# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0001752724-23-000055
**Filing Date:** 2023-1
**Character Count:** 929646
**Document Hash:** 70902d6e5fc6a49d17b871237ef6769a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-000055.hdr.sgml**: 20230103

**ACCESSION NUMBER**: 0001752724-23-000055

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

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20220430

**FILED AS OF DATE**: 20230103

**DATE AS OF CHANGE**: 20230103

**PERIOD START**: 20221031

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 23501286

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2022-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4169511951.42

**Total Liabilities:** $268379442.12

**Net Assets:** $3901132509.30

**Delayed Delivery Securities:** $192159510.98

**Cash Not Reported:** $18912994.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 234.85160000 | **1-Year:** 1033.19030000 | **5-Year:** 9957.85600000 | **10-Year:** 8876.70590000 | **30-Year:** -6281.41760000

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

- **3-Month:** -118.03000000 | **1-Year:** -2399.25690000 | **5-Year:** -2322.93140000 | **10-Year:** 3213.56970000 | **30-Year:** 713.22430000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071807 | -1.70%               | -0.30%               | -3.00%               |
| Class ID C000190075 | -1.76%               | -0.27%               | -2.92%               |
| Class ID C000071805 | -1.76%               | -0.27%               | -2.92%               |
| Class ID C000071808 | -1.77%               | -0.37%               | -2.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3245725.72             | $-83217588.40                              |
| Month 2  | $-9503003.89             | $-19946030.72                              |
| Month 3  | $-16535966.70            | $-115270330.60                             |

