               | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     75000 | NS      | $1865250.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                                                   | Kimco Realty Corp                                                                     | CUSIP: 49446R737<br>LEI: 254900ARY41P4V1JL861 | Long             | EP               |  | US        |     75000 | NS      | $1568250.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    894000 | PA      | $918203.26    | 0.15%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                   | Lam Research Corp                                                                     | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     20400 | NS      | $3212184.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     54000 | NS      | $3204900.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    645000 | PA      | $659533.18    | 0.11%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                 | Erste Group Bank AG                                                                   | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      1165 | NS      | $120518.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                           | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                             | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      4792 | NS      | $2968653.47   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                              | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1368437.31   | 0.22%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                      | Eli Lilly & Co                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1804 | NS      | $1556599.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                         | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1159788.65   | 0.19%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    755000 | PA      | $691532.81    | 0.11%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                         | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1170503.09   | 0.19%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $804789.84    | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                      | Microsoft Corp                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      9709 | NS      | $5027417.29   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                 | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006762.10   | 0.16%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                    | Bank Hapoalim BM                                                                      | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     23537 | NS      | $477640.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB Inc                                                                         | MongoDB Inc                                                                           | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      5700 | NS      | $2050974.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                        | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $842384.80    | 0.14%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                              | DBS Group Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     20300 | NS      | $840689.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     75000 | NS      | $1829250.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co                                                            | Central Japan Railway Co                                                              | CUSIP: 000000000<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |    220600 | NS      | $5390649.63   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-1                                                        | CUSIP: 61945VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170732 | PA      | $924884.45    | 0.15%             | 2053-06-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                                                    | Transurban Group                                                                      | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |     46041 | NS      | $435342.61    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                                  | Hong Kong Exchanges & Clearing Ltd                                                    | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     16300 | NS      | $889259.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                        | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434664 | PA      | $440829.29    | 0.07%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1313545.90   | 0.21%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                        | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    527000 | PA      | $525843.13    | 0.09%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                          | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1684185.39   | 0.27%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| NetEase Inc                                                                         | NetEase Inc                                                                           | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |      5500 | NS      | $770550.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                                                                   | Japan Tobacco Inc                                                                     | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     34500 | NS      | $1201290.08   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                        | Newmont Corp                                                                          | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      4900 | NS      | $396753.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    537000 | PA      | $580798.26    | 0.09%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                                   | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1717338.15   | 0.28%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                               | Nippon Life Insurance Co                                                              | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $633294.34    | 0.10%             | 2051-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | Nordea Bank Abp                                                                       | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1700000 | PA      | $1729721.10   | 0.28%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Continental Finance Credit Credit Card ABS Master Trust                             | Continental Finance Credit Card ABS Master Trust                                      | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405364.92    | 0.07%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                          | Nucor Corp                                                                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     20500 | NS      | $3076025.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                                 | NuStar Logistics LP                                                                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3171245.70   | 0.52%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                         | NVIDIA Corp                                                                           | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     40199 | NS      | $8139895.51   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE Insurance Group Ltd                                                             | QBE Insurance Group Ltd                                                               | CUSIP: 000000000<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    192509 | NS      | $2495460.53   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                             | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1965689.60   | 0.32%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Octagon 63 Ltd                                                                      | Octagon 63 Ltd                                                                        | CUSIP: 67578VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1903218.60   | 0.31%             | 2037-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                             | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1021129.73   | 0.17%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                                           | ONEOK Inc                                                                             | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1658230.75   | 0.27%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1151606.58   | 0.19%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348770.46    | 0.06%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                           | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    501000 | PA      | $474995.33    | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    525000 | PA      | $539975.63    | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                           | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    286000 | PA      | $278431.81    | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                          | PacifiCorp                                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419959.47    | 0.07%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                                 | PayPal Holdings Inc                                                                   | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      5100 | NS      | $353277.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novartis AG                                                                         | Novartis AG                                                                           | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     58439 | NS      | $7239990.17   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                           | Nestle SA                                                                             | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1151 | NS      | $110028.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel SpA                                                                            | Enel SpA                                                                              | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     29617 | NS      | $300024.53    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                           | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1085150.00   | 0.18%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    825000 | PA      | $813750.49    | 0.13%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                          | Pfizer Inc                                                                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     82310 | NS      | $2028941.