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      474000 | PA      | $413565.00    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADEKA Corp                                                                      | ADEKA Corp                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       22700 | NS      | $435345.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2F1<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1500000 | PA      | $1417794.00   | 0.04%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                                                        | Ultra Clean Holdings Inc                                                        | CUSIP: N/A<br>LEI: 5493007L6LS7QX18PE75       | Long             | LON              | CORP              | US        |      992932 | PA      | $988790.98    | 0.03%             | 2025-08-27      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     1998000 | PA      | $1847169.82   | 0.05%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2314880.38   | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oi SA                                                                           | Oi SA                                                                           | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |      700000 | PA      | $560532.00    | 0.01%             | 2025-07-27      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     4025000 | PA      | $739307.94    | 0.02%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                             | JPMBB Commercial Mortgage Securities Trust 2014-C24                             | CUSIP: 46643GAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14800000 | PA      | $10478306.76  | 0.27%             | 2047-11-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Consorcio Transmantaro SA                                                       | Consorcio Transmantaro SA                                                       | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |      400000 | PA      | $372600.00    | 0.01%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1149867.42   | 0.03%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1027000 | PA      | $965436.00    | 0.02%             | 2043-04-30      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      436000 | PA      | $437126.69    | 0.01%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | Avantor Funding Inc                                                             | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | LON              | CORP              | US        |      249373 | PA      | $247503.13    | 0.01%             | 2027-11-08      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1498000 | PA      | $1148885.54   | 0.03%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                        | Agile Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $64550.00     | 0.00%             | 2026-05-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5520000 | PA      | $399417.82    | 0.01%             | 2051-04-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                 | BANK 2019-BNK22                                                                 | CUSIP: 06540XAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7340000 | PA      | $4438930.33   | 0.11%             | 2062-11-15      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10388180.00  | 0.27%             | N/A             | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                  | British Telecommunications PLC                                                  | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $2793254.26   | 0.07%             | 2029-11-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      444000 | PA      | $331908.73    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                    | Acrisure LLC                                                                    | CUSIP: N/A<br>LEI: 549300R0Z1Q47XRTGO22       | Long             | LON              | CORP              | US        |      997455 | PA      | $981456.28    | 0.03%             | 2027-02-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                             | KKR Apple Bidco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      498750 | PA      | $492929.59    | 0.01%             | 2028-07-14      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                            | Globo Comunicacao e Participacoes SA                                            | CUSIP: N/A<br>LEI: 52990054HEKS017PVR75       | Long             | DBT              | CORP              | BR        |     1800000 | PA      | $1550718.00   | 0.04%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      390000 | PA      | $354769.47    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5588000 | PA      | $5168900.00   | 0.13%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                        | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     1300000 | PA      | $1213852.01   | 0.03%             | 2037-09-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | ConocoPhillips Co                                                               | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3405817.70   | 0.09%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB Holding Corp                                                                | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1003445.63   | 0.03%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12985000 | PA      | $1393428.14   | 0.04%             | 2062-03-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      986000 | PA      | $898592.93    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                       | Colbun SA                                                                       | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |      966000 | PA      | $816270.00    | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corp                                                    | Ali Group North America Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IT        |     1750000 | PA      | $1713180.00   | 0.04%             | 2028-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2794000 | PA      | $2724667.95   | 0.07%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513AE5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     4198000 | PA      | $4177010.00   | 0.11%             | N/A             | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| TotalEnergies SE                                                                | TotalEnergies SE                                                                | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     1600000 | PA      | $1633910.39   | 0.04%             | N/A             | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6000000 | PA      | $6150000.00   | 0.16%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CQP Holdco LP / BIP-V Chinook Holdco LLC                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3605000 | PA      | $3324891.50   | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                     | Global Medical Response Inc                                                     | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |     1496212 | PA      | $1482806.06   | 0.04%             | 2025-09-24      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                      | Schlumberger Holdings Corp                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      508000 | PA      | $492333.02    | 0.01%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | Aramark Services Inc                                                            | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1471544.65   | 0.04%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                 | BANK 2021-BNK36                                                                 | CUSIP: 06540DAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $1547916.53   | 0.04%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      400000 | PA      | $549031.69    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                          | Mercedes-Benz Group AG                                                          | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1086153.75   | 0.03%             | 2033-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1160000 | PA      | $1100063.21   | 0.03%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1083933.57   | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAC6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $984000.00    | 0.03%             | 2029-09-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Learning Care Group US No 2 Inc                                                 | Learning Care Group US No 2 Inc                                                 | CUSIP: N/A<br>LEI: 5493000VMN44LK8QID23       | Long             | LON              | CORP              | US        |    17700000 | PA      | $17500875.00  | 0.45%             | 2026-03-13      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                      | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6117000 | PA      | $648237.45    | 0.02%             | 2052-05-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $950160.00    | 0.02%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      479000 | PA      | $471116.40    | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                   | Axian Telecom                                                                   | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     2300000 | PA      | $2232030.40   | 0.06%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                                   | Trelleborg AB                                                                   | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |       17145 | NS      | $376051.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1692192.80   | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Metronet Systems Holdings LLC                                                   | Metronet Systems Holdings LLC                                                   | CUSIP: N/A<br>LEI: 549300V3JVIFMP2JGN73       | Long             | LON              | CORP              | US        |     1995000 | PA      | $1975050.00   | 0.05%             | 2028-06-02      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser Inc                                                 | Mitnick Corporate Purchaser Inc                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      210000 | PA      | $209370.00    | 0.01%             | 2029-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QNB Finansbank AS                                                               | QNB Finansbank AS                                                               | CUSIP: 31772DAD4<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |      650000 | PA      | $668291.00    | 0.02%             | 2024-09-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                               | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |       63900 | NS      | $1610280.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gohl Capital Ltd                                                                | Gohl Capital Ltd                                                                | CUSIP: N/A<br>LEI: 254900TF7OK6KSDZA888       | Long             | DBT              | CORP              | IM        |     2150000 | PA      | $1998804.17   | 0.05%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                           | GS Mortgage Securities Trust 2017-GS7                                           | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28486420 | PA      | $1185841.26   | 0.03%             | 2050-08-10      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                     | NN Group NV                                                                     | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |       13579 | NS      | $665122.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                             | Gabon Government International Bond                                             | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      300000 | PA      | $297840.00    | 0.01%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc                                                            | SandRidge Energy Inc                                                            | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         286 | NS      | $5311.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC   | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC   | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5370000 | PA      | $5047800.00   | 0.13%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Industrial Realty Trust Inc                                               | First Industrial Realty Trust Inc                                               | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23241 | NS      | $1347978.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Finance LLC                                                    | Hilton Worldwide Finance LLC                                                    | CUSIP: N/A<br>LEI: 549300406TN7EY0NPH20       | Long             | LON              | CORP              | US        |     1000000 | PA      | $987500.00    | 0.03%             | 2026-06-18      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $896019.25    | 0.02%             | 2063-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | CommScope Inc                                                                   | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |      498721 | PA      | $478897.06    | 0.01%             | 2026-04-06      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1238548.35   | 0.03%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | Qatar Government International Bond                                             | CUSIP: 74727PBC4<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      600000 | PA      | $601056.00    | 0.02%             | 2025-04-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DBUBS 2011-LC1 Mortgage Trust                                                   | DBUBS 2011-LC1 Mortgage Trust                                                   | CUSIP: 233050AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11915236 | PA      | $481.38       | 0.00%             | 2046-11-10      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7072650.00   | 0.18%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | Egypt Government International Bond                                             | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1300000 | PA      | $955500.00    | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                              | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      900000 | PA      | $789545.93    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    36262589 | PA      | $1692389.53   | 0.04%             | 2049-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: 87020PAP2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     1512000 | PA      | $1374529.46   | 0.04%             | 2026-11-16      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                               | Fortis Inc/Canada                                                               | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |      964000 | PA      | $925105.27    | 0.02%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     1067000 | PA      | $869082.88    | 0.02%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $2953466.40   | 0.08%             | 2056-08-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                            | SRS Distribution Inc                                                            | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1601437.50   | 0.04%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                      | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1372000.00   | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                                                   | Diamond BC BV                                                                   | CUSIP: N/A<br>LEI: 549300SWLHWJF3D4N658       | Long             | LON              | CORP              | NL        |     1496250 | PA      | $1441547.10   | 0.04%             | 2028-09-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                           | Mallinckrodt International Finance SA                                           | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |     2244094 | PA      | $2081397.64   | 0.05%             | 2024-09-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2570000 | PA      | $2431862.50   | 0.06%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $524418.98    | 0.01%             | 2028-03-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital UK PLC                                          | GSK Consumer Healthcare Capital UK PLC                                          | CUSIP: 36264NAA2<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |      910000 | PA      | $892164.17    | 0.02%             | 2025-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $177147.60    | 0.00%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Computacenter PLC                                                               | Computacenter PLC                                                               | CUSIP: N/A<br>LEI: 549300XSXUZ1I19DB105       | Long             | EC               | CORP              | GB        |       22376 | NS      | $751826.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $904035.51    | 0.02%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                   | Brand Industrial Services Inc                                                   | CUSIP: N/A<br>LEI: 549300B658W2BPDQMW42       | Long             | LON              | CORP              | US        |    18276741 | PA      | $17329640.23  | 0.44%             | 2024-06-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1864386.55   | 0.05%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                   | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $4615921.80   | 0.12%             | 2053-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Life Science Reit PLC                                                           | Life Science Reit PLC                                                           | CUSIP: N/A<br>LEI: 213800RG7JNX7K8F7525       | Long             | EC               | CORP              | GB        |       80097 | NS      | $102953.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAL8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2585000 | PA      | $2500987.50   | 0.06%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $633.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF Finance GmbH                                                                 | ZF Finance GmbH                                                                 | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |     1700000 | PA      | $1574188.06   | 0.04%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      890000 | PA      | $886885.00    | 0.02%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $828691.83    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      579000 | PA      | $570361.11    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1093000 | PA      | $1008730.52   | 0.03%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | Trans Union LLC                                                                 | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      868468 | PA      | $858819.06    | 0.02%             | 2028-11-17      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                              | SPDR Bloomberg High Yield Bond ETF                                              | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |       20000 | NS      | $1952200.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK 2021-BNK35                                                                 | BANK 2021-BNK35                                                                 | CUSIP: 06540CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3301000 | PA      | $1738173.90   | 0.04%             | 2064-06-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                               | BlackRock Liquidity FedFund - Institutional Class                               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    13102253 | NS      | $13102253.24  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ten-X LLC                                                                       | Ten-X LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2031250 | PA      | $1958470.31   | 0.05%             | 2024-09-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $763865.76    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1628619.25   | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      634000 | PA      | $608640.00    | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $873740.73    | 0.02%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Midea Real Estate Holding Ltd                                                   | Midea Real Estate Holding Ltd                                                   | CUSIP: N/A<br>LEI: 300300CW5XG771ZXV614       | Long             | EC               | CORP              | CN        |       52000 | NS      | $99020.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2492970.65   | 0.06%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG Energy Corp                                                                 | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $5585250.00   | 0.14%             | 2027-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA Inc                                                                 | CUSIP: 166756AX4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      667000 | PA      | $643818.57    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Digital Core REIT Management Pte Ltd                                            | Digital Core REIT Management Pte Ltd                                            | CUSIP: N/A<br>LEI: 549300IIGO612K0POE26       | Long             | EC               | CORP              | SG        |       85064 | NS      | $84339.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-32711.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3478800.04   | 0.09%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1484364.12   | 0.04%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        1502 | NS      | $200216.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                     | CUSIP: 61763MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10598000 | PA      | $8009185.21   | 0.21%             | 2047-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       15009 | NS      | $978586.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: N/A<br>LEI: Y87794H0US1R65VBXU25       | Long             | DBT              | CORP              | US        |      450000 | PA      | $716477.00    | 0.02%             | 2034-03-27      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| High Ridge Brands - Escrow                                                      | High Ridge Brands - Escrow                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    15607000 | PA      | $191966.10    | 0.00%             | 2025-03-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                            | Frontier Communications Holdings LLC                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3989924 | PA      | $3916789.12   | 0.10%             | 2028-05-01      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | XX        |     1712000 | PA      | $1645391.80   | 0.04%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                                   | NongHyup Bank                                                                   | CUSIP: 65540KAD7<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |     2500000 | PA      | $2324129.08   | 0.06%             | 2025-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc                      | Scientific Games Holdings LP/Scientific Games US FinCo Inc                      | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2717000.00   | 0.07%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |      957000 | PA      | $961439.82    | 0.02%             | 2025-11-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      812000 | PA      | $720796.23    | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NFP Corp                                                                        | NFP Corp                                                                        | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    28928000 | PA      | $25703974.40  | 0.66%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $1875575.00   | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media Inc                                                               | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | LON              | CORP              | US        |     1000000 | PA      | $990160.00    | 0.03%             | 2026-09-18      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3209336.25   | 0.08%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      500000 | PA      | $546113.22    | 0.01%             | 2031-09-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                                                 | BDO Unibank Inc                                                                 | CUSIP: N/A<br>LEI: 3FGIIBS1PEI1FYQBGN97       | Long             | EC               | CORP              | PH        |      458990 | NS      | $1134195.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC Global Ltd                                                                 | TSMC Global Ltd                                                                 | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     1921000 | PA      | $1746438.73   | 0.04%             | 2025-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                        | Team Health Holdings Inc                                                        | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     6390000 | PA      | $5445813.60   | 0.14%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                                           | Bayer Capital Corp BV                                                           | CUSIP: N/A<br>LEI: 529900KEOKKPYZLTAU90       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1349094.75   | 0.03%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                                                        | Highwoods Properties Inc                                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       13083 | NS      | $534309.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoBank ACB                                                                      | CoBank ACB                                                                      | CUSIP: 19075Q805<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGSE             | US        |       51000 | NS      | $5125500.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                            | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1879782.48   | 0.05%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1672125.00   | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        1057 | NS      | $24945.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                             | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |       37462 | NS      | $969891.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                                    | Prologis Inc                                                                    | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |       81844 | NS      | $5238016.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2223000 | PA      | $1837383.04   | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                       | Baidu Inc                                                                       | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $759207.94    | 0.02%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2340837.50   | 0.06%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                     | Citigroup Commercial Mortgage Trust 2018-B2                                     | CUSIP: 17327FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13246500 | PA      | $900196.37    | 0.02%             | 2051-03-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Colgate Energy Partners III LLC                                                 | Colgate Energy Partners III LLC                                                 | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5348125.00   | 0.14%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                    | MH Sub I LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     7550000 | PA      | $7453737.50   | 0.19%             | 2029-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1081000 | PA      | $1026180.28   | 0.03%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | Hungary Government International Bond                                           | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      550000 | PA      | $379057.80    | 0.01%             | 2051-09-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130625.00    | 0.00%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | Churchill Downs Inc                                                             | CUSIP: N/A<br>LEI: 529900FODTBQC8MIS994       | Long             | LON              | CORP              | US        |     2493703 | PA      | $2460985.39   | 0.06%             | 2028-03-17      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      800000 | PA      | $716000.00    | 0.02%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4984850.00   | 0.13%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ship Healthcare Holdings Inc                                                    | Ship Healthcare Holdings Inc                                                    | CUSIP: N/A<br>LEI: 353800BIFUE1L527TH13       | Long             | EC               | CORP              | JP        |       18400 | NS      | $307352.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $800531.15    | 0.02%             | 2031-11-28      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1991668.25   | 0.05%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRE Logistics REIT Inc                                                          | CRE Logistics REIT Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |          72 | NS      | $110106.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10521.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $117569.82    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      600000 | PA      | $497086.27    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bloomin' Brands Inc                                                             | Bloomin' Brands Inc                                                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       14846 | NS      | $326463.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      300000 | PA      | $227734.12    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iraq International Bond                                                         | Iraq International Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |     3597750 | PA      | $3472764.17   | 0.09%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | Ford Motor Co                                                                   | CUSIP: 345370CW8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      400000 | PA      | $445738.00    | 0.01%             | 2025-04-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     7925000 | PA      | $7031060.00   | 0.18%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1232917.90   | 0.03%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9                  | JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9                  | CUSIP: 46629PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      641337 | PA      | $605834.67    | 0.02%             | 2047-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HealthCo REIT                                                                   | HealthCo REIT                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       12938 | NS      | $17989.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                        | Penn National Gaming Inc                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      438750 | PA      | $436556.25    | 0.01%             | 2029-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                | Benchmark 2018-B8 Mortgage Trust                                                | CUSIP: 08162UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6900000 | PA      | $707875.14    | 0.02%             | 2052-01-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                  | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       80000 | NS      | $1512800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Inc                                                              | AMN Healthcare Inc                                                              | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3480471.25   | 0.09%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp                                | Industrial & Infrastructure Fund Investment Corp                                | CUSIP: N/A<br>LEI: 353800WCHFY04YKYCI19       | Long             | EC               | CORP              | JP        |          72 | NS      | $103311.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NSD Co Ltd                                                                      | NSD Co Ltd                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       24800 | NS      | $440233.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                            | Epicor Software Corp                                                            | CUSIP: N/A<br>LEI: JGNXVGGGXR4O1L5I7S73       | Long             | LON              | CORP              | US        |     3491139 | PA      | $3465898.30   | 0.09%             | 2027-07-30      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJXT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    70234388 | PA      | $4562130.86   | 0.12%             | 2026-01-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                                       | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17976 | NS      | $854039.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBQ0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1269458.01   | 0.03%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc                                                      | Mozart Debt Merger Sub Inc                                                      | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4480500.00   | 0.11%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | Studio City Finance Ltd                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |     2200000 | PA      | $1518000.00   | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ally Financial Inc                                                              | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1554300.00   | 0.04%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1894000 | PA      | $1429818.48   | 0.04%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      536000 | PA      | $35510.00     | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1583187.50   | 0.04%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fund of National Welfare Samruk-Kazyna JSC                                      | Fund of National Welfare Samruk-Kazyna JSC                                      | CUSIP: 84612WAA1<br>LEI: 213800N83GBAZJ4ER974 | Long             | DBT              | CORP              | KZ        |      260000 | PA      | $227344.00    | 0.01%             | 2026-10-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1949250.00   | 0.05%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                               | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     5800000 | PA      | $5611500.00   | 0.14%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                  | Proofpoint Inc                                                                  | CUSIP: N/A<br>LEI: 529900C5FODDK0WSR085       | Long             | LON              | CORP              | US        |      748125 | PA      | $735347.03    | 0.02%             | 2028-08-31      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | Scripps Escrow II Inc                                                           | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2216423.70   | 0.06%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Kaisa Group Holdings Ltd                                                        | Kaisa Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $71837.50     | 0.00%             | 2023-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                            | Turkey Government International Bond                                            | CUSIP: 900123DD9<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      340000 | PA      | $287470.00    | 0.01%             | 2033-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings Inc                                                     | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     5418000 | PA      | $5316412.50   | 0.14%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      930000 | PA      | $690525.00    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $575311.46    | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     2946000 | PA      | $520458.89    | 0.01%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Embecta Corp                                                                    | Embecta Corp                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      206522 | PA      | $203940.22    | 0.01%             | 2029-01-26      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                       | Nokia Oyj                                                                       | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | DBT              | CORP              | FI        |      400000 | PA      | $424626.81    | 0.01%             | 2024-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sonae SGPS SA                                                                   | Sonae SGPS SA                                                                   | CUSIP: N/A<br>LEI: 549300847SOBT7HY7R50       | Long             | EC               | CORP              | PT        |      860229 | NS      | $928697.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987430.00    | 0.03%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Total Produce USA Holdings Inc                                                  | Total Produce USA Holdings Inc                                                  | CUSIP: N/A<br>LEI: 6354003TAQGTGLQ3AW21       | Long             | LON              | CORP              | US        |      748120 | PA      | $740639.10    | 0.02%             | 2028-06-09      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                      | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13091000 | PA      | $914490.13    | 0.02%             | 2052-08-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                | ZipRecruiter Inc                                                                | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2314125.00   | 0.06%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1427000 | PA      | $1407067.62   | 0.04%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      375000 | PA      | $300937.50    | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      885000 | PA      | $853878.37    | 0.02%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     8000000 | PA      | $8327280.00   | 0.21%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      650000 | PA      | $460143.06    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1300000 | PA      | $1380964.00   | 0.04%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Grafton Group PLC                                                               | Grafton Group PLC                                                               | CUSIP: N/A<br>LEI: 635400BE9SBAG61DJ963       | Long             | EC               | CORP              | IE        |       26393 | NS      | $319652.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21212500 | PA      | $983394.53    | 0.03%             | 2049-11-15      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| INEOS Finance PLC                                                               | INEOS Finance PLC                                                               | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1944716.27   | 0.05%             | 2026-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     2028000 | PA      | $1580075.64   | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                                                          | Tyler Technologies Inc                                                          | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |        1054 | NS      | $416024.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA                                     | Mediobanca Banca di Credito Finanziario SpA                                     | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |       43391 | NS      | $434902.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toromont Industries Ltd                                                         | Toromont Industries Ltd                                                         | CUSIP: N/A<br>LEI: 5493008W5EPRSLQ0B737       | Long             | EC               | CORP              | CA        |        8200 | NS      | $721860.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     4383000 | PA      | $3697269.88   | 0.09%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                            | Pertamina Persero PT                                                            | CUSIP: 69370RAJ6<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      300000 | PA      | $237130.28    | 0.01%             | 2060-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                              | Istanbul Metropolitan Municipality                                              | CUSIP: 46522TAB4<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | CORP              | TR        |     2175000 | PA      | $2182912.65   | 0.06%             | 2027-04-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      700000 | PA      | $631601.89    | 0.02%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     2263000 | PA      | $2039901.65   | 0.05%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| Guara Norte Sarl                                                                | Guara Norte Sarl                                                                | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      393411 | PA      | $346560.04    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      400000 | PA      | $399400.00    | 0.01%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                   | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      290000 | PA      | $270559.71    | 0.01%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE5 Mortgage Trust                                                  | COMM 2012-CCRE5 Mortgage Trust                                                  | CUSIP: 12623SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7176822.75   | 0.18%             | 2045-12-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                  | Wells Fargo Commercial Mortgage Trust 2020-C55                                  | CUSIP: 95002EAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14583000 | PA      | $1323895.78   | 0.03%             | 2053-02-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2104000 | PA      | $1769023.42   | 0.05%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2083415.76   | 0.05%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1000000 | PA      | $874390.00    | 0.02%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SK Telecom Co Ltd                                                               | SK Telecom Co Ltd                                                               | CUSIP: 78440PAE8<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |      350000 | PA      | $351745.43    | 0.01%             | 2023-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        3549 | NS      | $807326.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1138270.95   | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC16                                          | GS Mortgage Securities Trust 2013-GC16                                          | CUSIP: 36248GAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1874638.00   | 0.05%             | 2046-11-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UGI Corp                                                                        | UGI Corp                                                                        | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |        9914 | NS      | $340050.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1927000.00   | 0.05%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | Madison IAQ LLC                                                                 | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $5745750.00   | 0.15%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                                                  | Hertz Corp/The                                                                  | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |      446623 | PA      | $444448.43    | 0.01%             | 2028-06-14      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                               | Magenta Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1994987 | PA      | $1965062.66   | 0.05%             | 2028-07-27      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                          | Fresenius SE & Co KGaA                                                          | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     2200000 | PA      | $2160688.67   | 0.06%             | 2028-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Co Ltd                                                  | Arctic Canadian Diamond Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |        6589 | NS      | $1238732.00   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    15110000 | PA      | $14641590.00  | 0.38%             | 2029-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                             | Klabin Austria GmbH                                                             | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     1263000 | PA      | $1223695.44   | 0.03%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |      700000 | PA      | $567000.00    | 0.01%             | N/A             | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | Telecom Italia SpA/Milano                                                       | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |     1815000 | PA      | $1780968.75   | 0.05%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      650000 | PA      | $542756.55    | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                         | QVC Inc                                                                         | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $1826876.50   | 0.05%             | 2028-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scenery Journey Ltd                                                             | Scenery Journey Ltd                                                             | CUSIP: N/A<br>LEI: 549300Q2FGQXKG7X0I83       | Long             | DBT              | CORP              | VG        |     1200000 | PA      | $132600.00    | 0.00%             | 2022-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | Cinemark USA Inc                                                                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2710077.50   | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8613500.00   | 0.22%             | N/A             | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                             | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    61355489 | PA      | $758341.58    | 0.02%             | 2048-07-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Prestige Brands Inc                                                             | Prestige Brands Inc                                                             | CUSIP: N/A<br>LEI: 549300JBVP4J6D42I235       | Long             | LON              | CORP              | US        |      675000 | PA      | $673028.99    | 0.02%             | 2028-06-09      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5296.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                        | Amentum Government Services Holdings LLC                                        | CUSIP: N/A<br>LEI: 5493008CT6B5L54YSE94       | Long             | LON              | CORP              | US        |      755000 | PA      | $748393.75    | 0.02%             | 2029-02-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | Lions Gate Capital Holdings LLC                                                 | CUSIP: N/A<br>LEI: 549300MWJHNLR35C0837       | Long             | LON              | CORP              | US        |      498156 | PA      | $491306.25    | 0.01%             | 2025-03-24      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $58744.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2739000 | PA      | $2691173.44   | 0.07%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | Koninklijke KPN NV                                                              | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |     1900000 | PA      | $2647977.77   | 0.07%             | 2029-09-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2000000 | PA      | $1780000.00   | 0.05%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1975000 | PA      | $1688328.75   | 0.04%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96550.00     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261F872<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       21629 | NS      | $521258.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: N/A<br>LEI: 2IGI19DL77OX0HC3ZE78       | Long             | DBT              | CORP              | CA        |     1625000 | PA      | $1255069.47   | 0.03%             | 2025-05-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp                                                      | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1400737.05   | 0.04%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                            | Turkey Government International Bond                                            | CUSIP: 900123CZ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      450000 | PA      | $430875.00    | 0.01%             | 2025-10-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intermediate Capital Group PLC                                                  | Intermediate Capital Group PLC                                                  | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |       15266 | NS      | $292137.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $3598819.95   | 0.09%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | RealPage Inc                                                                    | CUSIP: N/A<br>LEI: 5493001RSFZX4122A604       | Long             | LON              | CORP              | US        |      498747 | PA      | $490333.01    | 0.01%             | 2028-04-24      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                           | Senegal Government International Bond                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |     2525000 | PA      | $2499454.59   | 0.06%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      290000 | PA      | $249881.38    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      850000 | PA      | $844020.37    | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | Entegris Inc                                                                    | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        6067 | NS      | $675803.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Switch Ltd                                                                      | Switch Ltd                                                                      | CUSIP: 87105NAC4<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2530750.00   | 0.06%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Alcoa Corp                                                                      | Alcoa Corp                                                                      | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        3853 | NS      | $261233.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                                               | Kosmos Energy Ltd                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      635000 | PA      | $628650.00    | 0.02%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Castellum AB                                                                    | Castellum AB                                                                    | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |        5569 | NS      | $110284.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $2561286.20   | 0.07%             | 2047-07-06      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2493750.00   | 0.06%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | Credit Acceptance Corp                                                          | CUSIP: 225310AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $909000.00    | 0.02%             | 2026-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     8850000 | PA      | $1756557.42   | 0.05%             | 2023-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hyundai Capital Services Inc                                                    | Hyundai Capital Services Inc                                                    | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |      690000 | PA      | $621692.13    | 0.02%             | 2026-02-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                         | Romania Government Bond                                                         | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     4130000 | PA      | $783542.34    | 0.02%             | 2029-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1212714.66   | 0.03%             | 2027-03-09      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                       | Dun & Bradstreet Corp/The                                                       | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1255500.00   | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |     1549000 | PA      | $1455000.31   | 0.04%             | 2024-10-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Packers Holdings LLC                                                            | Packers Holdings LLC                                                            | CUSIP: N/A<br>LEI: 549300X0L6OJNRPME518       | Long             | LON              | CORP              | US        |      936081 | PA      | $918061.74    | 0.02%             | 2028-03-09      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2012-GCJ9                                          | GS Mortgage Securities Trust 2012-GCJ9                                          | CUSIP: 36192PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $7652279.70   | 0.20%             | 2045-11-10      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ESR Kendall Square REIT Co Ltd                                                  | ESR Kendall Square REIT Co Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       17724 | NS      | $103371.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SportsNet New York                                                              | SportsNet New York                                                              | CUSIP: 000SNY002<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20090000 | PA      | $20240675.00  | 0.52%             | 2025-01-15      | Fixed         | 10.25%                | Yes           |                  3 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2614314.30   | 0.07%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | Steel Dynamics Inc                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        7063 | NS      | $605652.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $959950.00    | 0.02%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2253711.85   | 0.06%             | 2033-03-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                                                 | Cano Health LLC                                                                 | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6826500.00   | 0.17%             | 2028-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Real Hero Merger Sub 2 Inc                                                      | Real Hero Merger Sub 2 Inc                                                      | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7135000 | PA      | $5786841.75   | 0.15%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Noor Sukuk Co Ltd                                                               | Noor Sukuk Co Ltd                                                               | CUSIP: N/A<br>LEI: 5493008H7PHKEPYBEP57       | Long             | DBT              | CORP              | KY        |      700000 | PA      | $708943.20    | 0.02%             | 2023-04-24      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                    | DS Smith PLC                                                                    | CUSIP: N/A<br>LEI: 39RSBE4RCI4M15BLWH36       | Long             | EC               | CORP              | GB        |       83795 | NS      | $344336.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                                                       | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |        7058 | NS      | $139113.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     3804000 | PA      | $3373481.54   | 0.09%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      653000 | PA      | $798842.06    | 0.02%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Mirabela Nickel Ltd                                                             | Mirabela Nickel Ltd                                                             | CUSIP: Q6188CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     6966176 | PA      | $348308.82    | 0.01%             | 2019-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dream Industrial Real Estate Investment Trust                                   | Dream Industrial Real Estate Investment Trust                                   | CUSIP: N/A<br>LEI: 549300QOI0TM3CBYUH79       | Long             | EC               | CORP              | CA        |       22630 | NS      | $263530.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      750000 | PA      | $704625.00    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp/MI                                                        | Independent Bank Corp/MI                                                        | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16270 | NS      | $321169.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MLN US Holdco LLC                                                               | MLN US Holdco LLC                                                               | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | LON              | CORP              | US        |     1500000 | PA      | $1431570.00   | 0.04%             | 2025-11-30      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1105327.70   | 0.03%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      150000 | PA      | $256972.19    | 0.01%             | 2040-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                  | Wells Fargo Commercial Mortgage Trust 2019-C53                                  | CUSIP: 95002BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8777333 | PA      | $770577.86    | 0.02%             | 2052-10-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | Egypt Government International Bond                                             | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     3500000 | PA      | $2534350.00   | 0.06%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        9020 | NS      | $837958.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5600000 | PA      | $5647561.47   | 0.14%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |        7662 | NS      | $1124934.84   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC Ltd                                                               | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      800000 | PA      | $744000.00    | 0.02%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                                        | Asplundh Tree Expert LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1246835 | PA      | $1233693.79   | 0.03%             | 2027-09-06      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | Studio City Finance Ltd                                                         | CUSIP: N/A<br>LEI: 254900D6R731QAUIG324       | Long             | DBT              | CORP              | VG        |      290000 | PA      | $227650.00    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                               | Toll Brothers Inc                                                               | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |        6998 | NS      | $324497.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2673097.66   | 0.07%             | 2029-09-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                          | GS Mortgage Securities Trust 2019-GC42                                          | CUSIP: 36257UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $784118.40    | 0.02%             | 2052-09-01      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1639398.41   | 0.04%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     4488750 | PA      | $4438251.56   | 0.11%             | 2026-05-04      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MillerKnoll Inc                                                                 | MillerKnoll Inc                                                                 | CUSIP: N/A<br>LEI: U98HXD3PNK7HYU2MU887       | Long             | LON              | CORP              | US        |     1246867 | PA      | $1228475.88   | 0.03%             | 2028-07-19      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5829000.00   | 0.15%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| Zurn Water Solutions Corp                                                       | Zurn Water Solutions Corp                                                       | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |       22204 | NS      | $693208.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCI Gaming Authority                                                            | PCI Gaming Authority                                                            | CUSIP: N/A<br>LEI: 549300KPXAJ1LRW5LP59       | Long             | LON              | CORP              | US        |      649000 | PA      | $643730.12    | 0.02%             | 2026-05-29      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Insurance Co                                                     | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |      946000 | PA      | $1203444.06   | 0.03%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $887685.00    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway Inc                                                          | CUSIP: N/A<br>LEI: 5493000C01ZX7D35SD85       | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1592100.73   | 0.04%             | 2035-03-16      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                  | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6363333 | PA      | $535823.18    | 0.01%             | 2052-12-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                               | Empresas Publicas de Medellin ESP                                               | CUSIP: 29246BAF5<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |      460000 | PA      | $378354.60    | 0.01%             | 2031-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                          | Eskom Holdings SOC Ltd                                                          | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    23000000 | PA      | $1069840.43   | 0.03%             | 2033-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1117954.98   | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | Vail Resorts Inc                                                                | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |        3529 | NS      | $896930.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $739500.00    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                 | BANK 2019-BNK23                                                                 | CUSIP: 06541RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9170166 | PA      | $579647.11    | 0.01%             | 2052-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5193750.00   | 0.13%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16500000 | PA      | $1111147.95   | 0.03%             | 2052-07-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 55100000000 | PA      | $3700065.53   | 0.09%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT Finance Corp                                                                | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      956000 | PA      | $863137.51    | 0.02%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                    | MPH Acquisition Holdings LLC                                                    | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1175829.75   | 0.03%             | 2028-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Granite Real Estate Investment Trust                                            | Granite Real Estate Investment Trust                                            | CUSIP: N/A<br>LEI: 549300A6I7CLE0ZC0396       | Long             | EC               | CORP              | CA        |        6200 | NS      | $459166.31    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      729000 | PA      | $697409.74    | 0.02%             | 2026-01-30      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3430000.00   | 0.09%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $410425.24    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-361.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      400000 | PA      | $374412.00    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2734672.28   | 0.07%             | 2027-10-08      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      590000 | PA      | $585203.30    | 0.02%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      967000 | PA      | $952081.63    | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      700000 | PA      | $683104.37    | 0.02%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $4823437.50   | 0.12%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22562.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                      | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      653000 | PA      | $512565.25    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                 | BANK 2022-BNK41                                                                 | CUSIP: 06540MBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9649568.00   | 0.25%             | 2032-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | Entegris Inc                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      500000 | PA      | $499845.00    | 0.01%             | 2029-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $528000.00    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      363000 | PA      | $336688.42    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3220000 | PA      | $2936561.17   | 0.08%             | 2026-07-01      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                                          | Hayward Industries Inc                                                          | CUSIP: N/A<br>LEI: 549300NV8ZMMEDUHQ091       | Long             | LON              | CORP              | US        |     1246859 | PA      | $1231797.24   | 0.03%             | 2028-05-29      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                       | IHS Netherlands Holdco BV                                                       | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      465000 | PA      | $466813.50    | 0.01%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $948071.59    | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1436032.25   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      726000 | PA      | $732559.05    | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                               | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13924000 | PA      | $1229425.15   | 0.03%             | 2052-05-15      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                  | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     1402000 | PA      | $1254159.10   | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2151973.19   | 0.06%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: N/A<br>LEI: 3HG2WD2W22M120IUNG49       | Long             | LON              | CORP              | US        |     3730366 | PA      | $3652961.40   | 0.09%             | 2025-07-17      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2150000 | PA      | $2008573.00   | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      726000 | PA      | $618693.18    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2780500.00   | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource Inc                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6755000.00   | 0.17%             | N/A             | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2022-C62                                  | Wells Fargo Commercial Mortgage Trust 2022-C62                                  | CUSIP: 95003MBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    73209000 | PA      | $2195596.48   | 0.06%             | 2055-04-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                           | ClubCorp Holdings Inc                                                           | CUSIP: N/A<br>LEI: 549300XWSO7KBICXNW37       | Long             | LON              | CORP              | US        |     2992167 | PA      | $2905304.49   | 0.07%             | 2024-08-16      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Klepierre SA                                                                    | Klepierre SA                                                                    | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        2935 | NS      | $70251.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5505000 | PA      | $5195068.50   | 0.13%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| C&W Senior Financing DAC                                                        | C&W Senior Financing DAC                                                        | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |     3550000 | PA      | $3444600.50   | 0.09%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3003750.00   | 0.08%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                          | Itau Unibanco Holding SA/Cayman Island                                          | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | DBT              | CORP              | BR        |     1050000 | PA      | $1011837.75   | 0.03%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2D8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      932000 | PA      | $910528.00    | 0.02%             | 2023-07-07      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Finance 16 Ltd                                                     | CK Hutchison Finance 16 Ltd                                                     | CUSIP: N/A<br>LEI: 254900EAR706W4E5ZN70       | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $1381863.89   | 0.04%             | 2023-04-06      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1393000 | PA      | $1303444.32   | 0.03%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     3200000 | PA      | $2873209.44   | 0.07%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      400000 | PA      | $358416.92    | 0.01%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                                            | Vornado Realty Trust                                                            | CUSIP: 929042810<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       80000 | NS      | $1540000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPR Trust 2022-OANA                                                             | BPR Trust 2022-OANA                                                             | CUSIP: 05592DAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8483855.10   | 0.22%             | 2037-04-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     1624000 | PA      | $1433859.03   | 0.04%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | Performance Food Group Inc                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3377174.00   | 0.09%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Maxar Technologies Ltd                                                          | Maxar Technologies Ltd                                                          | CUSIP: N/A<br>LEI: 5493007AITUJ9X4UWV14       | Long             | LON              | CORP              | CA        |     4250000 | PA      | $4210815.00   | 0.11%             | 2024-10-05      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care REIT Inc                                                      | Sabra Health Care REIT Inc                                                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |       18115 | NS      | $211583.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd                                                           | HUB International Ltd                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |      994956 | PA      | $989006.04    | 0.03%             | 2025-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                              | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |     1500000 | PA      | $1407765.00   | 0.04%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     1400000 | PA      | $1204532.48   | 0.03%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                 | BANK 2019-BNK18                                                                 | CUSIP: 065402AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17647000 | PA      | $1425761.13   | 0.04%             | 2062-05-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                               | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1743465.50   | 0.04%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    28530000 | PA      | $1573508.31   | 0.04%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Cia Cervecerias Unidas SA                                                       | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |      300000 | PA      | $266250.00    | 0.01%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     7091000 | PA      | $5424615.00   | 0.14%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BAHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     2884405 | PA      | $6621.44      | 0.00%             | 2041-02-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3245187.50   | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                                     | Sprint Corp                                                                     | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      750000 | PA      | $787500.00    | 0.02%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      600000 | PA      | $519822.00    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                               | Phoenix Newco Inc                                                               | CUSIP: N/A<br>LEI: 254900PHGVI5379Z9791       | Long             | LON              | CORP              | US        |     5000000 | PA      | $4960950.00   | 0.13%             | 2028-11-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1581470.12   | 0.04%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Ltd/Singapore                                             | Capitaland Investment Ltd/Singapore                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |       54100 | NS      | $164042.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | Credit Agricole SA                                                              | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6800000 | PA      | $7310000.00   | 0.19%             | N/A             | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT International Finance PLC                                                   | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $2527182.12   | 0.06%             | 2027-03-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Institutional Class                    | Principal Government Money Market Fund - Institutional Class                    | CUSIP: 742537228<br>LEI: 549300WWK3YB7DNN4U34 | Long             | STIV             | RF                | US        |   286098151 | NS      | $286098151.45 | 7.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Echo Investment SA                                                              | Echo Investment SA                                                              | CUSIP: N/A<br>LEI: 259400LHRL5AUI6F1F70       | Long             | EC               | CORP              | PL        |        6060 | NS      | $4663.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     3550000 | PA      | $3350348.00   | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      812000 | PA      | $749801.35    | 0.02%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                                                        | Mitsubishi Estate Co Ltd                                                        | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |       13300 | NS      | $193735.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      976000 | PA      | $862365.61    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         137 | NC      | $433961.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22229.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp                                                               | Vertiv Group Corp                                                               | CUSIP: N/A<br>LEI: 549300ZT8RQ5VK10E643       | Long             | LON              | CORP              | US        |      748106 | PA      | $726807.48    | 0.02%             | 2027-03-02      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                        | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2241000 | PA      | $2082371.06   | 0.05%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | Voya Financial Inc                                                              | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1492500.00   | 0.04%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: —       |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4                                                                  | CUSIP: 06541FBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13842555 | PA      | $506471.40    | 0.01%             | 2050-05-15      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | Equitable Financial Life Global Funding                                         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $918471.79    | 0.02%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                                         | Temasek Financial I Ltd                                                         | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     2171000 | PA      | $1678790.88   | 0.04%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                  | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $821588.50    | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                        | Agile Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $65550.00     | 0.00%             | 2025-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1537000 | PA      | $1259373.75   | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2800000 | PA      | $2575496.00   | 0.07%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                 | COMM 2014-CCRE17 Mortgage Trust                                                 | CUSIP: 12631DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    44717000 | PA      | $246493.52    | 0.01%             | 2047-05-10      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                 | BANK 2021-BNK38                                                                 | CUSIP: 06540EBV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1419834.99   | 0.04%             | 2064-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Big Yellow Group PLC                                                            | Big Yellow Group PLC                                                            | CUSIP: N/A<br>LEI: 213800W7Q4V2ZI8LIW31       | Long             | EC               | CORP              | GB        |        4852 | NS      | $87685.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                     | CHG Healthcare Services Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      498747 | PA      | $495120.98    | 0.01%             | 2028-09-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                      | HEICO Corp                                                                      | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        8521 | NS      | $1203420.83   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                             | Argentum Netherlands BV for Zurich Insurance Co Ltd                             | CUSIP: N/A<br>LEI: 50ZCTKCMUDIABGHX3R52       | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $2005000.00   | 0.05%             | 2048-06-01      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| AEM Holdings Ltd                                                                | AEM Holdings Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |      199900 | NS      | $684570.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                           | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      640000 | PA      | $643200.00    | 0.02%             | N/A             | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate LLC                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |     1246867 | PA      | $1236892.23   | 0.03%             | 2027-11-05      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                 | BANK 2019-BNK24                                                                 | CUSIP: 06540VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    26932000 | PA      | $1754600.95   | 0.04%             | 2062-11-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Altice Finco SA                                                                 | Altice Finco SA                                                                 | CUSIP: N/A<br>LEI: 549300IGQP5SEZB5Z419       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $442294.10    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      694000 | PA      | $709136.53    | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1724000 | PA      | $1692813.68   | 0.04%             | 2024-05-19      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                  | BANK 2017-BNK5                                                                  | CUSIP: 06541WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42403000 | PA      | $2129567.71   | 0.05%             | 2060-06-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                 | BANK 2018-BNK14                                                                 | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11466000 | PA      | $948785.13    | 0.02%             | 2060-09-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      315000 | PA      | $316425.35    | 0.01%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $7728674.25   | 0.20%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |      750000 | PA      | $746115.00    | 0.02%             | 2023-11-03      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Sound Inpatient Physicians Holdings LLC                                         | Sound Inpatient Physicians Holdings LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5750000 | PA      | $5693650.00   | 0.15%             | 2026-06-26      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Legacy LifePoint Health LLC                                                     | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAS8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1503125.00   | 0.04%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                  | AMC Entertainment Holdings Inc                                                  | CUSIP: N/A<br>LEI: 549300ZO77UNR6NRBR11       | Long             | LON              | CORP              | US        |     2492576 | PA      | $2220162.23   | 0.06%             | 2026-03-20      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                               | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $364068.00    | 0.01%             | 2057-08-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      883000 | PA      | $684214.80    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                            | Banca Mediolanum SpA                                                            | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |       36095 | NS      | $262026.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                          | Radiology Partners Inc                                                          | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6175000.00   | 0.16%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                 | BANK 2019-BNK20                                                                 | CUSIP: 06540AAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15674000 | PA      | $1131927.69   | 0.03%             | 2062-09-15      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     2095000 | PA      | $1990396.65   | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMC Health PLC                                                                  | NMC Health PLC                                                                  | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | AE        |        9858 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morocco Government International Bond                                           | Morocco Government International Bond                                           | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |     2000000 | PA      | $1582580.00   | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $388678.74    | 0.01%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                          | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15090000 | PA      | $1091210.72   | 0.03%             | 2052-11-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Generation Brands                                                               | Generation Brands                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4535000 | PA      | $4325256.25   | 0.11%             | 2029-06-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                      | Anheuser-Busch InBev SA/NV                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     1600000 | PA      | $1590341.70   | 0.04%             | 2030-04-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Arconic Corp                                                                    | Arconic Corp                                                                    | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     6125000 | PA      | $5933593.75   | 0.15%             | 2028-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     1576000 | PA      | $1518460.24   | 0.04%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Goodman Group                                                                   | Goodman Group                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        5812 | NS      | $96734.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arena REIT                                                                      | Arena REIT                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       14406 | NS      | $48752.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SiTime Corp                                                                     | SiTime Corp                                                                     | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3188 | NS      | $537401.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                                     | Caleres Inc                                                                     | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       12451 | NS      | $285501.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Global Funding                                                              | F&G Global Funding                                                              | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     1672000 | PA      | $1527828.24   | 0.04%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bond                                             | Qatar Government International Bond                                             | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |      600000 | PA      | $667446.00    | 0.02%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                            | SRS Distribution Inc                                                            | CUSIP: N/A<br>LEI: 549300ZQ3XP75BCYM468       | Long             | LON              | CORP              | US        |      215000 | PA      | $206937.50    | 0.01%             | 2028-06-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bally's Corp                                                                    | Bally's Corp                                                                    | CUSIP: N/A<br>LEI: 549300NS4D5IK406VT62       | Long             | LON              | CORP              | US        |     3740625 | PA      | $3703218.75   | 0.09%             | 2028-08-06      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                | Ingram Micro Inc                                                                | CUSIP: N/A<br>LEI: 549300KJMEWPKRQZHX63       | Long             | LON              | CORP              | US        |     1246859 | PA      | $1241560.15   | 0.03%             | 2028-06-30      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4075000 | PA      | $3861062.50   | 0.10%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software Inc                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      407000 | PA      | $403014.23    | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43495851 | PA      | $105694.92    | 0.00%             | 2046-03-10      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1184218.75   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp                                                | Algonquin Power & Utilities Corp                                                | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |       50000 | NS      | $1280000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energean PLC                                                                    | Energean PLC                                                                    | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $187900.00    | 0.00%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp                     | Specialty Building Products Holdings LLC / SBP Finance Corp                     | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6150000 | PA      | $5995020.00   | 0.15%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      581000 | PA      | $505774.91    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3671000 | PA      | $3359423.18   | 0.09%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OmGrid Funding Ltd                                                              | OmGrid Funding Ltd                                                              | CUSIP: N/A<br>LEI: 549300L1HIVZ83RMAP18       | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1369984.00   | 0.04%             | 2027-05-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | Sumitomo Mitsui Trust Bank Ltd                                                  | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1767000 | PA      | $1682427.23   | 0.04%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   745000000 | PA      | $766541.02    | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                  | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2035000 | PA      | $1834226.90   | 0.05%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                            | Crown Finance US Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      748088 | PA      | $552335.80    | 0.01%             | 2026-09-30      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1175224.80   | 0.03%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | Marathon Oil Corp                                                               | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |       40587 | NS      | $1011428.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Naked Juice LLC                                                                 | Naked Juice LLC                                                                 | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |     2000000 | PA      | $1959640.00   | 0.05%             | 2029-01-19      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                               | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3468103.00   | 0.09%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    22232000 | PA      | $528067.27    | 0.01%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1741000 | PA      | $2009183.64   | 0.05%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      448000 | PA      | $364823.04    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |     1825000 | PA      | $1806293.75   | 0.05%             | 2027-05-03      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                                           | Delek US Holdings Inc                                                           | CUSIP: N/A<br>LEI: 5493003O53JMENV1N385       | Long             | LON              | CORP              | US        |      498707 | PA      | $488942.41    | 0.01%             | 2025-03-30      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc                                                         | AHP Health Partners Inc                                                         | CUSIP: N/A<br>LEI: 549300QMM8MQ6SM5KX05       | Long             | LON              | CORP              | US        |     1246867 | PA      | $1238687.72   | 0.03%             | 2028-08-04      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | Performance Food Group Inc                                                      | CUSIP: 71376LAD2<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204812.00    | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                        | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    11674000 | PA      | $11265410.00  | 0.29%             | 2025-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2347000 | PA      | $2122399.09   | 0.05%             | 2026-09-24      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                 | IHS Holding Ltd                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      540000 | PA      | $508626.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service Inc                                                       | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      609000 | PA      | $616293.99    | 0.02%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1679775.00   | 0.04%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19774.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                               | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $365807.65    | 0.01%             | 2057-08-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      440000 | PA      | $401579.10    | 0.01%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                 | CUSIP: 94989HBC3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    24935790 | PA      | $347348.07    | 0.01%             | 2048-05-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1258690.00   | 0.03%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                                                     | Unifin Financiera SAB de CV                                                     | CUSIP: 90471MAA0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |     1250000 | PA      | $762700.00    | 0.02%             | 2028-01-27      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      363000 | PA      | $331873.15    | 0.01%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                            | Aramark Services Inc                                                            | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     6385000 | PA      | $5954331.75   | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                       | Banco do Brasil SA/Cayman                                                       | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |      580000 | PA      | $591600.00    | 0.02%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     3800000 | PA      | $3434250.00   | 0.09%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $951581.78    | 0.02%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | Sabre GLBL Inc                                                                  | CUSIP: N/A<br>LEI: F2TJC7HPPHLHU1AQMP98       | Long             | LON              | CORP              | US        |     1340607 | PA      | $1321892.11   | 0.03%             | 2024-02-22      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2944000 | PA      | $678617.52    | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| H-Food Holdings LLC                                                             | H-Food Holdings LLC                                                             | CUSIP: N/A<br>LEI: 549300JY2LK0EQ95YT44       | Long             | LON              | CORP              | US        |      997409 | PA      | $952107.00    | 0.02%             | 2025-05-23      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  6904000000 | PA      | $510492.52    | 0.01%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vaco Holdings LLC                                                               | Vaco Holdings LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      473812 | PA      | $472627.97    | 0.01%             | 2029-01-19      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd                                                            | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     2500000 | PA      | $2386200.00   | 0.06%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      483000 | PA      | $405720.00    | 0.01%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                            | Banco de Sabadell SA                                                            | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     1700000 | PA      | $1856188.88   | 0.05%             | 2028-12-12      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Eramet SA                                                                       | Eramet SA                                                                       | CUSIP: N/A<br>LEI: 549300LUH78PG2MP6N64       | Long             | EC               | CORP              | FR        |        2085 | NS      | $277893.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     3550000 | PA      | $1178344.40   | 0.03%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                         | Cometa Energia SA de CV                                                         | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |     1927200 | PA      | $1917583.27   | 0.05%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                                                    | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        3794 | NS      | $608140.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenbourne Invest SA                                                             | Kenbourne Invest SA                                                             | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      550000 | PA      | $524562.50    | 0.01%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | Country Garden Holdings Co Ltd                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1336000.00   | 0.03%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | Cie Generale des Etablissements Michelin SCA                                    | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1129507.86   | 0.03%             | 2030-09-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    18401000 | PA      | $578575.19    | 0.01%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: 455780BM7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      755000 | PA      | $715702.11    | 0.02%             | 2043-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Artic Canadian Diamond Co Ltd                                                   | Artic Canadian Diamond Co Ltd                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     6467528 | PA      | $6467528.49   | 0.17%             | 2027-12-31      | Floating      | 17.50%                | No            |                  3 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1049367.30   | 0.03%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      600000 | PA      | $456750.00    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                       | Gainwell Acquisition Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1745581 | PA      | $1737952.62   | 0.04%             | 2027-10-01      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      401000 | PA      | $298465.65    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists Inc                                                    | US Radiology Specialists Inc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      498750 | PA      | $496505.63    | 0.01%             | 2027-12-10      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      581000 | PA      | $551299.28    | 0.01%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $999026.83    | 0.03%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     1350000 | PA      | $1309179.16   | 0.03%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR Grace Holdings LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1496250 | PA      | $1481661.56   | 0.04%             | 2028-08-11      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        3275 | NS      | $564249.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2021-BNK36                                                                 | BANK 2021-BNK36                                                                 | CUSIP: 06540DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $1944247.50   | 0.05%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    41400000 | PA      | $2999769.48   | 0.08%             | 2047-09-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $919126.76    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIMPAR SA                                                                       | SIMPAR SA                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      197400 | NS      | $467552.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT Holdings I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1121231 | PA      | $1107922.15   | 0.03%             | 2027-11-08      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                 | BANK 2018-BNK12                                                                 | CUSIP: 06541KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18728000 | PA      | $1328032.44   | 0.03%             | 2061-05-15      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co                                                              | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     2453000 | PA      | $2327407.36   | 0.06%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                     | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15766000 | PA      | $1196261.02   | 0.03%             | 2072-12-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                                              | CHG PPC Parent LLC                                                              | CUSIP: N/A<br>LEI: 54930019XJQNJAGXQ664       | Long             | LON              | CORP              | US        |      500000 | PA      | $490000.00    | 0.01%             | 2028-11-17      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC                                                            | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |        2360 | NS      | $58221.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc - Warrants                                                 | SandRidge Energy Inc - Warrants                                                 | CUSIP: 80007P125<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         104 | NS      | $4.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1725653.70   | 0.04%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | Boyd Gaming Corp                                                                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     9890000 | PA      | $8943527.00   | 0.23%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI Inc/NY                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1500000 | PA      | $1485000.00   | 0.04%             | 2024-05-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1007902.57   | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Medical Properties Trust Inc                                                    | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |        7767 | NS      | $142835.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      748125 | PA      | $735967.97    | 0.02%             | 2028-10-06      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2188763.29   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |        6783 | NS      | $1064184.87   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico City Airport Trust                                                       | Mexico City Airport Trust                                                       | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      900000 | PA      | $717759.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indofood CBP Sukses Makmur Tbk PT                                               | Indofood CBP Sukses Makmur Tbk PT                                               | CUSIP: N/A<br>LEI: 254900YKZW9GRKZZN285       | Long             | DBT              | CORP              | ID        |      800000 | PA      | $641902.28    | 0.02%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional de Telecomunicaciones SA                                       | Empresa Nacional de Telecomunicaciones SA                                       | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      979000 | PA      | $823583.75    | 0.02%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | Hilton Grand Vacations Borrower LLC                                             | CUSIP: N/A<br>LEI: 254900HF0EZ734FDVY79       | Long             | LON              | CORP              | US        |     1147118 | PA      | $1141175.73   | 0.03%             | 2028-08-02      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp                            | Holly Energy Partners LP / Holly Energy Finance Corp                            | CUSIP: 435765AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4114848.25   | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS5 Mortgage Trust                                                   | COMM 2014-UBS5 Mortgage Trust                                                   | CUSIP: 12592KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $2798338.08   | 0.07%             | 2047-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      508000 | PA      | $542402.31    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                      | Entain PLC                                                                      | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | GB        |       22163 | NS      | $416450.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C Technologies Inc                                                           | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4900200.00   | 0.13%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zhongliang Holdings Group Co Ltd                                                | Zhongliang Holdings Group Co Ltd                                                | CUSIP: N/A<br>LEI: 549300SKDRW33OJQFH41       | Long             | EC               | CORP              | CN        |       20000 | NS      | $6419.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1162210.22   | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      841000 | PA      | $833303.92    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Finastra USA Inc                                                                | Finastra USA Inc                                                                | CUSIP: N/A<br>LEI: 549300ZB2RO6QC7YTK71       | Long             | LON              | CORP              | US        |     4487618 | PA      | $4348097.56   | 0.11%             | 2024-06-13      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1169149.58   | 0.03%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                        | Montenegro Government International Bond                                        | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     2000000 | PA      | $1775168.53   | 0.05%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                               | International Game Technology PLC                                               | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     1415000 | PA      | $1439762.50   | 0.04%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       60000 | NS      | $1513800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                                           | ICF International Inc                                                           | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |        9808 | NS      | $969128.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4306500.00   | 0.11%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications Inc                                                     | Xplornet Communications Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     5510000 | PA      | $5441125.00   | 0.14%             | 2029-09-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                    | CUSIP: 20030NDT5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      441000 | PA      | $315457.86    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2000000 | PA      | $628020.00    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| SIG Group AG                                                                    | SIG Group AG                                                                    | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |       17779 | NS      | $372212.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                           | China Government Bond                                                           | CUSIP: N/A<br>LEI: 300300CHN201808MOF68       | Long             | DBT              | NUSS              | CN        |     7650000 | PA      | $1187628.26   | 0.03%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB Holding Corp                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |      997475 | PA      | $982512.63    | 0.03%             | 2027-12-15      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |     3150000 | PA      | $2834675.87   | 0.07%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores LLC                                                               | Jo-Ann Stores LLC                                                               | CUSIP: N/A<br>LEI: 549300GM65RR2EMGLI48       | Long             | LON              | CORP              | US        |      748120 | PA      | $627081.92    | 0.02%             | 2028-06-30      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $514919.43    | 0.01%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Russian Foreign Bond - Eurobond                                                 | Russian Foreign Bond - Eurobond                                                 | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |      200000 | PA      | $86929.16     | 0.00%             | 2022-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ineos Petro                                                                     | Ineos Petro                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      249372 | PA      | $246359.45    | 0.01%             | 2026-01-29      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $433750.00    | 0.01%             | N/A             | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                  | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4335668 | PA      | $502688.62    | 0.01%             | 2052-03-15      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3150000 | PA      | $2945880.00   | 0.08%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1858903.06   | 0.05%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sekisui House Reit Inc                                                          | Sekisui House Reit Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         275 | NS      | $160916.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157937.50    | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1995000.00   | 0.05%             | N/A             | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                               | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1371853.75   | 0.04%             | 2062-03-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     1869000 | PA      | $1709422.05   | 0.04%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7120000 | PA      | $6864125.00   | 0.18%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                | Cintas Corp No 2                                                                | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      272000 | PA      | $270855.85    | 0.01%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                      | STERIS PLC                                                                      | CUSIP: G8473T100<br>LEI: 549300F1857N5E6G6T48 | Long             | EC               | CORP              | US        |        5185 | NS      | $1161699.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34008954 | PA      | $2003127.37   | 0.05%             | 2052-03-10      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      726000 | PA      | $607741.55    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC14                                          | GS Mortgage Securities Trust 2013-GC14                                          | CUSIP: 36198FAZ5<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1894456.50   | 0.05%             | 2046-08-10      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1161719.72   | 0.03%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-707.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2016-COR1 Mortgage Trust                                                   | COMM 2016-COR1 Mortgage Trust                                                   | CUSIP: 12594MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    39067307 | PA      | $1761501.90   | 0.05%             | 2049-10-10      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      463000 | PA      | $423024.20    | 0.01%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     7361000 | PA      | $9403677.50   | 0.24%             | 2087-03-07      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                     | CUSIP: N/A<br>LEI: 549300APVP4R32PI3Y06       | Long             | DBT              | NUSS              | KR        | 16000000000 | PA      | $1136235.08   | 0.03%             | 2024-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ecopro BM Co Ltd                                                                | Ecopro BM Co Ltd                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        1951 | NS      | $720782.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      550000 | PA      | $563454.83    | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1182000 | PA      | $1002735.13   | 0.03%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Home Point Capital Inc                                                          | Home Point Capital Inc                                                          | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $1915750.00   | 0.05%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94250.00     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/Digicel international Holdings Ltd            | Digicel International Finance Ltd/Digicel international Holdings Ltd            | CUSIP: G2763RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     4075000 | PA      | $4022106.50   | 0.10%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13321.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                     | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      363000 | PA      | $366855.00    | 0.01%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                                 | MV24 Capital BV                                                                 | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      451535 | PA      | $427897.14    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                 | BANK 2019-BNK22                                                                 | CUSIP: 06540XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11840000 | PA      | $981916.06    | 0.03%             | 2062-11-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1250000 | PA      | $1204468.75   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA                                                                | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       12521 | NS      | $707561.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Insured Brazil Power Finance Sarl                                         | Swiss Insured Brazil Power Finance Sarl                                         | CUSIP: 870880AA9<br>LEI: 254900OBFHBLNHXH1Z48 | Long             | DBT              | CORP              | LU        |    12454080 | PA      | $2317530.28   | 0.06%             | 2032-07-16      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                      | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3700000 | PA      | $3127684.00   | 0.08%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8985000 | PA      | $664051.70    | 0.02%             | 2051-08-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Coastal Emerald Ltd                                                             | Coastal Emerald Ltd                                                             | CUSIP: N/A<br>LEI: 213800VJW5J633T5WS61       | Long             | DBT              | CORP              | VG        |     2450000 | PA      | $2310528.92   | 0.06%             | N/A             | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Logan Group Co Ltd                                                              | Logan Group Co Ltd                                                              | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |      225000 | PA      | $61875.00     | 0.00%             | 2025-01-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1528280.86   | 0.04%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCM76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    16292669 | PA      | $701415.69    | 0.02%             | 2044-11-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      841000 | PA      | $849235.50    | 0.02%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                 | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAH7<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    17959500 | PA      | $628833.93    | 0.02%             | 2048-10-10      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      668000 | PA      | $593659.05    | 0.02%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                  | BANK 2017-BNK9                                                                  | CUSIP: 06540RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15200000 | PA      | $1027378.64   | 0.03%             | 2054-11-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $402935.38    | 0.01%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1990820.61   | 0.05%             | 2029-09-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     6457000 | PA      | $6747565.00   | 0.17%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                  | CUSIP: 532457BX5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      325000 | PA      | $282581.42    | 0.01%             | 2049-11-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1293465.52   | 0.03%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares Inc                                                    | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |      804000 | PA      | $770332.75    | 0.02%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13750000 | PA      | $12405338.00  | 0.32%             | 2046-03-10      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                 | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |       89552 | PA      | $88768.66     | 0.00%             | 2028-12-08      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                                          | Power Finance Corp Ltd                                                          | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     3825000 | PA      | $3614827.07   | 0.09%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      340000 | PA      | $335750.00    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1589000 | PA      | $1227149.14   | 0.03%             | 2042-10-19      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                    | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1071274.70   | 0.03%             | 2028-04-11      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                 | Traverse Midstream Partners LLC                                                 | CUSIP: N/A<br>LEI: 549300DHTM8B2X5QMJ22       | Long             | LON              | CORP              | US        |      971259 | PA      | $967208.95    | 0.02%             | 2024-09-21      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ASGN Inc                                                                        | ASGN Inc                                                                        | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3390850.00   | 0.09%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc                                                  | NexPoint Residential Trust Inc                                                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       12986 | NS      | $1157831.76   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Aeroportuario del Pacifico SAB de CV                                      | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: N/A<br>LEI: 4469000001BZ368XFI90       | Long             | EC               | CORP              | MX        |       26000 | NS      | $400552.77    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                        | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      436000 | PA      | $417353.70    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                            | Grifols Worldwide Operations USA Inc                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1000000 | PA      | $976150.00    | 0.03%             | 2027-11-15      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                 | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2778421.94   | 0.07%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | Discovery Communications LLC                                                    | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      871000 | PA      | $818123.89    | 0.02%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9500000 | PA      | $9790937.50   | 0.25%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Synaptics Inc                                                                   | Synaptics Inc                                                                   | CUSIP: N/A<br>LEI: 549300AJ3LI4FWNRQX29       | Long             | LON              | CORP              | US        |      498747 | PA      | $496128.45    | 0.01%             | 2028-10-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Daiwa Office Investment Corp                                                    | Daiwa Office Investment Corp                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |           8 | NS      | $45290.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                             | JPMBB Commercial Mortgage Securities Trust 2015-C28                             | CUSIP: 46644FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    45214549 | PA      | $909562.99    | 0.02%             | 2048-10-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Bunzl PLC                                                                       | Bunzl PLC                                                                       | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |       11611 | NS      | $447959.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stars Group Holdings BV                                                         | Stars Group Holdings BV                                                         | CUSIP: N/A<br>LEI: 549300RNFXC8F8RT6R13       | Long             | LON              | CORP              | NL        |     5735589 | PA      | $5703010.82   | 0.15%             | 2026-07-21      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                   | Schaeffler AG                                                                   | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |     1800000 | PA      | $1732934.14   | 0.04%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | Discover Financial Services                                                     | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3052500.00   | 0.08%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4690500.00   | 0.12%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2670237.33   | 0.07%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    11350000 | PA      | $11236500.00  | 0.29%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Nuvoton Technology Corp                                                         | Nuvoton Technology Corp                                                         | CUSIP: N/A<br>LEI: 25490081WZAX02O6MB63       | Long             | EC               | CORP              | TW        |       77000 | NS      | $369315.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      522000 | PA      | $436496.41    | 0.01%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1296690.00   | 0.03%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2477980 | PA      | $2467919.64   | 0.06%             | 2027-03-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    17250000 | PA      | $1207500.00   | 0.03%             | 2021-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                               | Benchmark 2022-B34 Mortgage Trust                                               | CUSIP: 08161YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7270000 | PA      | $1010534.36   | 0.03%             | 2055-04-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      500000 | PA      | $489306.11    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $891760.51    | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japan Hotel REIT Investment Corp                                                | Japan Hotel REIT Investment Corp                                                | CUSIP: N/A<br>LEI: 353800L8KG849FP1JI68       | Long             | EC               | CORP              | JP        |         884 | NS      | $448971.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                          | AXA SA                                                                          | CUSIP: 054536AC1<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3718011.15   | 0.10%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1867000 | PA      | $1839697.63   | 0.05%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      663000 | PA      | $533627.96    | 0.01%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: N/A<br>LEI: 549300W70ZOQDVLCHY06       | Long             | DBT              | CORP              | CA        |     2700000 | PA      | $2130911.92   | 0.05%             | 2030-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc                                                      | Bausch Health Americas Inc                                                      | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1495106.60   | 0.04%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| New York Community Bancorp Inc                                                  | New York Community Bancorp Inc                                                  | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1198250.34   | 0.03%             | 2028-11-06      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                      | Renault SA                                                                      | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $427519.49    | 0.01%             | 2027-10-04      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC / Victra Finance Corp                                | LSF9 Atlantis Holdings LLC / Victra Finance Corp                                | CUSIP: 50220MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5475000 | PA      | $4938942.75   | 0.13%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3415543.27   | 0.09%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp                                                       | Unimicron Technology Corp                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |      146000 | NS      | $1024063.14   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp Inmobiliaria Vesta SAB de CV                                               | Corp Inmobiliaria Vesta SAB de CV                                               | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      410000 | PA      | $359775.00    | 0.01%             | 2031-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $956447.05    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp                                                              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        4152 | NS      | $528300.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust Inc                                                        | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        1989 | NS      | $654918.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1483000 | PA      | $1384139.30   | 0.04%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $49218.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4379085.00   | 0.11%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                       | Avaya Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      750000 | PA      | $737497.50    | 0.02%             | 2027-12-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      436000 | PA      | $319714.10    | 0.01%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AgriBank FCB                                                                    | AgriBank FCB                                                                    | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |       33000 | NS      | $3448500.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      581000 | PA      | $436145.22    | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFC1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      653000 | PA      | $624763.70    | 0.02%             | 2025-02-07      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1333125.00   | 0.03%             | 2026-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                   | Citigroup Commercial Mortgage Trust 2020-GC46                                   | CUSIP: 17328RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21133200 | PA      | $1460868.38   | 0.04%             | 2053-02-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1411000 | PA      | $1124928.37   | 0.03%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                                                   | Banco BPM SpA                                                                   | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1021772.11   | 0.03%             | 2025-02-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                       | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2352341.50   | 0.06%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | Alabama Power Co                                                                | CUSIP: 010392462<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | EP               | CORP              | US        |       59773 | NS      | $1506279.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3150000.00   | 0.08%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $1985992.00   | 0.05%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9920000 | PA      | $7781000.00   | 0.20%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                            | Telefonica Europe BV                                                            | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      700000 | PA      | $662345.58    | 0.02%             | N/A             | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2012-C3                                  | UBS-Barclays Commercial Mortgage Trust 2012-C3                                  | CUSIP: 90349DAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20994000 | PA      | $20401755.06  | 0.52%             | 2049-08-10      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2800000 | PA      | $2345000.00   | 0.06%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $999663.69    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | Air Canada                                                                      | CUSIP: N/A<br>LEI: 4B4HI3CGXMBDC0G6BM51       | Long             | LON              | CORP              | CA        |     1000000 | PA      | $988750.00    | 0.03%             | 2028-08-11      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fukuoka Financial Group Inc                                                     | Fukuoka Financial Group Inc                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       26100 | NS      | $476880.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | Cinemark USA Inc                                                                | CUSIP: 172441BD8<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2844125.00   | 0.07%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ESR-REIT                                                                        | ESR-REIT                                                                        | CUSIP: N/A<br>LEI: 5493008PFX3JN1RMMD48       | Long             | EC               | CORP              | SG        |      210425 | NS      | $59015.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                              | Everi Holdings Inc                                                              | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4922102.50   | 0.13%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                | Benchmark 2018-B7 Mortgage Trust                                                | CUSIP: 08162TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4047676.00   | 0.10%             | 2053-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 891160QY2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $2592829.18   | 0.07%             | 2029-07-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                        | Turk Telekomunikasyon AS                                                        | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |     4100000 | PA      | $3905824.00   | 0.10%             | 2024-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                             | CNT Holdings I Corp                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     8700834 | PA      | $8650108.06   | 0.22%             | 2028-12-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Kloeckner Pentaplast of America Inc                                             | Kloeckner Pentaplast of America Inc                                             | CUSIP: N/A<br>LEI: 5299004QDA11QZOG5N31       | Long             | LON              | CORP              | US        |      540741 | PA      | $480356.05    | 0.01%             | 2026-02-12      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Nexus Industrial REIT                                                           | Nexus Industrial REIT                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CA        |       27400 | NS      | $273221.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp                                                            | Wabash National Corp                                                            | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1527525.00   | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                 | Republic of Kenya Government International Bond                                 | CUSIP: 491798AE4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      475000 | PA      | $458033.00    | 0.01%             | 2024-06-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | El Salvador Government International Bond                                       | CUSIP: 283875AR3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      790000 | PA      | $375124.76    | 0.01%             | 2025-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $2647478.07   | 0.07%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      740000 | PA      | $214489.00    | 0.01%             | 2046-07-09      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13020000 | PA      | $12531750.00  | 0.32%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                        | Bidvest Group UK PLC/The                                                        | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1605712.50   | 0.04%             | 2026-09-23      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      726000 | PA      | $599999.69    | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                     | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9495500 | PA      | $809111.56    | 0.02%             | 2051-10-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                     | CUSIP: 61762TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2433521.00   | 0.06%             | 2046-08-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Innophos Holdings Inc                                                           | Innophos Holdings Inc                                                           | CUSIP: N/A<br>LEI: XQ0331QX53IRX25OY417       | Long             | LON              | CORP              | US        |      498728 | PA      | $495765.30    | 0.01%             | 2027-02-07      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      871000 | PA      | $883554.16    | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                       | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $264629.48    | 0.01%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $167480.00    | 0.00%             | 2049-01-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | Bombardier Inc                                                                  | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2024000.00   | 0.05%             | 2026-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                         | Brown Group Holding LLC                                                         | CUSIP: N/A<br>LEI: 25490094PF4HHK9QS109       | Long             | LON              | CORP              | US        |     1745305 | PA      | $1718252.97   | 0.04%             | 2028-06-07      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      660000 | PA      | $749187.81    | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1424000 | PA      | $1063695.80   | 0.03%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      560000 | PA      | $529620.00    | 0.01%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       88000 | PA      | $80056.21     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                 | BANK 2019-BNK22                                                                 | CUSIP: 06540XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18082333 | PA      | $1093742.46   | 0.03%             | 2062-11-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Centuri Group Inc                                                               | Centuri Group Inc                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      712847 | PA      | $703787.20    | 0.02%             | 2028-08-18      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                    | Scientific Games Holdings LP                                                    | CUSIP: N/A<br>LEI: 549300W5GPFXXB6TQ330       | Long             | LON              | CORP              | US        |      729000 | PA      | $720929.97    | 0.02%             | 2029-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Energo-Pro AS                                                                   | Energo-Pro AS                                                                   | CUSIP: N/A<br>LEI: 315700IQCL9IX158RO36       | Long             | DBT              | CORP              | CZ        |     2500000 | PA      | $2375000.00   | 0.06%             | 2027-02-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Penn National Gaming Inc                                                        | Penn National Gaming Inc                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      500000 | PA      | $498750.00    | 0.01%             | 2025-10-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2400000 | PA      | $1951401.14   | 0.05%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Brandywine Realty Trust                                                         | Brandywine Realty Trust                                                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |        7273 | NS      | $84875.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $1156835.78   | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | Nippon Life Insurance Co                                                        | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5025000.00   | 0.13%             | 2044-10-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B4H25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    43000000 | PA      | $801201.80    | 0.02%             | 2041-10-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                              | STORE Capital Corp                                                              | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |       24953 | NS      | $709413.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angolan Government International Bond                                           | Angolan Government International Bond                                           | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1500000 | PA      | $1401330.00   | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                  | Cantor Commercial Real Estate Lending 2019-CF2                                  | CUSIP: 12528YAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10105250 | PA      | $870521.81    | 0.02%             | 2052-11-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | ASP Unifrax Holdings Inc                                                        | CUSIP: N/A<br>LEI: 549300RRU6BWJLD0YT71       | Long             | LON              | CORP              | US        |     1246778 | PA      | $1205584.79   | 0.03%             | 2025-12-12      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1729801.69   | 0.04%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                 | Naked Juice LLC                                                                 | CUSIP: N/A<br>LEI: 549300Y5TU1XQ1KVLJ64       | Long             | LON              | CORP              | US        |      135000 | PA      | $133987.50    | 0.00%             | 2030-01-18      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |     2328000 | PA      | $2275315.71   | 0.06%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB Commercial Mortgage Securities Trust 2014-C18                             | CUSIP: 46641JAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7850000 | PA      | $4773176.02   | 0.12%             | 2047-02-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | Mitsui Fudosan Co Ltd                                                           | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       17370 | NS      | $368135.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                             | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     3383000 | PA      | $3397561.92   | 0.09%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1879000 | PA      | $1575103.15   | 0.04%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | Standard Industries Inc/NJ                                                      | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $933800.00    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      801000 | PA      | $741932.58    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      589000 | PA      | $506149.38    | 0.01%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                            | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAE3<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     1367000 | PA      | $1357483.03   | 0.03%             | 2025-05-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                                 | Bright Bidco BV                                                                 | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | LON              | CORP              | NL        |     3971197 | PA      | $1851213.15   | 0.05%             | 2024-06-30      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                             | Avantor Funding Inc                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      750000 | PA      | $713467.50    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $4571745.00   | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC14                                          | GS Mortgage Securities Trust 2013-GC14                                          | CUSIP: 36198FAX0<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     7742050 | PA      | $6146272.59   | 0.16%             | 2046-08-10      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                               | Benchmark 2019-B13 Mortgage Trust                                               | CUSIP: 08162DAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $3884678.85   | 0.10%             | 2057-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      190003 | PA      | $68220.58     | 0.00%             | 2038-01-09      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2826830.50   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc                                                              | Everi Holdings Inc                                                              | CUSIP: N/A<br>LEI: 5299006DK5S7BG10K532       | Long             | LON              | CORP              | US        |     2493734 | PA      | $2472537.60   | 0.06%             | 2028-06-30      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                               | Tunisian Republic                                                               | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     3140000 | PA      | $2135105.80   | 0.05%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      200000 | PA      | $210000.00    | 0.01%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     1111000 | PA      | $962414.86    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    19560000 | PA      | $878826.92    | 0.02%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                           | Senegal Government International Bond                                           | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      800000 | PA      | $651960.63    | 0.02%             | 2037-06-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                       | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      555000 | PA      | $434996.09    | 0.01%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20444000 | PA      | $1779807.62   | 0.05%             | 2051-08-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BK5<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      548000 | PA      | $530952.48    | 0.01%             | 2023-12-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                                 | Inmobiliaria Colonial Socimi SA                                                 | CUSIP: N/A<br>LEI: 95980020140005007414       | Long             | EC               | CORP              | ES        |        6766 | NS      | $56262.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SunCoke Energy Inc                                                              | SunCoke Energy Inc                                                              | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2174133.75   | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2670.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      630000 | PA      | $599576.74    | 0.02%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                                                     | Gentex Corp                                                                     | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       14383 | NS      | $422141.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      871000 | PA      | $756420.68    | 0.02%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2352375.23   | 0.06%             | 2035-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Triton International Ltd                                                        | Triton International Ltd                                                        | CUSIP: G9078F107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        9245 | NS      | $564777.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10862.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                              | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     1741000 | PA      | $1582212.41   | 0.04%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM Midstream Partners LP                                                       | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2407320.00   | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1103718.28   | 0.03%             | 2030-08-14      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                                                             | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       66298 | NS      | $1976356.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                                                         | WEX Inc                                                                         | CUSIP: N/A<br>LEI: T9M5IGROL1TL1G5OV478       | Long             | LON              | CORP              | US        |      500000 | PA      | $494815.00    | 0.01%             | 2028-03-19      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                                 | Nexus Buyer LLC                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6775000 | PA      | $6683944.00   | 0.17%             | 2029-11-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      763000 | PA      | $678333.06    | 0.02%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK Elevator US Newco Inc                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      748125 | PA      | $740179.91    | 0.02%             | 2027-07-30      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      808000 | PA      | $802896.49    | 0.02%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     1700000 | PA      | $1795176.76   | 0.05%             | 2029-02-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      290000 | PA      | $258544.07    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                          | Real Alloy Holding Inc                                                          | CUSIP: 749999249<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         362 | NS      | $25595540.30  | 0.66%             |  |  |  | No            |                  3 | On Loan: No      |
| Northland Power Inc                                                             | Northland Power Inc                                                             | CUSIP: N/A<br>LEI: 549300IT8CIDW8V5KX72       | Long             | EC               | CORP              | CA        |       10800 | NS      | $325937.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |  2575000000 | PA      | $2932672.44   | 0.08%             | 2024-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                  | Froneri US Inc                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      498731 | PA      | $486262.69    | 0.01%             | 2027-01-31      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Tourmaline Oil Corp                                                             | Tourmaline Oil Corp                                                             | CUSIP: N/A<br>LEI: 549300LCHLN94A7Y1572       | Long             | EC               | CORP              | CA        |       11600 | NS      | $597404.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $786330.00    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     2000000 | PA      | $1978220.00   | 0.05%             | 2024-11-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc                                                            | SRS Distribution Inc                                                            | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3259215.60   | 0.08%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                    | BBCMS Mortgage Trust 2020-C7                                                    | CUSIP: 05492VAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2400922.80   | 0.06%             | 2053-04-15      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      927000 | PA      | $710018.91    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sunstone Hotel Investors Inc                                                    | Sunstone Hotel Investors Inc                                                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       11798 | NS      | $144525.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp                                                                   | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | LON              | CORP              | PA        |      498731 | PA      | $490092.94    | 0.01%             | 2025-06-30      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie Energia Chile SA                                                          | Engie Energia Chile SA                                                          | CUSIP: 29287TAA7<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      986000 | PA      | $873852.36    | 0.02%             | 2030-01-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                        | Enel SpA                                                                        | CUSIP: 29265WAA6<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |     2500000 | PA      | $2643750.00   | 0.07%             | 2073-09-24      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1008000 | PA      | $835051.02    | 0.02%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Specialty Steel Holdings, Inc.                                                  | Specialty Steel Holdings, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          87 | NS      | $15227403.23  | 0.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| General Dynamics Corp                                                           | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2172408.88   | 0.06%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                 | Lions Gate Capital Holdings LLC                                                 | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $7685868.30   | 0.20%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerva Merger Sub Inc                                                          | Minerva Merger Sub Inc                                                          | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3405628.00   | 0.09%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1729046.74   | 0.04%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | Altice France SA/France                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      249347 | PA      | $246464.81    | 0.01%             | 2026-01-31      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                                                | Guara Norte Sarl                                                                | CUSIP: N/A<br>LEI: 549300U2I4L03BBA3485       | Long             | DBT              | CORP              | LU        |     1919080 | PA      | $1698692.85   | 0.04%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Co I Sarl                                               | Endo Luxembourg Finance Co I Sarl                                               | CUSIP: N/A<br>LEI: 222100B15VY0VVCTG251       | Long             | LON              | CORP              | LU        |     3246801 | PA      | $3004102.63   | 0.08%             | 2028-03-27      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | Rockwell Automation Inc                                                         | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1938769.78   | 0.05%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5018475.00   | 0.13%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     2209000 | PA      | $1820176.08   | 0.05%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Wihlborgs Fastigheter AB                                                        | Wihlborgs Fastigheter AB                                                        | CUSIP: N/A<br>LEI: 549300RC1YDJPITF8X06       | Long             | EC               | CORP              | SE        |        4565 | NS      | $79146.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ritchie Bros Holdings Inc                                                       | Ritchie Bros Holdings Inc                                                       | CUSIP: 76774LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $675000.00    | 0.02%             | 2031-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAD3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      460000 | PA      | $432103.91    | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                    | Bread Financial Holdings Inc                                                    | CUSIP: 018581AL2<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1088222.50   | 0.03%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc                                                          | Whitecap Resources Inc                                                          | CUSIP: N/A<br>LEI: 5493004AMPGZA0JO5Q37       | Long             | EC               | CORP              | CA        |       58900 | NS      | $482790.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2687470.24   | 0.07%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | CUSIP: 94989VAG4<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    14818604 | PA      | $371241.60    | 0.01%             | 2057-09-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Material Sciences Corp                                                          | Material Sciences Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    18396809 | PA      | $18120857.10  | 0.46%             | 2024-01-09      | Variable      | 8.25%                 | Yes           |                  3 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KazMunayGas National Co JSC                                                     | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      500000 | PA      | $477255.59    | 0.01%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NSI NV                                                                          | NSI NV                                                                          | CUSIP: N/A<br>LEI: 724500I77C30W2LZZJ03       | Long             | EC               | CORP              | NL        |        2654 | NS      | $103816.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     1600000 | PA      | $1497344.00   | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Futures                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |           8 | NC      | $118455.