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                                         | Phillips 66                                                                           | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     24400 | NS      | $3321816.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1050694.04   | 0.17%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                        | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328227.90    | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                            | Plains All American Pipeline LP / PAA Finance Corp                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $338739.08    | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                                | Progressive Corp/The                                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1000 | NS      | $206000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                        | Prologis Inc                                                                          | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |       236 | NS      | $12764.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                                                                    | Pure Storage Inc                                                                      | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     19200 | NS      | $1895040.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                                                        | QUALCOMM Inc                                                                          | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     15285 | NS      | $2765056.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                         | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920943 | PA      | $921158.57    | 0.15%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                         | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462182 | PA      | $465617.89    | 0.08%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                  | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $651710.98    | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                             | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004214.00   | 0.16%             | 2040-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | RAD CLO 23 Ltd                                                                        | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3511889.50   | 0.57%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                                                             | Regatta 34 Funding Ltd                                                                | CUSIP: 75904BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $651920.75    | 0.11%             | 2038-07-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                                  | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2666960.91   | 0.43%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Bloomberg Convertible Securities ETF                              | State Street SPDR Bloomberg Convertible Securities ETF                                | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |    186927 | NS      | $17414119.32  | 2.84%             |  |  |  | No            |                  1 | On Loan: —       |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $795000.00    | 0.13%             | 2042-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                                                          | Samsung Electronics Co Ltd                                                            | CUSIP: 796050888<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      1629 | NS      | $3038085.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2023-3                                         | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $406436.76    | 0.07%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                  | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1105000 | PA      | $1191293.80   | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513600<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     75000 | NS      | $1883250.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2348570.40   | 0.38%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                               | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1172278.75   | 0.19%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                             | Securitized Term Auto Receivables Trust                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    306004 | PA      | $308169.80    | 0.05%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1755557.46   | 0.29%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-INV1                                                      | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147681 | PA      | $1156003.64   | 0.19%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                                                            | Simon Property Group Inc                                                              | CUSIP: 828806885<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EP               |  | US        |     17000 | NS      | $907460.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO 29 Ltd                                                               | CUSIP: 83013BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501087.00    | 0.08%             | 2038-07-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO XIV Ltd                                                              | CUSIP: 83013NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1595121.60   | 0.26%             | 2038-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1344351.53   | 0.22%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                   | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1260000 | PA      | $1295566.94   | 0.21%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXXII Ltd                                                             | CUSIP: 83616AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500525.00    | 0.08%             | 2034-10-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                       | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1224703.31   | 0.20%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                    | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080450.19   | 0.18%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                            | Southwestern Public Service Co                                                        | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1261033.59   | 0.21%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                           | Block Inc                                                                             | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     27300 | NS      | $2073162.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                             | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144171.94    | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                            | Stanley Black & Decker Inc                                                            | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2471155.50   | 0.40%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                                   | State Street Corp                                                                     | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1549201.19   | 0.25%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                            | Sumitomo Mitsui Financial Group Inc                                                   | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1450000 | PA      | $1489090.55   | 0.24%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $813617.60    | 0.13%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                 | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401458.32    | 0.07%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                   | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     34992 | NS      | $2602704.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1047742.03   | 0.17%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                       | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801854.40    | 0.13%             | 2037-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                                                  | 2023-MIC Trust/THE                                                                    | CUSIP: 87256GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $973600.38    | 0.16%             | 2038-12-05      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473990.62    | 0.08%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                 | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $623608.94    | 0.10%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                            | Targa Resources Partners LP / Targa Resources Partners Finance Corp                   | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000962.75   | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                | Tencent Holdings Ltd                                                                  | CUSIP: 88032Q109<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |     71400 | NS      | $5809818.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                     | CUSIP: 88238CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501069.50   | 0.24%             | 2038-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                   | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765454 | PA      | $773000.81    | 0.13%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1030992 | PA      | $1033554.39   | 0.17%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                               | Travelers Cos Inc/The                                                                 | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     24100 | NS      | $6473742.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                                 | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008282.00   | 0.33%             | N/A             | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                       | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $750000.00    | 0.12%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    743000 | PA      | $671672.52    | 0.11%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Uber Technologies Inc                                                               | Uber Technologies Inc                                                                 | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     46200 | NS      | $4458300.