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |     1791000 | PA      | $1593577.28   | 0.04%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1000000 | PA      | $799600.00    | 0.02%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                   | Caesars Resort Collection LLC                                                   | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | LON              | CORP              | US        |     1745570 | PA      | $1738046.21   | 0.04%             | 2025-07-20      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2700000 | PA      | $2232358.25   | 0.06%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |    11600000 | PA      | $528086.64    | 0.01%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      465157 | PA      | $462542.61    | 0.01%             | 2028-11-17      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      610000 | PA      | $579805.00    | 0.01%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Hacienda Investments Ltd Via DME Airport DAC                                    | Hacienda Investments Ltd Via DME Airport DAC                                    | CUSIP: 23291QAA0<br>LEI: 635400OVV3CKEYWLQV14 | Long             | DBT              | CORP              | IE        |     2300000 | PA      | $240221.96    | 0.01%             | 2028-02-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $3037080.00   | 0.08%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | Univision Communications Inc                                                    | CUSIP: N/A<br>LEI: 549300YQDE2JSGTL8V47       | Long             | LON              | CORP              | US        |     1500000 | PA      | $1493445.00   | 0.04%             | 2024-03-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fabege AB                                                                       | Fabege AB                                                                       | CUSIP: N/A<br>LEI: 549300JNPI46XNH0PM97       | Long             | EC               | CORP              | SE        |        6667 | NS      | $80924.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                                                     | Autostrade per l'Italia SpA                                                     | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     1200000 | PA      | $1164667.53   | 0.03%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | Ball Corp                                                                       | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1423821.67   | 0.04%             | 2023-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      616000 | PA      | $614601.68    | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merlin Properties Socimi SA                                                     | Merlin Properties Socimi SA                                                     | CUSIP: N/A<br>LEI: 959800L8KD863DP30X04       | Long             | EC               | CORP              | ES        |       14531 | NS      | $157860.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        2349 | NS      | $832062.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp                                                              | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      200000 | PA      | $227718.12    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3700000 | PA      | $3625710.96   | 0.09%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP/Suburban Energy Finance Corp                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3159991.25   | 0.08%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      871000 | PA      | $715607.61    | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      594000 | PA      | $498017.20    | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vertex Capital Investment Ltd                                                   | Vertex Capital Investment Ltd                                                   | CUSIP: N/A<br>LEI: 5493001HK43YLEL0IF70       | Long             | DBT              | CORP              | VG        |     2200000 | PA      | $2233000.00   | 0.06%             | 2024-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MHC Trust 2021-MHC2                                                             | MHC Trust 2021-MHC2                                                             | CUSIP: 55293AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4898496.00   | 0.13%             | 2023-05-15      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                           | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      552000 | PA      | $540170.64    | 0.01%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                             | JPMBB Commercial Mortgage Securities Trust 2015-C28                             | CUSIP: 46644FAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54005000 | PA      | $675856.37    | 0.02%             | 2048-10-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7440000000 | PA      | $524468.67    | 0.01%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                            | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |      950000 | PA      | $924109.53    | 0.02%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $997040.00    | 0.03%             | 2048-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                               | Benchmark 2022-B33 Mortgage Trust                                               | CUSIP: 08163PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10959500 | PA      | $1271863.13   | 0.03%             | 2055-03-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                   | COMM 2019-GC44 Mortgage Trust                                                   | CUSIP: 12655TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $363364.10    | 0.01%             | 2057-08-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 20129000000 | PA      | $1507731.27   | 0.04%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     7850000 | PA      | $6727685.50   | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hysan Development Co Ltd                                                        | Hysan Development Co Ltd                                                        | CUSIP: N/A<br>LEI: 5299007BABFLKIH9HL03       | Long             | EC               | CORP              | HK        |      344000 | NS      | $1012128.62   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings Inc                                                              | CUSIP: 771196BT8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $1905397.54   | 0.05%             | 2025-03-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     3200000 | PA      | $3234803.20   | 0.08%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | Swedbank AB                                                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $988750.00    | 0.03%             | N/A             | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PROG Holdings Inc                                                               | PROG Holdings Inc                                                               | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $4970812.50   | 0.13%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | Scientific Games International Inc                                              | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511893.75    | 0.01%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | Leviathan Bond Ltd                                                              | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     1000000 | PA      | $981396.00    | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                      | Mitchell International Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3060000 | PA      | $3019455.00   | 0.08%             | 2029-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                              | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     1697000 | PA      | $1445928.75   | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | Leviathan Bond Ltd                                                              | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |     4200000 | PA      | $4122846.00   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1639000 | PA      | $1554634.39   | 0.04%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV                                                                   | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2800637.61   | 0.07%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      493000 | PA      | $405824.83    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLP J-Reit                                                                      | GLP J-Reit                                                                      | CUSIP: N/A<br>LEI: 353800E27V9KA51K2I90       | Long             | EC               | CORP              | JP        |         329 | NS      | $443944.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                          | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13625665 | PA      | $1034441.41   | 0.03%             | 2053-02-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Kia Corp                                                                        | Kia Corp                                                                        | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |      255000 | PA      | $242987.66    | 0.01%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp                                                                        | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1734000 | PA      | $1569426.06   | 0.04%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      581000 | PA      | $568376.88    | 0.01%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 Mortgage Trust                                                  | COMM 2012-CCRE1 Mortgage Trust                                                  | CUSIP: 12624BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10889000 | PA      | $10024691.07  | 0.26%             | 2045-05-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Qualitas Ltd                                                                    | Qualitas Ltd                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       73311 | NS      | $107037.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexus                                                                           | Dexus                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       18276 | NS      | $142892.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                             | SVB Financial Group                                                             | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1375198.99   | 0.04%             | 2028-04-29      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      685000 | PA      | $658153.06    | 0.02%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                       | William Morris Endeavor Entertainment LLC                                       | CUSIP: N/A<br>LEI: 5493008R7J9HEQ30DZ33       | Long             | LON              | CORP              | US        |      997296 | PA      | $976283.12    | 0.03%             | 2025-05-16      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                    | Cloudera Inc                                                                    | CUSIP: N/A<br>LEI: 549300PGONC4JOI0RG62       | Long             | LON              | CORP              | US        |     1660000 | PA      | $1610200.00   | 0.04%             | 2029-08-10      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $352653.28    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SASU                                                              | Iliad Holding SASU                                                              | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1039500.00   | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1309868.00   | 0.03%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1871000 | PA      | $1844070.90   | 0.05%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3830772.25   | 0.10%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| China Resources Cement Holdings Ltd                                             | China Resources Cement Holdings Ltd                                             | CUSIP: N/A<br>LEI: 529900E0EOYXYJ0GHY66       | Long             | EC               | CORP              | HK        |      538000 | NS      | $446398.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Commercial Mortgage Inc                           | Banc of America Merrill Lynch Commercial Mortgage Inc                           | CUSIP: 05947UD62<br>LEI: 549300KC4TL4CE0SHX51 | Long             | ABS-MBS          | CORP              | US        |     2335993 | PA      | $930885.41    | 0.02%             | 2042-11-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HSBC Capital Funding Dollar 1 LP                                                | HSBC Capital Funding Dollar 1 LP                                                | CUSIP: G4637HAB4<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |     5300000 | PA      | $7738000.00   | 0.20%             | N/A             | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| Colombian TES                                                                   | Colombian TES                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  2503000000 | PA      | $518547.23    | 0.01%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co                                                  | Meiji Yasuda Life Insurance Co                                                  | CUSIP: 585270AA9<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $354375.00    | 0.01%             | 2045-10-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                             | Cincinnati Bell Inc                                                             | CUSIP: N/A<br>LEI: 549300JYVZOCUJOHL272       | Long             | LON              | CORP              | US        |      748125 | PA      | $743681.14    | 0.02%             | 2028-11-17      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | Guatemala Government Bond                                                       | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      900000 | PA      | $863386.79    | 0.02%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      203000 | PA      | $162411.67    | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                          | Comstock Resources Inc                                                          | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      525000 | PA      | $530869.50    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     3000000 | PA      | $2707500.00   | 0.07%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                            | Jackson National Life Global Funding                                            | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      794000 | PA      | $753042.27    | 0.02%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AmWINS Group Inc                                                                | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $5697929.25   | 0.15%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                     | Citigroup Commercial Mortgage Trust 2018-C5                                     | CUSIP: 17291DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $797936.90    | 0.02%             | 2051-06-10      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      705000 | PA      | $547920.50    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1178868.24   | 0.03%             | 2024-09-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR Nederland NV                                                                | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |       12119 | NS      | $550793.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                                                  | Aruba Investments Holdings LLC                                                  | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |     6210000 | PA      | $6147900.00   | 0.16%             | 2028-10-27      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CDW Corp/DE                                                                     | CDW Corp/DE                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        3048 | NS      | $497372.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     2500000 | PA      | $2394250.00   | 0.06%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp                                                           | Verscend Holding Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1246859 | PA      | $1241410.52   | 0.03%             | 2025-08-27      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $333104.00    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12767000 | PA      | $1340369.03   | 0.03%             | 2052-10-15      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1244497.50   | 0.03%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust 2007-C6                                        | LB-UBS Commercial Mortgage Trust 2007-C6                                        | CUSIP: 52109PAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2233937 | PA      | $2169711.38   | 0.06%             | 2040-07-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1385531.13   | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9330000 | PA      | $5483382.82   | 0.14%             | 2056-08-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Power Finance Corp Ltd                                                          | Power Finance Corp Ltd                                                          | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1797312.42   | 0.05%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PDC Energy Inc                                                                  | PDC Energy Inc                                                                  | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |        9607 | NS      | $669992.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Apple Bidco LLC                                                             | KKR Apple Bidco LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5392120 | PA      | $5378639.84   | 0.14%             | 2029-07-13      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | United Airlines Inc                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |     1000000 | PA      | $990570.00    | 0.03%             | 2028-04-21      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | Clarios Global LP                                                               | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | CA        |     3250000 | PA      | $3194490.00   | 0.08%             | 2026-04-30      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Cpc Acquisition Corp                                                            | Cpc Acquisition Corp                                                            | CUSIP: N/A<br>LEI: 254900UFA4AMH3PZZW32       | Long             | LON              | CORP              | US        |     5350000 | PA      | $5122625.00   | 0.13%             | 2029-01-12      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    38128646 | PA      | $2612201.16   | 0.07%             | 2048-01-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12275000 | PA      | $11694392.50  | 0.30%             | N/A             | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Wienerberger AG                                                                 | Wienerberger AG                                                                 | CUSIP: N/A<br>LEI: 529900VXIFBHO0SW2I31       | Long             | EC               | CORP              | AT        |       11733 | NS      | $331198.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carl Zeiss Meditec AG                                                           | Carl Zeiss Meditec AG                                                           | CUSIP: N/A<br>LEI: 529900GRL4MZ8NMOOK95       | Long             | EC               | CORP              | DE        |        1948 | NS      | $244678.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RAM Essential Services Property Fund                                            | RAM Essential Services Property Fund                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      132829 | NS      | $90379.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                                              | Viterra Finance BV                                                              | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |      360000 | PA      | $309185.29    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd                                                                     | NBK SPC Ltd                                                                     | CUSIP: N/A<br>LEI: 549300P1ANDK86KWB419       | Long             | DBT              | CORP              | AE        |     2600000 | PA      | $2339324.00   | 0.06%             | 2027-09-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    14995000 | PA      | $13139368.75  | 0.34%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    62000000 | PA      | $2717894.79   | 0.07%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      290000 | PA      | $297696.69    | 0.01%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      623000 | PA      | $485056.23    | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                 | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: N/A<br>LEI: 54930020NXD0RJB64985       | Long             | LON              | CORP              | US        |     2210000 | PA      | $2187900.00   | 0.06%             | 2029-12-10      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Speedway Motorsports LLC / Speedway Funding II Inc                              | Speedway Motorsports LLC / Speedway Funding II Inc                              | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2792790.00   | 0.07%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $842800.00    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                              | Radiate Holdco LLC                                                              | CUSIP: N/A<br>LEI: 5493000GQJ5RDX9DNJ71       | Long             | LON              | CORP              | US        |      498750 | PA      | $491448.30    | 0.01%             | 2026-09-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Harvest Midstream I LP                                                          | Harvest Midstream I LP                                                          | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4200692.40   | 0.11%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      575000 | PA      | $415271.33    | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                                                  | ICICI Bank Ltd                                                                  | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       43088 | NS      | $820395.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| China Lesso Group Holdings Ltd                                                  | China Lesso Group Holdings Ltd                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |      299000 | NS      | $373909.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet Inc                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      900000 | PA      | $854962.97    | 0.02%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allied Properties Real Estate Investment Trust                                  | Allied Properties Real Estate Investment Trust                                  | CUSIP: N/A<br>LEI: 549300AMZMPKVHA0MY77       | Long             | EC               | CORP              | CA        |        2100 | NS      | $68215.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Americo Life Inc                                                                | Americo Life Inc                                                                | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |      338000 | PA      | $285070.50    | 0.01%             | 2031-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UWH PLLC                                                                        | UWH PLLC                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3704629 | PA      | $3686106.25   | 0.09%             | 2027-12-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc                                                            | Loyalty Ventures Inc                                                            | CUSIP: N/A<br>LEI: 549300Q3YKVWNY6JIJ44       | Long             | LON              | CORP              | US        |     1808750 | PA      | $1760148.89   | 0.05%             | 2027-10-08      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | Aroundtown SA                                                                   | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | EC               | CORP              | LU        |       16084 | NS      | $80879.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGO Ltd                                                                         | IGO Ltd                                                                         | CUSIP: N/A<br>LEI: 2549005DZO8VGXM5QN07       | Long             | EC               | CORP              | AU        |       42593 | NS      | $387270.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/Digicel international Holdings Ltd            | Digicel International Finance Ltd/Digicel international Holdings Ltd            | CUSIP: 25381VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      880000 | PA      | $868577.60    | 0.02%             | 2024-05-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                             | JPMBB Commercial Mortgage Securities Trust 2014-C18                             | CUSIP: 46641JAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37862297 | PA      | $397826.73    | 0.01%             | 2047-02-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      223000 | PA      | $181342.41    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                        | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1880000 | PA      | $1751408.00   | 0.04%             | 2032-02-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1330392.57   | 0.03%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Denso Corp                                                                      | Denso Corp                                                                      | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        7800 | NS      | $475373.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                             | Inversiones CMPC SA                                                             | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     1717000 | PA      | $1455157.50   | 0.04%             | 2031-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Logan Group Co Ltd                                                              | Logan Group Co Ltd                                                              | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |      270000 | PA      | $70267.50     | 0.00%             | 2026-12-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     9827000 | PA      | $1765296.42   | 0.05%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      498724 | PA      | $489124.04    | 0.01%             | 2025-05-30      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12715000 | PA      | $13001087.50  | 0.33%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                     | Citigroup Commercial Mortgage Trust 2016-C1                                     | CUSIP: 17290YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33839212 | PA      | $2010495.87   | 0.05%             | 2049-05-10      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3315892.86   | 0.08%             | 2027-05-04      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1050000 | PA      | $926635.50    | 0.02%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sociedad de Transmision Austral SA                                              | Sociedad de Transmision Austral SA                                              | CUSIP: 83364AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      500000 | PA      | $466145.00    | 0.01%             | 2032-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                          | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2122000 | PA      | $1674597.73   | 0.04%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                     | Global Medical Response Inc                                                     | CUSIP: N/A<br>LEI: 549300ZFWD4ZFCEJCQ87       | Long             | LON              | CORP              | US        |      498710 | PA      | $494416.51    | 0.01%             | 2025-03-14      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Swiss Life Holding AG                                                           | Swiss Life Holding AG                                                           | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         920 | NS      | $537938.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Digicel Group Holdings Ltd                                                      | Digicel Group Holdings Ltd                                                      | CUSIP: 25381YAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      862914 | PA      | $861723.18    | 0.02%             | 2024-04-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                       | Sotheby's                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $6680488.75   | 0.17%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                          | Genesys Cloud Services Holdings II LLC                                          | CUSIP: N/A<br>LEI: 549300CVRD4OUCPHWQ42       | Long             | LON              | CORP              | US        |     4250000 | PA      | $4234062.50   | 0.11%             | 2027-12-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $897626.44    | 0.02%             | 2032-10-04      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1085903.60   | 0.03%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      812000 | PA      | $614164.34    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                 | BANK 2021-BNK38                                                                 | CUSIP: 06540EBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10388000 | PA      | $571269.36    | 0.01%             | 2064-12-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    40138500 | PA      | $1843540.56   | 0.05%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                  | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4647436.50   | 0.12%             | 2050-10-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Gulf Finance LLC                                                                | Gulf Finance LLC                                                                | CUSIP: N/A<br>LEI: 549300GL13V5C6ULWJ40       | Long             | LON              | CORP              | US        |     1995000 | PA      | $1811599.65   | 0.05%             | 2026-08-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $392246.73    | 0.01%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings Inc                                                      | Viant Medical Holdings Inc                                                      | CUSIP: N/A<br>LEI: 549300E68YOWU15QSF58       | Long             | LON              | CORP              | US        |      997416 | PA      | $942767.60    | 0.02%             | 2025-07-02      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc                                                    | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5473 | NS      | $132008.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1156375.00   | 0.03%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sankyu Inc                                                                      | Sankyu Inc                                                                      | CUSIP: N/A<br>LEI: 529900QWTXZZEM1T5G75       | Long             | EC               | CORP              | JP        |       11700 | NS      | $356721.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Physician Partners LLC                                                          | Physician Partners LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      750000 | PA      | $742815.00    | 0.02%             | 2028-12-23      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| JPW Industries Holding Corp                                                     | JPW Industries Holding Corp                                                     | CUSIP: 48128TAA0<br>LEI: 2549006C25X8KUBSYI24 | Long             | DBT              | CORP              | US        |     7240000 | PA      | $7263385.20   | 0.19%             | 2024-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd                                                            | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $668136.00    | 0.02%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                  | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     3227000 | PA      | $2880887.73   | 0.07%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                        | Sunac China Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      225000 | PA      | $52087.50     | 0.00%             | 2024-04-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GTL Trade Finance Inc                                                           | GTL Trade Finance Inc                                                           | CUSIP: N/A<br>LEI: 549300PSJEHGXCQ8J374       | Long             | DBT              | CORP              | VG        |      400000 | PA      | $427200.00    | 0.01%             | 2044-04-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Rexford Industrial Realty Inc                                                   | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        3316 | NS      | $258780.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed  | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed  | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2156664.30   | 0.06%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones SA de CV                                          | Total Play Telecomunicaciones SA de CV                                          | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      540000 | PA      | $449825.40    | 0.01%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| B2W Digital Lux Sarl                                                            | B2W Digital Lux Sarl                                                            | CUSIP: N/A<br>LEI: 222100KMO43GQ28M6N31       | Long             | DBT              | CORP              | LU        |     2300000 | PA      | $1897523.00   | 0.05%             | 2030-12-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                        | BroadStreet Partners Inc                                                        | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      498747 | PA      | $491679.63    | 0.01%             | 2027-01-27      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | Ecuador Government International Bond                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2100000 | PA      | $1313098.29   | 0.03%             | 2035-07-31      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Inc                                                             | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |        3027 | NS      | $531450.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delta 2 Lux Sarl                                                                | Delta 2 Lux Sarl                                                                | CUSIP: N/A<br>LEI: 549300BBG8Z3D6QSYP53       | Long             | LON              | CORP              | LU        |     6750000 | PA      | $6710985.00   | 0.17%             | 2024-02-01      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      768000 | PA      | $745322.66    | 0.02%             | 2025-12-20      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $64040.73     | 0.00%             | 2052-11-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                 | Choice Hotels International Inc                                                 | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |         197 | NS      | $27670.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ghana Government International Bond                                             | Ghana Government International Bond                                             | CUSIP: 374422AG8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1350000 | PA      | $849001.50    | 0.02%             | 2029-05-16      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                   | Development Bank of Japan Inc                                                   | CUSIP: 25159MBF3<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | CORP              | JP        |     1920000 | PA      | $1854873.60   | 0.05%             | 2025-02-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24500.00     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      107104 | NS      | $2692594.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1413750.00   | 0.04%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Ltd                                                        | Agile Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $98325.00     | 0.00%             | 2025-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H14E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     4750000 | PA      | $699548.18    | 0.02%             | 2049-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| NFP Corp                                                                        | NFP Corp                                                                        | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    10820000 | PA      | $9846200.00   | 0.25%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ExlService Holdings Inc                                                         | ExlService Holdings Inc                                                         | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        3001 | NS      | $408586.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare LLC                                                          | Aveanna Healthcare LLC                                                          | CUSIP: N/A<br>LEI: 5493006D6JRLPIY8YV18       | Long             | LON              | CORP              | US        |     7640000 | PA      | $7296200.00   | 0.19%             | 2029-12-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Gecina SA                                                                       | Gecina SA                                                                       | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         780 | NS      | $87865.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    39161000 | PA      | $2906924.95   | 0.07%             | 2026-07-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| NAI Entertainment Holdings LLC                                                  | NAI Entertainment Holdings LLC                                                  | CUSIP: N/A<br>LEI: GZUKC3HJWQRZFI3N4M23       | Long             | LON              | CORP              | US        |     3052713 | PA      | $2995474.82   | 0.08%             | 2025-05-08      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6                    | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6                    | CUSIP: 46634SAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3750000 | PA      | $1683450.00   | 0.04%             | 2045-05-15      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      726000 | PA      | $651839.45    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                      | Avis Budget Car Rental LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      500000 | PA      | $498440.00    | 0.01%             | 2029-03-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                        | Sunac China Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $44000.00     | 0.00%             | 2025-07-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      822000 | PA      | $685128.23    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $77503.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                  | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAA0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     6613750 | PA      | $515576.20    | 0.01%             | 2051-03-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| RH                                                                              | RH                                                                              | CUSIP: N/A<br>LEI: 5493008MTS3OGGMHGK69       | Long             | LON              | CORP              | US        |      997494 | PA      | $957414.43    | 0.02%             | 2028-10-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                   | Freeport LNG Investments LLLP                                                   | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |      750000 | PA      | $742500.00    | 0.02%             | 2026-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications / Midcontinent Finance Corp                         | Midcontinent Communications / Midcontinent Finance Corp                         | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1382185.00   | 0.04%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cathay General Bancorp                                                          | Cathay General Bancorp                                                          | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       25650 | NS      | $1028308.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown European Holdings SA                                                      | Crown European Holdings SA                                                      | CUSIP: N/A<br>LEI: 85OKW2SW05RZFQS1W718       | Long             | DBT              | CORP              | FR        |      300000 | PA      | $319967.09    | 0.01%             | 2025-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | Mattel Inc                                                                      | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1619250.00   | 0.04%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103854.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medco Laurel Tree Pte Ltd                                                       | Medco Laurel Tree Pte Ltd                                                       | CUSIP: 58406RAA6<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |      985000 | PA      | $921467.50    | 0.02%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      250000 | PA      | $248332.50    | 0.01%             | 2029-02-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        5539 | NS      | $658310.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                                               | Hormel Foods Corp                                                               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      841000 | PA      | $801772.67    | 0.02%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Irongate Group                                                                  | Irongate Group                                                                  | CUSIP: N/A<br>LEI: 5493005VWQ4VSTT3EV67       | Long             | EC               | CORP              | AU        |       63197 | NS      | $85456.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1175459.99   | 0.03%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TransDigm UK Holdings PLC                                                       | TransDigm UK Holdings PLC                                                       | CUSIP: 89365DAB9<br>LEI: 549300JTYP71LZZSE903 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $522375.00    | 0.01%             | 2026-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1163942.45   | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1143144.96   | 0.03%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Ltd                                                     | 1MDB Global Investments Ltd                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | VG        |     4400000 | PA      | $4367247.90   | 0.11%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     3700000 | PA      | $3718892.09   | 0.10%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    75770382 | PA      | $4750848.41   | 0.12%             | 2046-05-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Logistics REIT Investment Corp                                | Mitsubishi Estate Logistics REIT Investment Corp                                | CUSIP: N/A<br>LEI: 353800YYSGZU31ICQK38       | Long             | EC               | CORP              | JP        |          25 | NS      | $89693.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                               | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14907500 | PA      | $1196402.90   | 0.03%             | 2062-12-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                                              | Infinite Bidco LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4850000 | PA      | $4769150.50   | 0.12%             | 2029-02-24      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Rengo Co Ltd                                                                    | Rengo Co Ltd                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       70200 | NS      | $415623.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                  | Open Text Corp                                                                  | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1184018.55   | 0.03%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      726000 | PA      | $669923.68    | 0.02%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Mapletree Industrial Trust                                                      | Mapletree Industrial Trust                                                      | CUSIP: N/A<br>LEI: 549300R7WZFHXNKDJF41       | Long             | EC               | CORP              | SG        |      337430 | NS      | $634058.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2630623.50   | 0.07%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1230687.50   | 0.03%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      581000 | PA      | $543700.49    | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd                                        | Argentum Netherlands BV for Swiss Re Ltd                                        | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $997500.00    | 0.03%             | 2050-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      363000 | PA      | $294580.86    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |      600000 | PA      | $728869.22    | 0.02%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4426937.50   | 0.11%             | 2025-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PostNL NV                                                                       | PostNL NV                                                                       | CUSIP: N/A<br>LEI: 724500Q41FHN0P1GPC53       | Long             | EC               | CORP              | NL        |       64698 | NS      | $212000.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| ONEOK Partners LP                                                               | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1267000 | PA      | $1351605.10   | 0.03%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      822000 | PA      | $754994.58    | 0.02%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                         | E.ON SE                                                                         | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $784302.31    | 0.02%             | 2027-09-29      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAA6<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     2646750 | PA      | $255344.94    | 0.01%             | 2051-06-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        7017 | NS      | $276469.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      602000 | PA      | $551341.15    | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $3528459.90   | 0.09%             | 2051-07-15      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                                                    | Intrado Corp                                                                    | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |      491088 | PA      | $453180.59    | 0.01%             | 2024-10-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Pactiv Evergreen Group Holdings Inc                                             | Pactiv Evergreen Group Holdings Inc                                             | CUSIP: N/A<br>LEI: 5493002QNV81KCX40V06       | Long             | LON              | CORP              | US        |      498747 | PA      | $485844.28    | 0.01%             | 2028-09-17      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| New Residential Investment Corp                                                 | New Residential Investment Corp                                                 | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      118035 | NS      | $1227564.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                                            | Prime Security Services Borrower LLC                                            | CUSIP: N/A<br>LEI: 549300O6QPZVWXV2DC15       | Long             | LON              | CORP              | US        |     5735516 | PA      | $5662216.47   | 0.15%             | 2026-09-23      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc                                                                       | CUSIP: 037833BK5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1581379.42   | 0.04%             | 2042-07-31      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Zurn LLC                                                                        | Zurn LLC                                                                        | CUSIP: N/A<br>LEI: 549300XLZXRC2KJ6VK87       | Long             | LON              | CORP              | US        |     1246875 | PA      | $1241850.09   | 0.03%             | 2028-09-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE1 Mortgage Trust                                                  | COMM 2012-CCRE1 Mortgage Trust                                                  | CUSIP: 12624BAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13993000 | PA      | $10779625.09  | 0.28%             | 2045-05-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                  | Wells Fargo Commercial Mortgage Trust 2018-C45                                  | CUSIP: 95001NAC2<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $961282.00    | 0.02%             | 2051-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $483750.00    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings Inc                                                            | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1194626.68   | 0.03%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $6768625.00   | 0.17%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1775768.11   | 0.05%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      348000 | PA      | $254299.69    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     2152000 | PA      | $2117611.66   | 0.05%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                    | New York Life Global Funding                                                    | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2486147.28   | 0.06%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $505340.38    | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      630000 | PA      | $627198.64    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                       | Loxam SAS                                                                       | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      249547 | PA      | $258828.60    | 0.01%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                             | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      830000 | PA      | $691854.80    | 0.02%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                          | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2280417.00   | 0.06%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      525000 | PA      | $501527.25    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IEA Energy Services LLC                                                         | IEA Energy Services LLC                                                         | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3129300.00   | 0.08%             | 2029-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                              | Element Materials Technology Group US Holdings Inc                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      136842 | PA      | $136328.95    | 0.00%             | 2029-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1411637.95   | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1300000 | PA      | $1242719.56   | 0.03%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group Inc                                                                | CUSIP: N/A<br>LEI: XSGZFLO9YTNO9VCQV219       | Long             | DBT              | CORP              | US        |      500000 | PA      | $508271.57    | 0.01%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo LLC                                                                | MA FinanceCo LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      596490 | PA      | $589779.49    | 0.02%             | 2027-01-14      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| State Agency of Roads of Ukraine                                                | State Agency of Roads of Ukraine                                                | CUSIP: N/A<br>LEI: 254900FGEO8P5USHG994       | Long             | DBT              | CORP              | UA        |     3000000 | PA      | $937107.00    | 0.02%             | 2028-06-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7000000.00   | 0.18%             | N/A             | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                               | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13870000 | PA      | $927628.37    | 0.02%             | 2052-08-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      800000 | PA      | $895035.23    | 0.02%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                 | SkyMiles IP Ltd                                                                 | CUSIP: N/A<br>LEI: 2549008L7P4I8VB90936       | Long             | LON              | CORP              | KY        |     1000000 | PA      | $1032080.00   | 0.03%             | 2027-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: 931142DH3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      838000 | PA      | $839940.80    | 0.02%             | 2023-04-11      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137AXHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    16936236 | PA      | $94671.87     | 0.00%             | 2040-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | Altice France SA/France                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |     2984536 | PA      | $2959674.89   | 0.08%             | 2026-08-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      900000 | PA      | $903696.29    | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2473500.00   | 0.06%             | N/A             | Variable      | 5.75%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage Trust 2019-C5                                      | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14866000 | PA      | $1187876.65   | 0.03%             | 2052-11-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Crown Castle International Corp                                                 | Crown Castle International Corp                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1006607.29   | 0.03%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG/London                                                                   | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1891347.90   | 0.05%             | 2025-01-13      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding                                                           | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1398000 | PA      | $1241367.67   | 0.03%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | Ecuador Government International Bond                                           | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     2465000 | PA      | $1997405.28   | 0.05%             | 2030-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $72123.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17                | JP Morgan Chase Commercial Mortgage Securities Trust 2006-CIBC17                | CUSIP: 46630EAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4018919 | PA      | $2873527.14   | 0.07%             | 2043-12-12      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                        | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | XX        |     1450000 | PA      | $1430093.88   | 0.04%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      493000 | PA      | $343856.81    | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                    | DNB Bank ASA                                                                    | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |     5000000 | PA      | $4860100.00   | 0.12%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     4389000 | PA      | $4036694.97   | 0.10%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                                                      | Longfor Group Holdings Ltd                                                      | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |      410000 | PA      | $345277.48    | 0.01%             | 2032-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                           | GS Mortgage Securities Trust 2018-GS9                                           | CUSIP: 36255NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8353000 | PA      | $551331.41    | 0.01%             | 2051-03-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Summit Industrial Income REIT                                                   | Summit Industrial Income REIT                                                   | CUSIP: N/A<br>LEI: 2549002JNRHTJ9H0MR86       | Long             | EC               | CORP              | CA        |       37449 | NS      | $592933.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartCommunications Inc                                                        | iHeartCommunications Inc                                                        | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |     4500000 | PA      | $4458105.00   | 0.11%             | 2026-05-01      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                         | EIG Pearl Holdings Sarl                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      560000 | PA      | $473446.40    | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                 | Trans Union LLC                                                                 | CUSIP: N/A<br>LEI: X8NPN6PWJOM1QCTYFV34       | Long             | LON              | CORP              | US        |      747822 | PA      | $736888.57    | 0.02%             | 2026-11-13      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| InvenTrust Properties Corp                                                      | InvenTrust Properties Corp                                                      | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |        3815 | NS      | $115556.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     2400000 | PA      | $2127000.00   | 0.05%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                                  | Core & Main LP                                                                  | CUSIP: N/A<br>LEI: 549300ZSLF8Q660SCD17       | Long             | LON              | CORP              | US        |     1500000 | PA      | $1473120.00   | 0.04%             | 2028-07-27      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1650000 | PA      | $1414908.00   | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ebara Corp                                                                      | Ebara Corp                                                                      | CUSIP: N/A<br>LEI: 353800UV8U3SOMCDTI49       | Long             | EC               | CORP              | JP        |       11800 | NS      | $541943.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                 | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |        4633 | NS      | $184486.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $870180.00    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    14511900 | PA      | $749096.15    | 0.02%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| W&T Offshore Inc                                                                | W&T Offshore Inc                                                                | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2334020.00   | 0.06%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9884979.28   | 0.25%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      632000 | PA      | $561977.63    | 0.01%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 2                                                           | Scentre Group Trust 2                                                           | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |     1400000 | PA      | $1351490.00   | 0.03%             | 2080-09-24      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      300000 | PA      | $94445.80     | 0.00%             | 2032-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                | Dexko Global Inc                                                                | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |      420000 | PA      | $409201.80    | 0.01%             | 2028-09-22      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-361.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                       | Dun & Bradstreet Corp/The                                                       | CUSIP: N/A<br>LEI: RI37BMPWE56BCJ747E14       | Long             | LON              | CORP              | US        |     1246843 | PA      | $1236245.26   | 0.03%             | 2026-02-06      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    11850000 | PA      | $10866331.50  | 0.28%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPC Group Inc                                                                   | TPC Group Inc                                                                   | CUSIP: 89236YAB0<br>LEI: 549300K276KVW5JD1583 | Long             | DBT              | CORP              | US        |      700000 | PA      | $227640.00    | 0.01%             | 2024-08-01      | None          | 10.50%                | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                | Pampa Energia SA                                                                | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |     1800000 | PA      | $1671768.00   | 0.04%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                         | Perrigo Investments LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      248818 | PA      | $247780.61    | 0.01%             | 2029-04-06      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                                           | Mallinckrodt International Finance SA                                           | CUSIP: N/A<br>LEI: 549300MQQ92LN1A0B514       | Long             | LON              | CORP              | LU        |     1000000 | PA      | $926000.00    | 0.02%             | 2025-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1290379.02   | 0.03%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1364158.92   | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                                                       | Serta Simmons Bedding LLC                                                       | CUSIP: N/A<br>LEI: 549300M4F4V4WFPNI116       | Long             | LON              | CORP              | US        |      997462 | PA      | $897007.54    | 0.02%             | 2023-08-10      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                   | CCC Intelligent Solutions Inc                                                   | CUSIP: N/A<br>LEI: 5493006JEEL9RIWY5T17       | Long             | LON              | CORP              | US        |      498750 | PA      | $491892.19    | 0.01%             | 2028-09-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Logan Group Co Ltd                                                              | Logan Group Co Ltd                                                              | CUSIP: N/A<br>LEI: 549300NJ0E6Q0S1VOG90       | Long             | DBT              | CORP              | KY        |      575000 | PA      | $159562.50    | 0.00%             | 2025-07-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TransUnion                                                                      | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        4916 | NS      | $430248.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7663000 | PA      | $532911.84    | 0.01%             | 2064-03-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | Bausch Health Cos Inc                                                           | CUSIP: N/A<br>LEI: B3BS7ACMDUWISF18KY76       | Long             | LON              | CORP              | CA        |     1666667 | PA      | $1610416.67   | 0.04%             | 2027-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PMHC II Inc                                                                     | PMHC II Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      954851 | PA      | $896518.92    | 0.02%             | 2029-02-02      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Osstem Implant Co Ltd                                                           | Osstem Implant Co Ltd                                                           | CUSIP: N/A<br>LEI: 9884004U916KOXY14B53       | Long             | EC               | CORP              | KR        |        6242 | NS      | $559096.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                        | CSAIL 2019-C15 Commercial Mortgage Trust                                        | CUSIP: 22945DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    54497296 | PA      | $2789106.19   | 0.07%             | 2052-03-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | Benin Government International Bond                                             | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1750000 | PA      | $1583143.44   | 0.04%             | 2032-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                   | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2002000 | PA      | $1920892.59   | 0.05%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                                         | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4323 | NS      | $821370.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DTI Holdco Inc                                                                  | DTI Holdco Inc                                                                  | CUSIP: N/A<br>LEI: 549300QQVMUL3P8XVJ27       | Long             | LON              | CORP              | US        |     1500000 | PA      | $1466250.00   | 0.04%             | 2029-04-21      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC / Prime Finance Inc                        | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1792700.00   | 0.05%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | Silgan Holdings Inc                                                             | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      600000 | PA      | $624668.40    | 0.02%             | 2025-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    15140000 | PA      | $834533.48    | 0.02%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12667000 | PA      | $729601.47    | 0.02%             | 2051-01-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                   | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12353261 | PA      | $635406.03    | 0.02%             | 2049-04-10      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Segro PLC                                                                       | Segro PLC                                                                       | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |       55472 | NS      | $928718.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5875000 | PA      | $4764625.00   | 0.12%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Lamar Funding Ltd                                                               | Lamar Funding Ltd                                                               | CUSIP: N/A<br>LEI: 549300TSXHL7X0727895       | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1944008.00   | 0.05%             | 2025-05-07      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                             | Klabin Austria GmbH                                                             | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |      750000 | PA      | $726660.00    | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | Berkshire Hathaway Finance Corp                                                 | CUSIP: N/A<br>LEI: 549300RLHFT5RU20WM87       | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1069446.47   | 0.03%             | 2059-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      304000 | PA      | $273643.91    | 0.01%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global Inc                                                                  | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1033000 | PA      | $948814.15    | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd                                                    | Adani Electricity Mumbai Ltd                                                    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     3913000 | PA      | $3356306.72   | 0.09%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1303115.91   | 0.03%             | 2028-02-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP Paribas SA                                                                  | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $445306.12    | 0.01%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                        | Zelis Payments Buyer Inc                                                        | CUSIP: N/A<br>LEI: 549300U8NGLZN5R1Y309       | Long             | LON              | CORP              | US        |     2743056 | PA      | $2722756.95   | 0.07%             | 2026-09-30      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| ASP Unifrax Holdings Inc                                                        | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2357852.00   | 0.06%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cullen/Frost Bankers Inc                                                        | Cullen/Frost Bankers Inc                                                        | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |        8774 | NS      | $1160712.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New World Development Co Ltd                                                    | New World Development Co Ltd                                                    | CUSIP: N/A<br>LEI: 2549008GWMWXTIRL4S48       | Long             | EC               | CORP              | HK        |       52395 | NS      | $200400.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                   | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1178000 | PA      | $1133913.11   | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      650000 | PA      | $520995.16    | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp                                                             | Select Medical Corp                                                             | CUSIP: N/A<br>LEI: 549300X05KS0JKR8CB50       | Long             | LON              | CORP              | US        |     4000000 | PA      | $3961240.00   | 0.10%             | 2025-03-06      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1268767.05   | 0.03%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      925000 | PA      | $876437.50    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $633.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    95760106 | PA      | $2122781.29   | 0.05%             | 2051-07-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                             | Nestle Holdings Inc                                                             | CUSIP: 641062AE4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     1178000 | PA      | $1187836.70   | 0.03%             | 2025-09-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Specialty Steel                                                                 | Specialty Steel                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    41564000 | PA      | $41564000.00  | 1.07%             | 2026-11-15      | Fixed         | 11.00%                | Yes           |                  3 | On Loan: No      |
| Ziggo Bond Co BV                                                                | Ziggo Bond Co BV                                                                | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2450000.00   | 0.06%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H0GY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    13000000 | PA      | $1666199.60   | 0.04%             | 2028-04-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                         | New Fortress Energy Inc                                                         | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $595209.30    | 0.02%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XPO Logistics Inc                                                               | XPO Logistics Inc                                                               | CUSIP: N/A<br>LEI: 54930096DB9LCLPN7H13       | Long             | LON              | CORP              | US        |      500000 | PA      | $495570.00    | 0.01%             | 2025-02-24      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| KBR Inc                                                                         | KBR Inc                                                                         | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3180937.50   | 0.08%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC Networks Inc                                                                | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     2045000 | PA      | $1974703.13   | 0.05%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      464000 | PA      | $460595.82    | 0.01%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      850000 | PA      | $842573.18    | 0.02%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2725635.57   | 0.07%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                  | Gogo Intermediate Holdings LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1000000 | PA      | $989500.00    | 0.03%             | 2028-04-28      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | El Salvador Government International Bond                                       | CUSIP: N/A<br>LEI: 529900AKDMUSFSDOM949       | Long             | DBT              | NUSS              | SV        |     3838000 | PA      | $1466316.69   | 0.04%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Charter Hall Social Infrastructure REIT                                         | Charter Hall Social Infrastructure REIT                                         | CUSIP: N/A<br>LEI: 254900W31UGIMDQW3W98       | Long             | EC               | CORP              | AU        |      289475 | NS      | $819455.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                               | CUSIP: N/A<br>LEI: 549300G0CFPGEF6X2043       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1517389.63   | 0.04%             | 2035-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                                  | Mong Duong Finance Holdings BV                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $446250.00    | 0.01%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     5870000 | PA      | $5070212.50   | 0.13%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoBank ACB                                                                      | CoBank ACB                                                                      | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | USGSE             | US        |        7000 | NS      | $728000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Plantronics Inc                                                                 | Plantronics Inc                                                                 | CUSIP: N/A<br>LEI: 5493006O3W5M472F6668       | Long             | LON              | CORP              | US        |      750000 | PA      | $743317.50    | 0.02%             | 2025-07-02      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475857<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |       16086 | NS      | $403919.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                                     | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      699000 | PA      | $676201.93    | 0.02%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      581000 | PA      | $487241.24    | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | Capgemini SE                                                                    | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        2647 | NS      | $538875.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altar Bidco Inc                                                                 | Altar Bidco Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3570000 | PA      | $3511987.50   | 0.09%             | 2029-11-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Daiwa House REIT Investment Corp                                                | Daiwa House REIT Investment Corp                                                | CUSIP: N/A<br>LEI: 3538001FWU534P8JMO05       | Long             | EC               | CORP              | JP        |          57 | NS      | $138738.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2533000 | PA      | $2583660.00   | 0.07%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1204857.35   | 0.03%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Powerlong Real Estate Holdings Ltd                                              | Powerlong Real Estate Holdings Ltd                                              | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |      300000 | PA      | $126000.00    | 0.00%             | 2024-08-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                               | Benchmark 2020-B17 Mortgage Trust                                               | CUSIP: 08162MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12580000 | PA      | $1105241.06   | 0.03%             | 2053-03-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                               | Kimco Realty Corp                                                               | CUSIP: 49446R711<br>LEI: 549300EA7I6T15IBYS12 | Long             | EP               | CORP              | US        |        6409 | NS      | $155354.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPIE SA                                                                         | SPIE SA                                                                         | CUSIP: N/A<br>LEI: 969500TJNS5GSFWJ8X85       | Long             | EC               | CORP              | FR        |       25450 | NS      | $598993.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd                                                        | Sunac China Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | KY        |      725000 | PA      | $166387.50    | 0.00%             | 2024-10-20      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc                                                                     | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      500000 | PA      | $530328.83    | 0.01%             | 2027-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                                 | United Group BV                                                                 | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     2225000 | PA      | $2082262.56   | 0.05%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEUD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    27900000 | PA      | $1343951.37   | 0.03%             | 2045-02-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      730000 | PA      | $707784.56    | 0.02%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      438000 | PA      | $320197.67    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Acwa Power Management And Investments One Ltd                                   | Acwa Power Management And Investments One Ltd                                   | CUSIP: 005117AA4<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | CORP              | AE        |      439164 | PA      | $455281.32    | 0.01%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | Clear Channel Outdoor Holdings Inc                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     5984655 | PA      | $5833183.12   | 0.15%             | 2026-08-07      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                           | Playtika Holding Corp                                                           | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    12467000 | PA      | $11232268.32  | 0.29%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     1500000 | PA      | $1535462.61   | 0.04%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Magenta Buyer LLC                                                               | Magenta Buyer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2177646 | PA      | $2117761.12   | 0.05%             | 2029-02-02      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1090000 | PA      | $1015509.40   | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      464000 | PA      | $362084.22    | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial Inc                                                              | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1813193.47   | 0.05%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                       | Banco do Brasil SA/Cayman                                                       | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     3550000 | PA      | $3287335.50   | 0.08%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies Inc                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1584718.40   | 0.04%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $886465.85    | 0.02%             | 2052-06-13      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co Ltd                                                       | GC Treasury Center Co Ltd                                                       | CUSIP: 36830BAF2<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      375000 | PA      | $352564.12    | 0.01%             | 2052-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |      498724 | PA      | $488750.00    | 0.01%             | 2025-12-09      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Sovcombank Via SovCom Capital DAC                                               | Sovcombank Via SovCom Capital DAC                                               | CUSIP: 84605LAD8<br>LEI: 635400EQFFCXMNLYU680 | Long             | DBT              | CORP              | IE        |      230000 | PA      | $8050.00      | 0.00%             | N/A             | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     1000000 | PA      | $1042529.51   | 0.03%             | 2043-10-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF Sinclair Corp                                                                | CUSIP: 403949AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3167584.65   | 0.08%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC14                                          | GS Mortgage Securities Trust 2013-GC14                                          | CUSIP: 36198FAV4<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    10460000 | PA      | $9945542.68   | 0.25%             | 2046-08-10      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wheel Pros Inc                                                                  | Wheel Pros Inc                                                                  | CUSIP: 96289WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9440000 | PA      | $7174400.00   | 0.18%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $25545.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      377000 | PA      | $302729.74    | 0.01%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VFG4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $670182.54    | 0.02%             | 2030-05-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                          | AI Aqua Merger Sub Inc                                                          | CUSIP: N/A<br>LEI: 5493005QMH1D47U26R45       | Long             | LON              | CORP              | US        |      814815 | PA      | $801574.07    | 0.02%             | 2028-07-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AKR Corporindo Tbk PT                                                           | AKR Corporindo Tbk PT                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ID        |    11867400 | NS      | $871281.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1160000 | PA      | $995471.31    | 0.03%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LifePoint Health Inc                                                            | CUSIP: N/A<br>LEI: 549300G8ZVHRTBBBSZ90       | Long             | LON              | CORP              | US        |     8750000 | PA      | $8636950.00   | 0.22%             | 2025-11-14      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Belron Finance                                                                  | Belron Finance                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      748087 | PA      | $742476.08    | 0.02%             | 2026-10-30      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                             | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      581000 | PA      | $594717.64    | 0.02%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                          | BX Commercial Mortgage Trust 2021-SOAR                                          | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $974705.60    | 0.02%             | 2038-06-15      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2263250.00   | 0.06%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                     | ProGroup AG                                                                     | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     1550000 | PA      | $1549038.52   | 0.04%             | 2026-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                         | Republic of Cameroon International Bond                                         | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |     2000000 | PA      | $1769450.69   | 0.05%             | 2032-07-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIBCO Software Inc                                                              | TIBCO Software Inc                                                              | CUSIP: N/A<br>LEI: 04EEB871XLHVNY4RZJ65       | Long             | LON              | CORP              | US        |      498731 | PA      | $496860.72    | 0.01%             | 2026-06-30      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1048162.50   | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd                                                  | Galaxy Entertainment Group Ltd                                                  | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       58000 | NS      | $330957.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                  | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $804600.00    | 0.02%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group LLC                                                        | Diamond Sports Group LLC                                                        | CUSIP: N/A<br>LEI: 5493002K6DHWNZH8YA34       | Long             | LON              | CORP              | US        |     2493750 | PA      | $826054.69    | 0.02%             | 2026-08-24      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Apartment Income REIT Corp                                                      | Apartment Income REIT Corp                                                      | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11795 | NS      | $579960.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice Financing SA                                                             | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $1669460.00   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                              | Teck Resources Ltd                                                              | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      783000 | PA      | $849043.58    | 0.02%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                      | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        9136 | NS      | $507504.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Media Bristol LLC                                                        | Virgin Media Bristol LLC                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      750000 | PA      | $738922.50    | 0.02%             | 2028-01-31      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Inc                                                    | Morgan Stanley Capital I Inc                                                    | CUSIP: 62479WAA9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     7973632 | PA      | $7833261.28   | 0.20%             | 2023-11-15      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                                                  | Hertz Corp/The                                                                  | CUSIP: N/A<br>LEI: 549300PD0C69OJ0NLB27       | Long             | LON              | CORP              | US        |     2359409 | PA      | $2347918.80   | 0.06%             | 2028-06-14      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4300000.00   | 0.11%             | N/A             | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| ASP LS Acquisition Corp                                                         | ASP LS Acquisition Corp                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6650000 | PA      | $6591812.50   | 0.17%             | 2029-04-30      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                   | Blackstone Mortgage Trust Inc                                                   | CUSIP: N/A<br>LEI: 549300OLDJ20R2Y2UW20       | Long             | LON              | CORP              | US        |      997442 | PA      | $981652.95    | 0.03%             | 2026-04-23      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2337248.47   | 0.06%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2800000 | PA      | $2813132.00   | 0.07%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      364000 | PA      | $301832.44    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-361.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAE1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      720000 | PA      | $646334.82    | 0.02%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $52141.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | United Wholesale Mortgage LLC                                                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183758.00    | 0.00%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                        | CSAIL 2019-C15 Commercial Mortgage Trust                                        | CUSIP: 22945DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3980500 | PA      | $431108.45    | 0.01%             | 2052-03-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                     | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1064153.49   | 0.03%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                            | Crown Finance US Inc                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1495334 | PA      | $1138173.28   | 0.03%             | 2025-02-07      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Switch Inc                                                                      | Switch Inc                                                                      | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |       18785 | NS      | $560920.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecta America Corp                                                              | Tecta America Corp                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2100000 | PA      | $2100000.00   | 0.05%             | 2029-04-06      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                                                | Gates Global LLC                                                                | CUSIP: N/A<br>LEI: 549300XI79MQJV13DW27       | Long             | LON              | CORP              | US        |     2992424 | PA      | $2931318.94   | 0.08%             | 2027-03-31      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1358000 | PA      | $1141627.14   | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      726000 | PA      | $653495.57    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                               | MC Brazil Downstream Trading SARL                                               | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     1750000 | PA      | $1522500.00   | 0.04%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WestJet Airlines Ltd                                                            | WestJet Airlines Ltd                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     3740434 | PA      | $3610939.86   | 0.09%             | 2026-12-11      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bond                                         | Venezuela Government International Bond                                         | CUSIP: P97475AN0<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    15700600 | PA      | $1263898.30   | 0.03%             | 2019-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3927945.50   | 0.10%             | 2052-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub Inc                                                     | Dornoch Debt Merger Sub Inc                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7090000 | PA      | $5813800.00   | 0.15%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Paragon Banking Group PLC                                                       | Paragon Banking Group PLC                                                       | CUSIP: N/A<br>LEI: 213800S1TDKIB1IUTS72       | Long             | EC               | CORP              | GB        |       53731 | NS      | $332286.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia SpA/Milano                                                       | Telecom Italia SpA/Milano                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $288002.03    | 0.01%             | 2055-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1830000.00   | 0.05%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| SLC Agricola SA                                                                 | SLC Agricola SA                                                                 | CUSIP: N/A<br>LEI: 54930017BQDYJPIJXG79       | Long             | EC               | CORP              | BR        |       56600 | NS      | $609051.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Metropolitan Fund Invest                                                  | Japan Metropolitan Fund Invest                                                  | CUSIP: N/A<br>LEI: 353800QDHNIP60E1LQ93       | Long             | EC               | CORP              | JP        |         119 | NS      | $94584.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRM Escrow Issuer LLC                                                           | SRM Escrow Issuer LLC                                                           | CUSIP: 85236FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3696000.00   | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                               | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7615000 | PA      | $539981.17    | 0.01%             | 2053-02-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                                                  | PDC Energy Inc                                                                  | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2238268.00   | 0.06%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: N/A<br>LEI: 5493000JOOFAOUY1JZ87       | Long             | LON              | CORP              | US        |     1496250 | PA      | $1485028.13   | 0.04%             | 2028-11-17      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-460.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Frencken Group Ltd                                                              | Frencken Group Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MY        |      300100 | NS      | $304429.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IAA Inc                                                                         | IAA Inc                                                                         | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97750.00     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix Inc                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1740393.60   | 0.04%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $939214.10    | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                   | Fertitta Entertainment LLC/NV                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6097000 | PA      | $6064746.87   | 0.16%             | 2029-01-13      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                         | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $4792500.00   | 0.12%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     9770000 | PA      | $510736.43    | 0.01%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | Pioneer Natural Resources Co                                                    | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        5050 | NS      | $1173973.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                                      | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     4275000 | PA      | $3952985.63   | 0.10%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Security Benefit Global Funding                                                 | Security Benefit Global Funding                                                 | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |      598000 | PA      | $566592.65    | 0.01%             | 2024-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                          | GS Mortgage Securities Trust 2014-GC26                                          | CUSIP: 36250HAN3<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    29811000 | PA      | $813270.91    | 0.02%             | 2047-11-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FleetCor Technologies Operating Co LLC                                          | FleetCor Technologies Operating Co LLC                                          | CUSIP: N/A<br>LEI: 549300FKKKZCXLK48427       | Long             | LON              | CORP              | US        |     1496235 | PA      | $1467013.42   | 0.04%             | 2028-04-21      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                        | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     6350000 | PA      | $5524500.00   | 0.14%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC / CRC Finco Inc                                   | Caesars Resort Collection LLC / CRC Finco Inc                                   | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1914843.75   | 0.05%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | Daimler Trucks Finance North America LLC                                        | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      480000 | PA      | $400618.39    | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      275000 | PA      | $235125.00    | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      581000 | PA      | $502313.13    | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DiamondRock Hospitality Co                                                      | DiamondRock Hospitality Co                                                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |        6812 | NS      | $72343.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Talanx AG                                                                       | Talanx AG                                                                       | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2009000.85   | 0.05%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1775000.00   | 0.05%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Insulet Corp                                                                    | Insulet Corp                                                                    | CUSIP: N/A<br>LEI: 549300TZTYD2PYN92D43       | Long             | LON              | CORP              | US        |      997487 | PA      | $995821.64    | 0.03%             | 2028-05-04      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Sendas Distribuidora SA                                                         | Sendas Distribuidora SA                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      163400 | NS      | $506333.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2942812.50   | 0.08%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                          | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     7681750 | PA      | $698235.74    | 0.02%             | 2051-07-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                    | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     6325000 | PA      | $6111531.25   | 0.16%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   355000000 | PA      | $379163.90    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial Inc                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      614000 | PA      | $547544.82    | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                              | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     1402000 | PA      | $1504180.65   | 0.04%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1750000 | PA      | $1756317.50   | 0.05%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Valley National Bancorp                                                         | Valley National Bancorp                                                         | CUSIP: 919794206<br>LEI: 549300ET52S1UBIB9762 | Long             | EP               | CORP              | US        |      119724 | NS      | $3155924.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Belarus International Bond                                          | Republic of Belarus International Bond                                          | CUSIP: N/A<br>LEI: 635400CVCOWYLHF4ZB08       | Long             | DBT              | NUSS              | BY        |     2000000 | PA      | $290000.00    | 0.01%             | 2023-02-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      637000 | PA      | $530003.11    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      537000 | PA      | $570392.56    | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                    | Comerica Inc                                                                    | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       12905 | NS      | $1056919.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6158000 | PA      | $6266288.43   | 0.16%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                                                    | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |        5237 | NS      | $1038235.25   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM Acquisition LLC                                                             | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2176781.25   | 0.06%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3800000 | PA      | $3938776.87   | 0.10%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                            | Capstone Copper Corp                                                            | CUSIP: N/A<br>LEI: 549300JWFL5E2LAFKV86       | Long             | EC               | CORP              | CA        |       81300 | NS      | $370221.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                          | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $8202160.00   | 0.21%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12767000 | PA      | $13852195.00  | 0.36%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc                                                        | Ceridian HCM Holding Inc                                                        | CUSIP: N/A<br>LEI: 549300T64GVCHFJ8L449       | Long             | LON              | CORP              | US        |     2992248 | PA      | $2950177.05   | 0.08%             | 2025-04-04      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance PLC / XO Management Holding Inc                          | VistaJet Malta Finance PLC / XO Management Holding Inc                          | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2500000 | PA      | $2181700.00   | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      500000 | PA      | $481940.00    | 0.01%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Finance Ltd                                                   | Lima Metro Line 2 Finance Ltd                                                   | CUSIP: 532522AB5<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      770798 | PA      | $721852.61    | 0.02%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2164121.97   | 0.06%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg Sarl                                                            | Rumo Luxembourg Sarl                                                            | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |      580000 | PA      | $484010.00    | 0.01%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Voya Financial Inc                                                              | Voya Financial Inc                                                              | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |       77600 | NS      | $1912840.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                                                             | Travel + Leisure Co                                                             | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |        1896 | NS      | $105190.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     1598000 | PA      | $1181699.73   | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1339883.41   | 0.03%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                                          | Astra Acquisition Corp                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1629765 | PA      | $1564574.46   | 0.04%             | 2028-10-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US Capital LLC                                                              | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1242087.79   | 0.03%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc                                                                | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $635600.36    | 0.02%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     5000000 | PA      | $5094000.00   | 0.13%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | Kaisa Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |     1020000 | PA      | $206805.00    | 0.01%             | 2024-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      500000 | PA      | $453566.17    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1480000 | PA      | $431482.16    | 0.01%             | 2040-05-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $4196500.00   | 0.11%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |         896 | NS      | $215953.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1574062.50   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy PLC                                                               | SEPLAT Energy PLC                                                               | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      530000 | PA      | $502175.00    | 0.01%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                       | McGraw-Hill Education Inc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1246867 | PA      | $1222316.36   | 0.03%             | 2028-07-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | American Airlines Inc                                                           | CUSIP: N/A<br>LEI: IWUQB36BXD6OWD6X4T14       | Long             | LON              | CORP              | US        |     3500000 | PA      | $3462830.00   | 0.09%             | 2023-12-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                  | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      775000 | PA      | $742062.50    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                    | Orbia Advance Corp SAB de CV                                                    | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |      500000 | PA      | $472592.50    | 0.01%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Crown Cork & Seal Co Inc                                                        | Crown Cork & Seal Co Inc                                                        | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1471562.50   | 0.04%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                           | Iridium Satellite LLC                                                           | CUSIP: N/A<br>LEI: 254900615BJ7139TFM33       | Long             | LON              | CORP              | US        |     1496183 | PA      | $1485425.65   | 0.04%             | 2026-11-06      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates LP / PFG Finance Corp                              | Provident Funding Associates LP / PFG Finance Corp                              | CUSIP: 74387UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5280000 | PA      | $5181000.00   | 0.13%             | 2025-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1401646.86   | 0.04%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                                              | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |        2068 | NS      | $144760.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                    | LS Group OpCo Acquistion LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      468813 | PA      | $461584.03    | 0.01%             | 2027-11-02      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $597300.00    | 0.02%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | AthenaHealth Group Inc                                                          | CUSIP: N/A<br>LEI: 254900AA3KZN4Q7A5Z33       | Long             | LON              | CORP              | US        |      855072 | PA      | $842246.37    | 0.02%             | 2029-01-26      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $351846.37    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | Chevron Corp                                                                    | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1044782.88   | 0.03%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1002990.96   | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | OneMain Finance Corp                                                            | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1795000 | PA      | $1803975.00   | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Co LP                                                  | TransMontaigne Operating Co LP                                                  | CUSIP: N/A<br>LEI: 549300V4T155OZCUJ734       | Long             | LON              | CORP              | US        |      748125 | PA      | $744384.38    | 0.02%             | 2028-11-03      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      363000 | PA      | $319348.28    | 0.01%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | Navient Corp                                                                    | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $948000.00    | 0.02%             | 2033-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                    | Credit Suisse AG/New York NY                                                    | CUSIP: 22550L2F7<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1452054.06   | 0.04%             | 2023-08-09      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Wanda Properties International Co Ltd                                           | Wanda Properties International Co Ltd                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |     1500000 | PA      | $1253325.00   | 0.03%             | 2024-01-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                                                           | Encompass Health Corp                                                           | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        8264 | NS      | $568811.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corp                                                                       | PG&E Corp                                                                       | CUSIP: N/A<br>LEI: 8YQ2GSDWYZXO2EDN3511       | Long             | LON              | CORP              | US        |     1246827 | PA      | $1228910.50   | 0.03%             | 2025-06-23      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1320648.47   | 0.03%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                     | Ziggo Financing Partnership                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1500000 | PA      | $1468125.00   | 0.04%             | 2028-04-17      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                  | BankUnited Inc                                                                  | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |      927000 | PA      | $954869.60    | 0.02%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      566000 | PA      | $451103.21    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Embarq Corp                                                                     | Embarq Corp                                                                     | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1039500.00   | 0.03%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Inc                                                 | Rackspace Technology Global Inc                                                 | CUSIP: N/A<br>LEI: 549300QTYCKLMFSE8I97       | Long             | LON              | CORP              | US        |     1994962 | PA      | $1945926.05   | 0.05%             | 2028-02-03      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      714000 | PA      | $603747.73    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | Petrobras Global Finance BV                                                     | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $997500.00    | 0.03%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      581000 | PA      | $445380.97    | 0.01%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      625000 | PA      | $599381.25    | 0.02%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $981017.63    | 0.03%             | 2052-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                          | Sanofi                                                                          | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1722191.77   | 0.04%             | 2038-03-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                          | Aptiv PLC / Aptiv Corp                                                          | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      871000 | PA      | $768360.69    | 0.02%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2237378.44   | 0.06%             | 2027-03-11      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Charter Hall Group                                                              | Charter Hall Group                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        5495 | NS      | $59056.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      825000 | PA      | $819898.68    | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Industrial Logistics Properties Trust                                           | Industrial Logistics Properties Trust                                           | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |       13355 | NS      | $215816.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centuria Capital Group                                                          | Centuria Capital Group                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       40715 | NS      | $79083.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2252250.00   | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1504514.83   | 0.04%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                 | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      188623 | NS      | $4725006.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc                                                                     | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1019782.52   | 0.03%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      673000 | PA      | $651326.76    | 0.02%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                         | Park River Holdings Inc                                                         | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1661436.17   | 0.04%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bond                                           | Lebanon Government International Bond                                           | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      660000 | PA      | $75570.00     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                              | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $8833188.10   | 0.23%             | N/A             | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | Medtronic Global Holdings SCA                                                   | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $242008.20    | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                              | CSN Inova Ventures                                                              | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $992500.00    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8154.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1446.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Electricidad Firme de Mexico Holdings SA de CV                                  | Electricidad Firme de Mexico Holdings SA de CV                                  | CUSIP: 28504MAA1<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1770000.00   | 0.05%             | 2026-11-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | Phillips 66                                                                     | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2614455.56   | 0.07%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1500000 | PA      | $1331760.00   | 0.03%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $7032375.00   | 0.18%             | N/A             | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                           | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |        6970 | NS      | $276081.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PSK Inc                                                                         | PSK Inc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       13267 | NS      | $502440.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1462500 | PA      | $1005019.76   | 0.03%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | Standard Industries Inc/NJ                                                      | CUSIP: N/A<br>LEI: 54930064UHXCIUWVI755       | Long             | LON              | CORP              | US        |      996095 | PA      | $992828.09    | 0.03%             | 2028-08-06      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                          | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11574000 | PA      | $1028413.56   | 0.03%             | 2052-12-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                | Cinemark USA Inc                                                                | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259687.50    | 0.01%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                         | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $6218437.50   | 0.16%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                        | SRAM LLC                                                                        | CUSIP: N/A<br>LEI: 5493005GYDYQG38FCT53       | Long             | LON              | CORP              | US        |      970149 | PA      | $960447.77    | 0.02%             | 2028-05-18      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Qatar Energy                                                                    | Qatar Energy                                                                    | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     1460000 | PA      | $1322030.00   | 0.03%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp 2020-1 Class AA Pass Through Trust                                   | FedEx Corp 2020-1 Class AA Pass Through Trust                                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1472586 | PA      | $1298909.07   | 0.03%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                          | Honduras Government International Bond                                          | CUSIP: N/A<br>LEI: 5493002DW1JNBNG17615       | Long             | DBT              | NUSS              | HN        |     1800000 | PA      | $1563847.88   | 0.04%             | 2027-01-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teine Energy Ltd                                                                | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     3910000 | PA      | $3890450.00   | 0.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| II-VI Inc                                                                       | II-VI Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1000000 | PA      | $994170.00    | 0.03%             | 2028-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     1393000 | PA      | $1411841.41   | 0.04%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vizient Inc                                                                     | Vizient Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      165000 | PA      | $164381.25    | 0.00%             | 2029-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2302.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $595500.00    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1139000 | PA      | $915980.50    | 0.02%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd                                                                 | Pro Medicus Ltd                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       11806 | NS      | $386099.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Energean Israel Finance Ltd                                                     | Energean Israel Finance Ltd                                                     | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |     4300000 | PA      | $3859250.00   | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                 | BANK 2018-BNK10                                                                 | CUSIP: 065404AN5<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    31334000 | PA      | $2687225.77   | 0.07%             | 2061-02-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                | Benchmark 2019-B9 Mortgage Trust                                                | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11550000 | PA      | $1291547.57   | 0.03%             | 2052-03-15      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                  | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14851333 | PA      | $1706300.84   | 0.04%             | 2052-05-15      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | JPMCC Commercial Mortgage Securities Trust 2017-JP6                             | CUSIP: 48128KAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17919181 | PA      | $687035.74    | 0.02%             | 2050-07-15      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                                           | Bausch Health Cos Inc                                                           | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $2776400.00   | 0.07%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     4109000 | PA      | $3565826.73   | 0.09%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ Investment Grade Corporate Bond ETF                             | iShares iBoxx $ Investment Grade Corporate Bond ETF                             | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |       80000 | NS      | $9008000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| AstraZeneca PLC                                                                 | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1155666.60   | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                            | ATD New Holdings Inc                                                            | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      385347 | NS      | $31662806.95  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Activia Properties Inc                                                          | Activia Properties Inc                                                          | CUSIP: N/A<br>LEI: 353800RPGYN3ML8CXV54       | Long             | EC               | CORP              | JP        |          30 | NS      | $95865.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                          | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1676935.80   | 0.04%             | 2053-05-12      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Westrock Co                                                                     | Westrock Co                                                                     | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       18761 | NS      | $929232.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2423000 | PA      | $2296437.28   | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $459431.80    | 0.01%             | 2029-01-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                                     | Kennedy-Wilson Holdings Inc                                                     | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |       17175 | NS      | $387296.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                     | Walmart Inc                                                                     | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $2055166.12   | 0.05%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                         | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     1415000 | PA      | $1353738.61   | 0.03%             | 2024-11-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Centuria Industrial REIT                                                        | Centuria Industrial REIT                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       35299 | NS      | $98371.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carriage Services Inc                                                           | Carriage Services Inc                                                           | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      260000 | PA      | $226200.00    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10632000 | PA      | $10350783.60  | 0.27%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      920000 | PA      | $733746.00    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease Inc                                                        | Broadstone Net Lease Inc                                                        | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |        6180 | NS      | $127864.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                                                 | Danske Bank A/S                                                                 | CUSIP: 23636ABA8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      730000 | PA      | $678112.83    | 0.02%             | 2025-09-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | Zambia Government International Bond                                            | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |      710000 | PA      | $507650.00    | 0.01%             | 2022-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1355871 | PA      | $1274341.03   | 0.03%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                                        | TricorBraun Holdings Inc                                                        | CUSIP: N/A<br>LEI: 2549009AB5YVVW5J1U62       | Long             | LON              | CORP              | US        |      498744 | PA      | $487591.81    | 0.01%             | 2028-03-03      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      610000 | PA      | $545950.00    | 0.01%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co                                                      | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAA8<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     6985000 | PA      | $7168356.25   | 0.18%             | 2073-09-20      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SandRidge Energy Inc - Warrants                                                 | SandRidge Energy Inc - Warrants                                                 | CUSIP: 80007P117<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |         248 | NS      | $9.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                       | Triton Water Holdings Inc                                                       | CUSIP: N/A<br>LEI: 5493005IYCEL7QJFZZ63       | Long             | LON              | CORP              | US        |     2992463 | PA      | $2902330.12   | 0.07%             | 2028-03-31      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co                                   | Zurich Finance Ireland Designated Activity Co                                   | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $8450000.00   | 0.22%             | 2051-04-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                    | Bread Financial Holdings Inc                                                    | CUSIP: 018581AK4<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4898500.00   | 0.13%             | 2024-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     1100000 | PA      | $1108283.00   | 0.03%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      377000 | PA      | $448175.34    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      800000 | PA      | $730847.26    | 0.02%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | AssuredPartners Inc                                                             | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    18302000 | PA      | $18048700.32  | 0.46%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | Ford Motor Co                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    12370000 | PA      | $15122325.00  | 0.39%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $553573.29    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                 | Informatica LLC                                                                 | CUSIP: N/A<br>LEI: 5493007SV33RZV7RPS40       | Long             | LON              | CORP              | US        |     2250000 | PA      | $2214135.00   | 0.06%             | 2028-10-13      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Tritax Big Box REIT PLC                                                         | Tritax Big Box REIT PLC                                                         | CUSIP: N/A<br>LEI: 213800L6X88MIYPVR714       | Long             | EC               | CORP              | GB        |      287137 | NS      | $876534.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | Sunoco LP / Sunoco Finance Corp                                                 | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $73875.00     | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BHD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    79054170 | PA      | $2720973.38   | 0.07%             | 2043-01-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      726000 | PA      | $584308.43    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Rush Enterprises Inc - Class A                                                  | Rush Enterprises Inc - Class A                                                  | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       18293 | NS      | $930747.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Santos Ltd                                                                      | Santos Ltd                                                                      | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       46753 | NS      | $261258.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                          | GS Mortgage Securities Trust 2019-GSA1                                          | CUSIP: 36261PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21600000 | PA      | $1353885.84   | 0.03%             | 2052-11-10      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1436117.48   | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                            | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      630000 | PA      | $546200.51    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1050772.23   | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                   | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |      500000 | PA      | $492250.00    | 0.01%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1118451.98   | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      700000 | PA      | $704216.75    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      400000 | PA      | $313161.58    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                     | Staples Inc                                                                     | CUSIP: N/A<br>LEI: XQM2JINI1UL7642TU573       | Long             | LON              | CORP              | US        |      997436 | PA      | $954596.03    | 0.02%             | 2026-04-09      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                    | PetSmart LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     6471168 | PA      | $6403221.23   | 0.16%             | 2028-02-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $523976.42    | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                             | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |      905000 | PA      | $644480.28    | 0.02%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                                              | SeaWorld Parks & Entertainment Inc                                              | CUSIP: N/A<br>LEI: 549300UZV72O3371JJ53       | Long             | LON              | CORP              | US        |      748120 | PA      | $736584.28    | 0.02%             | 2028-08-13      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE5 Mortgage Trust                                                  | COMM 2012-CCRE5 Mortgage Trust                                                  | CUSIP: 12623SAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3475000 | PA      | $3357417.82   | 0.09%             | 2045-12-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc               | Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc               | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1755000 | PA      | $1763775.00   | 0.05%             | 2024-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                             | Station Casinos LLC                                                             | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5614968.50   | 0.14%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      581000 | PA      | $427680.60    | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                   | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |         956 | NS      | $86814.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Inc                                                               | Nexstar Media Inc                                                               | CUSIP: N/A<br>LEI: 5493006PK6I4I2OOT688       | Long             | LON              | CORP              | US        |      560922 | PA      | $558352.88    | 0.01%             | 2024-01-17      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                             | Greenko Wind Projects Mauritius Ltd                                             | CUSIP: 39531JAA2<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      670000 | PA      | $653585.00    | 0.02%             | 2025-04-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                         | Jazz Financing Lux Sarl                                                         | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     3491206 | PA      | $3484223.62   | 0.09%             | 2028-05-05      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1023000 | PA      | $991308.92    | 0.03%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC / New Red Finance Inc                                            | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     6250000 | PA      | $5703125.00   | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Baffinland Iron Mines Corp / Baffinland Iron Mines LP                           | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                           | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    18412000 | PA      | $18711195.00  | 0.48%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000790.00   | 0.03%             | N/A             | Variable      | 5.50%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp                                                           | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998750.00    | 0.03%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Covanta Holding Corp                                                            | Covanta Holding Corp                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       34843 | PA      | $34647.39     | 0.00%             | 2028-11-17      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2872503.50   | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sophia LP                                                                       | Sophia LP                                                                       | CUSIP: N/A<br>LEI: 549300RP8NIJ7FY7OS79       | Long             | LON              | CORP              | US        |     1496241 | PA      | $1477537.59   | 0.04%             | 2027-10-07      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                               | Marathon Oil Corp                                                               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |      445000 | PA      | $497246.36    | 0.01%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2290000 | PA      | $1973247.20   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ICON PLC                                                                        | ICON PLC                                                                        | CUSIP: G4705A100<br>LEI: 6354008SRQGEMC4XFI67 | Long             | EC               | CORP              | IE        |        1605 | NS      | $363067.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties LP                                                  | Corporate Office Properties LP                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      247000 | PA      | $201669.23    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | Clean Harbors Inc                                                               | CUSIP: N/A<br>LEI: 5493000SJVZVZJKHJF48       | Long             | LON              | CORP              | US        |      498750 | PA      | $496505.63    | 0.01%             | 2028-09-21      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                    | Calpine Corp                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2046552.00   | 0.05%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $618981.60    | 0.02%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $695741.75    | 0.02%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank                                                                     | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     1809000 | PA      | $1810123.21   | 0.05%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd                                        | Argentum Netherlands BV for Swiss Re Ltd                                        | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4471875.00   | 0.11%             | 2052-08-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1326900.00   | 0.03%             | N/A             | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | AssuredPartners Inc                                                             | CUSIP: N/A<br>LEI: 549300HNDSDQWQ3L2P80       | Long             | LON              | CORP              | US        |     1000000 | PA      | $985000.00    | 0.03%             | 2027-02-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      520000 | PA      | $482960.40    | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                     | Tengizchevroil Finance Co International Ltd                                     | CUSIP: 88034QAA5<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      540000 | PA      | $488898.72    | 0.01%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                             | Alterra Mountain Co                                                             | CUSIP: N/A<br>LEI: 549300C5O4FSVNUEI843       | Long             | LON              | CORP              | US        |      997494 | PA      | $989394.08    | 0.03%             | 2028-07-30      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS Corp                                                                      | CUSIP: N/A<br>LEI: L2TEUTQ8OSHMJWVLCE40       | Long             | DBT              | CORP              | CA        |     3800000 | PA      | $2739940.06   | 0.07%             | 2029-05-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2528000 | PA      | $93505.92     | 0.00%             | 2052-11-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Kureha Corp                                                                     | Kureha Corp                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       15700 | NS      | $1179550.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Gazprom PJSC via Gaz Finance PLC                                                | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | DBT              | CORP              | GB        |     2825000 | PA      | $382316.66    | 0.01%             | N/A             | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | Northern Trust Corp                                                             | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |        6727 | NS      | $152702.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CWT Travel Group Inc                                                            | CWT Travel Group Inc                                                            | CUSIP: 12670RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6912500.00   | 0.18%             | 2026-11-19      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      774000 | PA      | $635546.11    | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corp                                                        | Envision Healthcare Corp                                                        | CUSIP: 29373TAA2<br>LEI: 549300OL60X0LPKY8N60 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $2731846.40   | 0.07%             | 2026-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Duke Realty Corp                                                                | Duke Realty Corp                                                                | CUSIP: 264411505<br>LEI: 254900E47KH1NFFKNF25 | Long             | EC               | CORP              | US        |       20637 | NS      | $1129875.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      694000 | PA      | $568571.43    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nascar Holdings LLC                                                             | Nascar Holdings LLC                                                             | CUSIP: N/A<br>LEI: 254900HRWKQR5V0WN013       | Long             | LON              | CORP              | US        |     2949914 | PA      | $2934073.10   | 0.08%             | 2026-10-19      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1059000 | PA      | $1003083.73   | 0.03%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | Nigeria Government International Bond                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      300000 | PA      | $225426.00    | 0.01%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| MAF Global Securities Ltd                                                       | MAF Global Securities Ltd                                                       | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |     4000000 | PA      | $4040000.00   | 0.10%             | N/A             | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                                        | Ryan Specialty Group LLC                                                        | CUSIP: N/A<br>LEI: 549300K52N7QBO3PYY45       | Long             | LON              | CORP              | US        |     1246835 | PA      | $1241773.29   | 0.03%             | 2027-07-23      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Reverb Buyer Inc                                                                | Reverb Buyer Inc                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      420000 | PA      | $415905.00    | 0.01%             | 2028-10-06      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd                                                      | Hongkong Land Holdings Ltd                                                      | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | HK        |       28107 | NS      | $131118.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                                                  | Skillsoft Corp                                                                  | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      230831 | NS      | $1234945.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The                                                         | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1197682.91   | 0.03%             | 2081-10-27      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     3375000 | PA      | $3062812.50   | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc                                                              | Grinding Media Inc                                                              | CUSIP: N/A<br>LEI: 254900IYFJ03EGFQ8C34       | Long             | LON              | CORP              | US        |      498747 | PA      | $487525.06    | 0.01%             | 2028-09-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                        | Australia & New Zealand Banking Group Ltd/United Kingdom                        | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     2600000 | PA      | $2723500.00   | 0.07%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Gabon Government International Bond                                             | Gabon Government International Bond                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     2000000 | PA      | $1985600.00   | 0.05%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                             | Buckeye Partners LP                                                             | CUSIP: N/A<br>LEI: 549300C1PQJLVEIUBK50       | Long             | LON              | CORP              | US        |      748106 | PA      | $742360.61    | 0.02%             | 2026-11-01      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | Gray Television Inc                                                             | CUSIP: N/A<br>LEI: 529900TM5726KDN7UU35       | Long             | LON              | CORP              | US        |      500000 | PA      | $495990.00    | 0.01%             | 2026-01-02      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1344810.00   | 0.03%             | 2028-04-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3467167.00   | 0.09%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      218000 | PA      | $199824.44    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | Southwestern Energy Co                                                          | CUSIP: 845467AN9<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1074846.20   | 0.03%             | 2027-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      581000 | PA      | $507127.76    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2071000 | PA      | $1938282.66   | 0.05%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Movida Europe SA                                                                | Movida Europe SA                                                                | CUSIP: 62459LAA7<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |      940000 | PA      | $779730.00    | 0.02%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                   | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       35000 | NS      | $813050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                          | Chobani LLC / Chobani Finance Corp Inc                                          | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $360000.00    | 0.01%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: 225401AG3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     2500000 | PA      | $2504164.05   | 0.06%             | 2024-06-12      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                               | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2107772.40   | 0.05%             | 2054-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1374356.64   | 0.04%             | 2024-01-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2620875.00   | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                       | Cablevision Lightpath LLC                                                       | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2742016.00   | 0.07%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1150066.75   | 0.03%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                           | GFL Environmental Inc                                                           | CUSIP: N/A<br>LEI: 549300FYK4MBXWIVZU26       | Long             | LON              | CORP              | CA        |     3491162 | PA      | $3481351.45   | 0.09%             | 2025-05-30      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1055632.50   | 0.03%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1854788.63   | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                        | Thailand Government Bond                                                        | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    15000000 | PA      | $406080.36    | 0.01%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Solvay Finance SACA                                                             | Solvay Finance SACA                                                             | CUSIP: N/A<br>LEI: 549300850GMPCX5CK282       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $431011.38    | 0.01%             | N/A             | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1321187.57   | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C35                                  | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAW6<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    33938044 | PA      | $2037137.87   | 0.05%             | 2048-07-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                            | Cengage Learning Inc                                                            | CUSIP: N/A<br>LEI: 549300BYGM0FWUSVXJ88       | Long             | LON              | CORP              | US        |     2493734 | PA      | $2450093.98   | 0.06%             | 2026-07-14      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1340101.50   | 0.03%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                 | BANK 2019-BNK17                                                                 | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11541000 | PA      | $1063754.74   | 0.03%             | 2052-04-15      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                | Virgin Media Secured Finance PLC                                                | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      700000 | PA      | $761421.42    | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      212000 | PA      | $211991.52    | 0.01%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                         | PRA Health Sciences Inc                                                         | CUSIP: N/A<br>LEI: 549300R1HR1VWWHIAK47       | Long             | LON              | CORP              | US        |      281237 | PA      | $279434.62    | 0.01%             | 2028-06-16      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Kronos International Inc                                                        | Kronos International Inc                                                        | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |      500000 | PA      | $503064.64    | 0.01%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                    | Tecpetrol SA                                                                    | CUSIP: N/A<br>LEI: 529900C0GOV3UC7ZMZ16       | Long             | DBT              | CORP              | AR        |      800000 | PA      | $802400.00    | 0.02%             | 2022-12-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      871000 | PA      | $711797.82    | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Intrado Corp                                                                    | Intrado Corp                                                                    | CUSIP: N/A<br>LEI: 5493005Z5DB0O5S30R71       | Long             | LON              | CORP              | US        |     4174245 | PA      | $3901625.05   | 0.10%             | 2024-10-10      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC Ltd                                                               | MDGH GMTN RSC Ltd                                                               | CUSIP: N/A<br>LEI: 213800WRY6FRL9IXLT77       | Long             | DBT              | CORP              | AE        |      400000 | PA      | $365900.00    | 0.01%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Qualitas Controladora SAB de CV                                                 | Qualitas Controladora SAB de CV                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       80000 | NS      | $431235.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amazon.com Inc                                                                  | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3698000 | PA      | $3625741.08   | 0.09%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      585000 | PA      | $518988.46    | 0.01%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Resona Holdings Inc                                                             | Resona Holdings Inc                                                             | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |      118400 | NS      | $514854.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond                                             | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      650000 | PA      | $634429.90    | 0.02%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ICU Medical Inc                                                                 | ICU Medical Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      500000 | PA      | $497625.00    | 0.01%             | 2028-12-15      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                          | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4693400 | PA      | $430521.83    | 0.01%             | 2052-06-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | Wand NewCo 3 Inc                                                                | CUSIP: N/A<br>LEI: 549300Y3VZEWMSQW8494       | Long             | LON              | CORP              | US        |     1250000 | PA      | $1191412.50   | 0.03%             | 2026-02-05      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies Inc                                                           | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1571250.00   | 0.04%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Utex Industries                                                                 | Utex Industries                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      120675 | NS      | $8085225.00   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| Delta Topco Inc                                                                 | Delta Topco Inc                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1500000 | PA      | $1478565.00   | 0.04%             | 2027-12-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing Plc                                         | Liquid Telecommunications Financing Plc                                         | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     2455000 | PA      | $2344525.00   | 0.06%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2012-GCJ7                                          | GS Mortgage Securities Trust 2012-GCJ7                                          | CUSIP: 36192KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7429000 | PA      | $7358187.51   | 0.19%             | 2045-05-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      795000 | PA      | $269655.79    | 0.01%             | 2024-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      650000 | PA      | $666703.15    | 0.02%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $793477.00    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GTT Communications Inc                                                          | GTT Communications Inc                                                          | CUSIP: 362393AA8<br>LEI: 549300ETSL7K1ZX05H30 | Long             | DBT              | CORP              | US        |    24309000 | PA      | $2005492.50   | 0.05%             | 2024-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1836333.50   | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital III                                                             | KeyCorp Capital III                                                             | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      795000 | PA      | $900807.96    | 0.02%             | 2029-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $959795.96    | 0.02%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interconexion Electrica SA ESP                                                  | Interconexion Electrica SA ESP                                                  | CUSIP: 45853NAA0<br>LEI: 5493007GMWK7ZHVQ5362 | Long             | DBT              | CORP              | CO        |      515000 | PA      | $460925.00    | 0.01%             | 2033-11-26      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                               | Transcanada Trust                                                               | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     4230000 | PA      | $4239855.90   | 0.11%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $899210.00    | 0.02%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      262000 | PA      | $248060.19    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |           1 | PA      | $0.32         | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Camelot Finance SA                                                              | Camelot Finance SA                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |     1994898 | PA      | $1968724.90   | 0.05%             | 2026-10-30      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1529000 | PA      | $1396168.13   | 0.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings Inc                                                               | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1365000.00   | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1446800.51   | 0.04%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | Romanian Government International Bond                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     3000000 | PA      | $2116916.16   | 0.05%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamond BC BV                                                                   | Diamond BC BV                                                                   | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |     3925000 | PA      | $3376402.75   | 0.09%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2306405.29   | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    69970496 | PA      | $1762633.77   | 0.05%             | 2049-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Agrosuper SA                                                                    | Agrosuper SA                                                                    | CUSIP: 00857LAA5<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |      270000 | PA      | $242662.50    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Integral Diagnostics Ltd                                                        | Integral Diagnostics Ltd                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |      106993 | NS      | $296678.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Enviva Partners LP / Enviva Partners Finance Corp                               | Enviva Partners LP / Enviva Partners Finance Corp                               | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $509480.00    | 0.01%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1222959.35   | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ingenia Communities Group                                                       | Ingenia Communities Group                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       16646 | NS      | $54800.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $55616.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | Melco Resorts Finance Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |      210000 | PA      | $168044.10    | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1062150.00   | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      392000 | PA      | $290839.97    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                                        | Howden Joinery Group PLC                                                        | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |       32430 | NS      | $307031.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137B2HQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $295584.00    | 0.01%             | 2041-06-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                    | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      700000 | PA      | $671980.40    | 0.02%             | N/A             | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | Asurion LLC                                                                     | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |     7250000 | PA      | $7025685.00   | 0.18%             | 2028-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard Inc                                                                  | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      837000 | PA      | $813278.32    | 0.02%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $678644.95    | 0.02%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | Live Nation Entertainment Inc                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4771580.00   | 0.12%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      436000 | PA      | $327358.86    | 0.01%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MTN Mauritius Investments Ltd                                                   | MTN Mauritius Investments Ltd                                                   | CUSIP: N/A<br>LEI: 2549009PQD415OQIR074       | Long             | DBT              | CORP              | MU        |     1200000 | PA      | $1190616.00   | 0.03%             | 2024-11-11      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Holdings II Inc                                                | Cengage Learning Holdings II Inc                                                | CUSIP: 15136X102<br>LEI: 5493003VGPEJMW28UG24 | Long             | EC               | CORP              | US        |       34465 | NS      | $577288.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                  | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10215000 | PA      | $9942511.81   | 0.25%             | 2046-03-10      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     1298000 | PA      | $1239590.00   | 0.03%             | 2060-03-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Leonardo SpA                                                                    | Leonardo SpA                                                                    | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1455781.67   | 0.04%             | 2025-03-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                  | Wells Fargo Commercial Mortgage Trust 2021-C61                                  | CUSIP: 95003QCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3611191.50   | 0.09%             | 2054-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Russian Federal Bond - OFZ                                                      | Russian Federal Bond - OFZ                                                      | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |    87427000 | PA      | $0.00         | 0.00%             | 2033-03-23      | Fixed         | 7.70%                 | No            |                  3 | On Loan: No      |
| Skopima Consilio Parent LLC                                                     | Skopima Consilio Parent LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4760000 | PA      | $4688600.00   | 0.12%             | 2029-04-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                           | Phoenix Guarantor Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      997449 | PA      | $979634.54    | 0.03%             | 2026-03-05      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2C8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      950000 | PA      | $938269.40    | 0.02%             | 2024-04-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                | Genuine Parts Co                                                                | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      334000 | PA      | $317133.38    | 0.01%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                                          | RWE AG                                                                          | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      500000 | PA      | $526837.99    | 0.01%             | 2075-04-21      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3058000 | PA      | $3054131.23   | 0.08%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Perforce Software Inc                                                           | Perforce Software Inc                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      498724 | PA      | $491597.72    | 0.01%             | 2026-07-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | Engineered Machinery Holdings Inc                                               | CUSIP: N/A<br>LEI: 5493008AR0NPSLW8EW07       | Long             | LON              | CORP              | US        |    22333267 | PA      | $22221600.29  | 0.57%             | 2029-05-21      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Independence Realty Trust Inc                                                   | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       16370 | NS      | $446246.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C Technologies Inc                                                           | CUSIP: N/A<br>LEI: 549300KY09TR3J12JU49       | Long             | LON              | CORP              | US        |     2243852 | PA      | $2212169.26   | 0.06%             | 2025-04-16      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Moss Creek Resources Holdings Inc                                               | Moss Creek Resources Holdings Inc                                               | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      700000 | PA      | $641893.00    | 0.02%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE4 Mortgage Trust                                                  | COMM 2012-CCRE4 Mortgage Trust                                                  | CUSIP: 12624QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4450818 | PA      | $1201720.89   | 0.03%             | 2045-10-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4530000 | PA      | $4442751.75   | 0.11%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    12610000 | PA      | $12243868.65  | 0.31%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18869000 | PA      | $2121269.96   | 0.05%             | 2052-03-10      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Deliver Buyer Inc                                                               | Deliver Buyer Inc                                                               | CUSIP: N/A<br>LEI: 5493008Z3RKKERNJ9L16       | Long             | LON              | CORP              | US        |    14050799 | PA      | $13991082.79  | 0.36%             | 2024-05-01      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | Chemours Co/The                                                                 | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2156250.00   | 0.06%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Indonesia Treasury Bond                                                         | Indonesia Treasury Bond                                                         | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  7731000000 | PA      | $589726.71    | 0.02%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $3002070.00   | 0.08%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1292970.77   | 0.03%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Adani Ports & Special Economic Zone Ltd                                         | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      575000 | PA      | $542018.00    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                                  | Wells Fargo Commercial Mortgage Trust 2021-C61                                  | CUSIP: 95003QCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9132000 | PA      | $944232.36    | 0.02%             | 2054-11-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                    | BBCMS Mortgage Trust 2020-C6                                                    | CUSIP: 05492TAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7424000 | PA      | $581468.47    | 0.01%             | 2053-02-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      600000 | PA      | $444188.05    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      594000 | PA      | $517336.92    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10561000 | PA      | $887335.22    | 0.02%             | 2063-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                                                               | Tutor Perini Corp                                                               | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1160950.00   | 0.03%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | CUSIP: 61764RAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41500000 | PA      | $1338350.10   | 0.03%             | 2048-02-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3013000 | PA      | $2765822.85   | 0.07%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      479000 | PA      | $408108.00    | 0.01%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                             | Boxer Parent Co Inc                                                             | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |      498553 | PA      | $491887.48    | 0.01%             | 2025-10-02      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Targus Group International Inc                                                  | Targus Group International Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       75880 | NS      | $3794.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp                                                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2428562.50   | 0.06%             | 2024-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Scientific Games Corp                                                           | Scientific Games Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1504000 | PA      | $1495547.52   | 0.04%             | 2029-04-07      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2151562.50   | 0.06%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| H&E Equipment Services Inc                                                      | H&E Equipment Services Inc                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $1938075.13   | 0.05%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                     | Staples Inc                                                                     | CUSIP: 855030AP7<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1506200.00   | 0.04%             | 2027-04-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Stellantis NV                                                                   | Stellantis NV                                                                   | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2377966.26   | 0.06%             | 2023-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                  | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    29381994 | PA      | $1636862.09   | 0.04%             | 2049-06-15      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Ecobank Transnational Inc                                                       | Ecobank Transnational Inc                                                       | CUSIP: N/A<br>LEI: 213800USCE9Y111R4656       | Long             | DBT              | CORP              | TG        |     1500000 | PA      | $1550880.00   | 0.04%             | 2024-04-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Eco Material Technologies Inc                                                   | Eco Material Technologies Inc                                                   | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3824093.75   | 0.10%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith                                                                | Dotdash Meredith                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1496250 | PA      | $1480045.61   | 0.04%             | 2028-11-23      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Resort Collection LLC                                                   | Caesars Resort Collection LLC                                                   | CUSIP: N/A<br>LEI: 549300V3UCT773B1KR38       | Long             | LON              | CORP              | US        |     1994792 | PA      | $1984358.91   | 0.05%             | 2024-12-22      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1177830.48   | 0.03%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2627000 | PA      | $1947679.63   | 0.05%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-907.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1437000 | PA      | $1421099.60   | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    15974000 | PA      | $15255170.00  | 0.39%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                               | Benchmark 2022-B32 Mortgage Trust                                               | CUSIP: 08163NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13067000 | PA      | $1421974.46   | 0.04%             | 2055-01-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2925600.00   | 0.07%             | N/A             | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                     | Surgery Center Holdings Inc                                                     | CUSIP: N/A<br>LEI: 54930054EVI5HWPPW113       | Long             | LON              | CORP              | US        |     3241814 | PA      | $3208941.61   | 0.08%             | 2026-09-03      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                   | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     2700000 | PA      | $2733963.98   | 0.07%             | 2026-01-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                   | Blackstone Mortgage Trust Inc                                                   | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       30395 | NS      | $913065.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                          | Arch Capital Group Ltd                                                          | CUSIP: G0450A105<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |       15594 | NS      | $712177.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tullow Oil PLC                                                                  | Tullow Oil PLC                                                                  | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1985800.00   | 0.05%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | Berry Global Inc                                                                | CUSIP: N/A<br>LEI: 549300AP2Q7ERHX6RI89       | Long             | LON              | CORP              | US        |     1000000 | PA      | $983570.00    | 0.03%             | 2026-07-01      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg Sarl                                                            | ICON Luxembourg Sarl                                                            | CUSIP: N/A<br>LEI: 635400PUWMHSPI2DDA35       | Long             | LON              | CORP              | LU        |     1128784 | PA      | $1121548.96   | 0.03%             | 2028-06-16      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings Inc                                                           | Delek US Holdings Inc                                                           | CUSIP: N/A<br>LEI: 5493003O53JMENV1N385       | Long             | LON              | CORP              | US        |     1246819 | PA      | $1237156.49   | 0.03%             | 2025-03-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1085173.19   | 0.03%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SF Real Estate Investment Trust                                                 | SF Real Estate Investment Trust                                                 | CUSIP: N/A<br>LEI: 213800UGJNP2A1O21932       | Long             | EC               | CORP              | VG        |      248000 | NS      | $95308.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      900000 | PA      | $862413.04    | 0.02%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      813458 | PA      | $726723.29    | 0.02%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Switch Ltd                                                                      | Switch Ltd                                                                      | CUSIP: 87105NAA8<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |      325000 | PA      | $304687.50    | 0.01%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                             | Altice Financing SA                                                             | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      497396 | PA      | $486721.73    | 0.01%             | 2026-01-06      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | Credit Suisse Group AG                                                          | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2909244.00   | 0.07%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | Deutsche Lufthansa AG                                                           | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1432303.70   | 0.04%             | 2028-02-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     1131000 | PA      | $1172465.21   | 0.03%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                        | BroadStreet Partners Inc                                                        | CUSIP: N/A<br>LEI: 549300BS9N54G8DD0R75       | Long             | LON              | CORP              | US        |      498728 | PA      | $490508.71    | 0.01%             | 2027-01-27      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      290000 | PA      | $229145.74    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B27 Mortgage Trust                                               | Benchmark 2021-B27 Mortgage Trust                                               | CUSIP: 08163HAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21507000 | PA      | $2418875.08   | 0.06%             | 2054-07-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1393000 | PA      | $1340714.40   | 0.03%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                            | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1570000 | PA      | $1300725.81   | 0.03%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                    | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      904000 | PA      | $761692.32    | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                          | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    25009000 | PA      | $1102541.77   | 0.03%             | 2053-02-13      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                               | Iron Mountain Inc                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2062227.45   | 0.05%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                        | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |      420000 | PA      | $415861.67    | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US Foods Inc                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     3243000 | PA      | $2995559.10   | 0.08%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | Directv Financing LLC                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     3175192 | PA      | $3158998.34   | 0.08%             | 2027-08-02      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc                                                                    | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |       37405 | NS      | $935125.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       13835 | NS      | $286661.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Preferred ETF                                                           | Invesco Preferred ETF                                                           | CUSIP: 46138E511<br>LEI: 549300J11Q08WEERN210 | Long             | EC               | RF                | US        |       32350 | NS      | $403404.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport LNG Investments LLLP                                                   | Freeport LNG Investments LLLP                                                   | CUSIP: N/A<br>LEI: 549300LR5YVRZH4YPQ33       | Long             | LON              | CORP              | US        |     1483791 | PA      | $1474279.60   | 0.04%             | 2028-11-17      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4494656.25   | 0.12%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         502 | NS      | $360978.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingspan Group PLC                                                              | Kingspan Group PLC                                                              | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        3040 | NS      | $279174.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tullow Oil PLC                                                                  | Tullow Oil PLC                                                                  | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      715000 | PA      | $709923.50    | 0.02%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      934000 | PA      | $636447.03    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      348000 | PA      | $346258.25    | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                       | Axalta Coating Systems Dutch Holding B BV                                       | CUSIP: N/A<br>LEI: 5493007DMEBZH3CQ5E51       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $407211.66    | 0.01%             | 2025-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     5586000 | PA      | $1271288.74   | 0.03%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings SA                                                    | Intelsat Jackson Holdings SA                                                    | CUSIP: N/A<br>LEI: 8XJ8KF85PBKK1TLMFN29       | Long             | LON              | CORP              | LU        |     2244278 | PA      | $2176950.07   | 0.06%             | 2029-01-26      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AAdvantage Loyalty IP Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     6525000 | PA      | $6635533.50   | 0.17%             | 2028-03-10      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp VI                             | Crown Americas LLC / Crown Americas Capital Corp VI                             | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $323781.25    | 0.01%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Co PJSC                                                        | Sweihan PV Power Co PJSC                                                        | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |      700000 | PA      | $609632.80    | 0.02%             | 2049-01-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hana Materials Inc                                                              | Hana Materials Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        6627 | NS      | $325713.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NatWest Markets PLC                                                             | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      547000 | PA      | $541923.87    | 0.01%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | Citigroup Commercial Mortgage Trust 2019-GC41                                   | CUSIP: 17328FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13007000 | PA      | $659207.77    | 0.02%             | 2056-08-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1087000 | PA      | $1086858.69   | 0.03%             | 2043-06-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                 | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1013000 | PA      | $862605.97    | 0.02%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      841000 | PA      | $736831.19    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                  | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAA5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     8021500 | PA      | $711095.55    | 0.02%             | 2051-05-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1913207.10   | 0.05%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG Energy Corp                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |      775000 | PA      | $758624.25    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3281136.00   | 0.08%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | Affiliated Managers Group Inc                                                   | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |        5000 | NS      | $121950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                      | CIFI Holdings Group Co Ltd                                                      | CUSIP: N/A<br>LEI: 549300WGKSV867C0JF48       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $266000.00    | 0.01%             | 2026-08-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc                                                            | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10579 | NS      | $421255.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4997000 | PA      | $4766363.86   | 0.12%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    39003463 | PA      | $4511959.60   | 0.12%             | 2045-08-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| CAE Inc                                                                         | CAE Inc                                                                         | CUSIP: N/A<br>LEI: 549300FFM2BEH2GF1E44       | Long             | EC               | CORP              | CA        |       24400 | NS      | $580251.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37790000 | PA      | $2941467.79   | 0.08%             | 2051-10-10      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      436000 | PA      | $369330.73    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                                      | KUEHG Corp                                                                      | CUSIP: N/A<br>LEI: 549300YNT566T1NYJX62       | Long             | LON              | CORP              | US        |    16360000 | PA      | $16257750.00  | 0.42%             | 2025-08-22      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                          | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |       37100 | NS      | $899675.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty LP                                                               | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |      392000 | PA      | $357149.95    | 0.01%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                                                      | LPL Financial Holdings Inc                                                      | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |        2600 | NS      | $488462.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lukoil Capital DAC                                                              | Lukoil Capital DAC                                                              | CUSIP: 549875AB8<br>LEI: 984500BEC55D7EHC4M56 | Long             | DBT              | CORP              | IE        |      350000 | PA      | $123608.33    | 0.00%             | 2031-10-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc                                                             | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      407000 | PA      | $405700.50    | 0.01%             | 2054-10-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Real Alloy Holding Inc                                                          | Real Alloy Holding Inc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    17944387 | PA      | $17944387.05  | 0.46%             | 2023-11-30      | Variable      | 11.00%                | Yes           |                  3 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                     | CUSIP: 61764RBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    40177498 | PA      | $999849.17    | 0.03%             | 2048-02-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                                       | Link REIT                                                                       | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       45300 | NS      | $391291.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAR Auction Services Inc                                                        | KAR Auction Services Inc                                                        | CUSIP: N/A<br>LEI: 5493004HKD20LBSG7D03       | Long             | LON              | CORP              | US        |      997442 | PA      | $991208.44    | 0.03%             | 2026-09-19      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      436000 | PA      | $419335.99    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                 | BANK 2019-BNK16                                                                 | CUSIP: 065405AY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13119665 | PA      | $1351778.12   | 0.03%             | 2052-02-15      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                        | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     8420000 | PA      | $8272650.00   | 0.21%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Alfa Desarrollo SpA                                                             | Alfa Desarrollo SpA                                                             | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |      558490 | PA      | $437884.35    | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                 | BANK 2019-BNK22                                                                 | CUSIP: 06540XAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $3903352.00   | 0.10%             | 2062-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $974598.89    | 0.02%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | Outfront Media Capital LLC / Outfront Media Capital Corp                        | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1252720.00   | 0.03%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                                                           | Zest Acquisition Corp                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    11260000 | PA      | $11175550.00  | 0.29%             | 2026-03-06      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                             | JPMBB Commercial Mortgage Securities Trust 2015-C31                             | CUSIP: 46644YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    42377000 | PA      | $571975.08    | 0.01%             | 2048-08-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                                                     | Fastenal Co                                                                     | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       21636 | NS      | $1196687.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Accommodations Fund Inc                                                  | Nippon Accommodations Fund Inc                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |          79 | NS      | $389107.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                   | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1152117.82   | 0.03%             | 2027-03-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                  | 1011778 BC ULC                                                                  | CUSIP: N/A<br>LEI: 549300RHSHNRWI5LLA86       | Long             | LON              | CORP              | CA        |     1994898 | PA      | $1954581.07   | 0.05%             | 2026-11-14      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                      | Vonovia SE                                                                      | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        9270 | NS      | $369326.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd / Titan Co-Borrower LLC                                   | Titan Acquisition Ltd / Titan Co-Borrower LLC                                   | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    17830000 | PA      | $17205950.00  | 0.44%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1573997.50   | 0.04%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                                   | ICL Group Ltd                                                                   | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | DBT              | CORP              | IL        |      400000 | PA      | $430000.00    | 0.01%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3028000 | PA      | $2514542.04   | 0.06%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                     | CUSIP: 61764XBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    28589404 | PA      | $537189.19    | 0.01%             | 2048-03-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                 | BANK 2021-BNK35                                                                 | CUSIP: 06540CCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $732764.90    | 0.02%             | 2064-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Avaya Inc                                                                       | Avaya Inc                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2500000 | PA      | $2459375.00   | 0.06%             | 2027-12-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $842783.25    | 0.02%             | 2047-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4954.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |     3284725 | PA      | $3124299.01   | 0.08%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | Caisse Nationale de Reassurance Mutuelle Agricole Groupama                      | CUSIP: N/A<br>LEI: 969500P4HYOPYINEPE06       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $447726.05    | 0.01%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                          | Synovus Financial Corp                                                          | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        6591 | NS      | $168531.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK 2018-BNK13                                                                 | BANK 2018-BNK13                                                                 | CUSIP: 06539LAA8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    41485000 | PA      | $3441043.85   | 0.09%             | 2061-08-15      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| ZoomInfo LLC                                                                    | ZoomInfo LLC                                                                    | CUSIP: N/A<br>LEI: 549300XF0FRWD2286I33       | Long             | LON              | CORP              | US        |      750000 | PA      | $745875.00    | 0.02%             | 2026-02-01      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CaixaBank SA                                                                    | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1431966.75   | 0.04%             | 2030-04-17      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Oscar AcquisitionCo LLC / Oscar Finance Inc                                     | Oscar AcquisitionCo LLC / Oscar Finance Inc                                     | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7680000 | PA      | $7007155.20   | 0.18%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | Benchmark 2019-B15 Mortgage Trust                                               | CUSIP: 08160KAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24552000 | PA      | $1497291.44   | 0.04%             | 2072-12-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | Medline Borrower LP                                                             | CUSIP: N/A<br>LEI: 254900QT3R363TVK6F09       | Long             | LON              | CORP              | US        |     5500000 | PA      | $5403750.00   | 0.14%             | 2028-09-30      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      357000 | PA      | $357066.24    | 0.01%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                                    | National Mentor Holdings Inc                                                    | CUSIP: N/A<br>LEI: 5493004QULJVJP3CNZ62       | Long             | LON              | CORP              | US        |      725000 | PA      | $696000.00    | 0.02%             | 2029-03-02      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      822000 | PA      | $906030.45    | 0.02%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      700000 | PA      | $724598.00    | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $455000.00    | 0.01%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                          | YPF SA                                                                          | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | CORP              | AR        |      665000 | PA      | $484625.40    | 0.01%             | 2029-06-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                               | Chariot Buyer LLC                                                               | CUSIP: N/A<br>LEI: 25490092IFNOZBRVE539       | Long             | LON              | CORP              | US        |     2743125 | PA      | $2689112.87   | 0.07%             | 2028-10-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |     1580000 | PA      | $1526680.93   | 0.04%             | 2036-09-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      827000 | PA      | $799451.81    | 0.02%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11797500.00  | 0.30%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      363000 | PA      | $260296.12    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                              | Braskem Idesa SAPI                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $358948.00    | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB International Ltd                                                           | CUSIP: N/A<br>LEI: 549300JQT6ATTUNS5E06       | Long             | LON              | CORP              | US        |     1246762 | PA      | $1229618.69   | 0.03%             | 2025-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                            | Endeavour Mining PLC                                                            | CUSIP: N/A<br>LEI: 529900NI5MXQ91GHXR07       | Long             | DBT              | CORP              | GB        |     1050000 | PA      | $957159.00    | 0.02%             | 2026-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      348000 | PA      | $293539.94    | 0.01%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                          | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    10960000 | PA      | $10507352.00  | 0.27%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | Alliant Holdings Intermediate LLC                                               | CUSIP: N/A<br>LEI: 5493006Q26653NF8SI73       | Long             | LON              | CORP              | US        |      997409 | PA      | $987066.20    | 0.03%             | 2025-05-09      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | Ukraine Government International Bond                                           | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      550000 | PA      | $181683.33    | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Anthem Inc                                                                      | Anthem Inc                                                                      | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1369311.09   | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Syniverse Holdings Inc                                                          | Syniverse Holdings Inc                                                          | CUSIP: N/A<br>LEI: 549300CYZBHMZC8VLL59       | Long             | LON              | CORP              | US        |     3241558 | PA      | $3200131.32   | 0.08%             | 2023-02-09      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GS Mortgage Securities Trust 2019-GC40                                          | CUSIP: 36257HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4941000 | PA      | $370051.25    | 0.01%             | 2052-07-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40                                                                 | CUSIP: 06541LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1985000 | PA      | $1475149.97   | 0.04%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MA FinanceCo LLC                                                                | MA FinanceCo LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      835191 | PA      | $828752.15    | 0.02%             | 2025-06-05      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                  | GS Mortgage Securities Corp II                                                  | CUSIP: 36250SAP4<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     8016500 | PA      | $623321.35    | 0.02%             | 2051-07-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Lendlease Global Commercial REIT                                                | Lendlease Global Commercial REIT                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SG        |       88760 | NS      | $50700.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                                             | MKS Instruments Inc                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1500000 | PA      | $1492500.00   | 0.04%             | 2029-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                  | Bancolombia SA                                                                  | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     3731000 | PA      | $3478784.40   | 0.09%             | 2029-12-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      537000 | PA      | $479442.35    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1400000 | PA      | $1331688.05   | 0.03%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp                                                 | Clarivate Science Holdings Corp                                                 | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3789504.00   | 0.10%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                                  | Constellium SE                                                                  | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      350000 | PA      | $346556.00    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $8047303.00   | 0.21%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri AS                                                  | Turkiye Petrol Rafinerileri AS                                                  | CUSIP: N/A<br>LEI: 789000RCNG97UV50EE03       | Long             | DBT              | CORP              | TR        |     1700000 | PA      | $1613504.00   | 0.04%             | 2024-10-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $308280.00    | 0.01%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |      425000 | PA      | $27412.50     | 0.00%             | 2027-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4384000 | PA      | $4100638.49   | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                   | CommScope Inc                                                                   | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2508270.00   | 0.06%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Seattle SpinCo Inc                                                              | Seattle SpinCo Inc                                                              | CUSIP: N/A<br>LEI: 213800AAQDP1DDU8BK05       | Long             | LON              | CORP              | US        |     4088339 | PA      | $4034699.87   | 0.10%             | 2024-06-21      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| Oil India Ltd                                                                   | Oil India Ltd                                                                   | CUSIP: N/A<br>LEI: 335800XXEP14XISP1A16       | Long             | DBT              | CORP              | IN        |     2000000 | PA      | $1993098.36   | 0.05%             | 2029-02-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Co                                                             | Allegiant Travel Co                                                             | CUSIP: N/A<br>LEI: 549300JM9OZXOHWL2K18       | Long             | LON              | CORP              | US        |      498715 | PA      | $494226.22    | 0.01%             | 2024-02-05      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                   | COMM 2018-COR3 Mortgage Trust                                                   | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15800000 | PA      | $1313575.66   | 0.03%             | 2051-05-10      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Birkenstock US BidCo Inc                                                        | Birkenstock US BidCo Inc                                                        | CUSIP: N/A<br>LEI: 5299000ZMFOERHT5OW39       | Long             | LON              | CORP              | US        |     1246859 | PA      | $1207894.95   | 0.03%             | 2028-04-27      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |    16600000 | PA      | $3126730.93   | 0.08%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      581000 | PA      | $527887.95    | 0.01%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | Republic of South Africa Government Bond                                        | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    59528700 | PA      | $3373638.53   | 0.09%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1741000 | PA      | $1639417.46   | 0.04%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Precisely                                                                       | Precisely                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2244361 | PA      | $2210381.28   | 0.06%             | 2028-04-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        5758 | NS      | $970165.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bank of Azerbaijan OJSC                                           | International Bank of Azerbaijan OJSC                                           | CUSIP: N/A<br>LEI: 549300Y3ZQ0BCCDJGI40       | Long             | DBT              | CORP              | AZ        |     3532000 | PA      | $3355400.00   | 0.09%             | 2024-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de CV                                                         | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     3150000 | PA      | $2867161.50   | 0.07%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL                                                                | Bangkok Bank PCL                                                                | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | EC               | CORP              | TH        |       98800 | NS      | $377449.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      581000 | PA      | $469157.50    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                           | Bahamas Government International Bond                                           | CUSIP: N/A<br>LEI: 549300W13SXC7EKNJC20       | Long             | DBT              | NUSS              | BS        |     1800000 | PA      | $1303080.43   | 0.03%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                   | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2520038.49   | 0.06%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      400000 | PA      | $407032.00    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                    | Avangrid Inc                                                                    | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $1993995.99   | 0.05%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                 | Concentrix Corp                                                                 | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2652 | NS      | $417636.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Department Government of Sharjah                                        | Finance Department Government of Sharjah                                        | CUSIP: 38381CAC6<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |      625000 | PA      | $550002.50    | 0.01%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     5085000 | PA      | $4869309.66   | 0.12%             | N/A             | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                 | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |        7457 | NS      | $1032645.36   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd            | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd            | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1950000 | PA      | $1901532.75   | 0.05%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings Inc                                                               | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     6125000 | PA      | $5093550.00   | 0.13%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      410000 | PA      | $371238.60    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       88000 | PA      | $95892.16     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1141000 | PA      | $1030263.63   | 0.03%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                   | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      655000 | PA      | $536448.23    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                | Comision Federal de Electricidad                                                | CUSIP: 200447AM2<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1200000 | PA      | $1045500.00   | 0.03%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1567000 | PA      | $1544233.82   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                  | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DAA7<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    14133000 | PA      | $1422080.83   | 0.04%             | 2061-09-15      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | Applied Systems Inc                                                             | CUSIP: N/A<br>LEI: 549300NSKGF0SY5SWQ62       | Long             | LON              | CORP              | US        |     3826165 | PA      | $3814533.22   | 0.10%             | 2025-09-19      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc                                                               | Rakuten Group Inc                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1438955.18   | 0.04%             | N/A             | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1530852.00   | 0.04%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings Inc                                                            | Equinox Holdings Inc                                                            | CUSIP: N/A<br>LEI: 549300W05QKLNGQIIA73       | Long             | LON              | CORP              | US        |     1250000 | PA      | $1180387.50   | 0.03%             | 2024-03-08      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-707.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |        6332 | NS      | $164885.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $633.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IGT Holding IV AB                                                               | IGT Holding IV AB                                                               | CUSIP: N/A<br>LEI: 549300S0NZ6VQU5JU607       | Long             | LON              | CORP              | SE        |     1246851 | PA      | $1238285.52   | 0.03%             | 2028-03-31      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                        | Svenska Handelsbanken AB                                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |     2800000 | PA      | $2817500.00   | 0.07%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                               | Benchmark 2022-B32 Mortgage Trust                                               | CUSIP: 08163NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2130000 | PA      | $1437488.22   | 0.04%             | 2055-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                             | JPMBB Commercial Mortgage Securities Trust 2014-C21                             | CUSIP: 46642EBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    32763129 | PA      | $523967.62    | 0.01%             | 2047-08-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | Sirius XM Radio