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                         | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728961 | PA      | $729681.80    | 0.12%             | 2032-09-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                     | Ulta Beauty Inc                                                                       | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      5800 | NS      | $3015304.00   | 0.49%             |  |  |  | No            |                  1 | 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        |   1306159 | PA      | $1363070.88   | 0.22%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    260000 | PA      | $266058.00    | 0.04%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                 | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    538000 | PA      | $582788.50    | 0.09%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                  | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    399000 | PA      | $398680.80    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                      | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $636343.20    | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                   | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19446773.40  | 3.17%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2665300 | PA      | $2645726.70   | 0.43%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                     | CUSIP: 91282CJU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3931200 | PA      | $3931762.59   | 0.64%             | 2026-01-31      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203200 | PA      | $1228016.00   | 0.20%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Floating Rate Notes                                                     | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $6100013.48   | 0.99%             | 2026-07-31      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2805900 | PA      | $2841412.17   | 0.46%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34706400 | PA      | $34852817.63  | 5.68%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5302000 | PA      | $5368275.00   | 0.87%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1499531.25   | 0.24%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                     | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    940000 | PA      | $829650.77    | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                    | Paramount Global                                                                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    850000 | PA      | $833494.31    | 0.14%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                                 | VICI Properties Inc                                                                   | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     49600 | NS      | $1487504.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                         | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $951271.32    | 0.16%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                               | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $203992.88    | 0.03%             | 2040-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     75000 | NS      | $1851000.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1312816.25   | 0.21%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                               | Western Alliance Bank                                                                 | CUSIP: 95763PNC1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | ABS-MBS          | CORP              | US        |    845363 | PA      | $887481.85    | 0.14%             | 2059-07-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524027.13    | 0.09%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                                  | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $411896.08    | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                           | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  44488385 | NS      | $44488385.12  | 7.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Re AG                                                                         | Swiss Re AG                                                                           | CUSIP: 000000000<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      3128 | NS      | $570688.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                     | ASML Holding NV                                                                       | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1645 | NS      | $1744849.72   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrari NV                                                                          | Ferrari NV                                                                            | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |      2418 | NS      | $974980.73    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                          | Anheuser-Busch InBev SA/NV                                                            | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |      7409 | NS      | $450663.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                        | Ferrovial SE                                                                          | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |     26195 | NS      | $1609491.66   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                                                        | Mexico Cetes                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | STIV             | NUSS              | MX        | 117000000 | PA      | $6145541.43   | 1.00%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                                                                         | Aena SME SA                                                                           | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |      4249 | NS      | $115611.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3850000 | PA      | $4341426.72   | 0.71%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | DAX INDEX FUTURE DEC25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        20 | NC      | $125579.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX 50 DEC25                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       255 | NC      | $792287.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMGMKT DEC25                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       358 | NC      | $741974.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S+P500 EMINI FUT DEC25                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        21 | NC      | $236444.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | E-MINI RUSS 2000 DEC25                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        98 | NC      | $267649.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 (OSE) DEC25                                                                | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        73 | NC      | $3106508.99   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX EUROPE 600 DEC25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       297 | NC      | $263051.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | MSCI WORLD INDEX DEC25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       541 | NC      | $1974146.47   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | FTSE 100 IDX FUT DEC25                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        82 | NC      | $466283.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -118 | NC      | $-182559.15   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE DEC25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -22 | NC      | $-15750.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       166 | NC      | $791930.89    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $-56418.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -227 | NC      | $-18295.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                           | Safran SA                                                                             | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      8039 | NS      | $2857376.83   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                               | Daiichi Sankyo Co Ltd                                                                 | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |    252500 | NS      | $5955109.47   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                        | Unilever PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4326 | NS      | $259484.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                        | 3i Group PLC                                                                          | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     46845 | NS      | $2713698.76   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                         | Reckitt Benckiser Group PLC                                                           | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |     16088 | NS      | $1229631.42   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                       | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     29223 | NS      | $499516.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                   | MDGH GMTN RSC Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    245000 | PA      | $191564.28    | 0.03%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ryanair Holdings PLC                                                                | Ryanair Holdings PLC                                                                  | CUSIP: 000000000<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |      7033 | NS      | $213542.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                        | ING Groep NV                                                                          | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |     23521 | NS      | $587761.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                           | Aptiv PLC                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     43000 | NS      | $3487300.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                              | Trane Technologies PLC                                                                | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     10349 | NS      | $4643078.85   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                           | Chubb Ltd                                                                             | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1600 | NS      | $443104.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors NV                                                               | NXP Semiconductors NV                                                                 | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      2900 | NS      | $606448.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mahindra & Mahindra Ltd                                                             | Mahindra & Mahindra Ltd                                                               | CUSIP: 000000000<br>LEI: 3358003B573EV4KB4Z02 | Long             | EC               | CORP              | IN        |     87919 | NS      | $3490384.30   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-17

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer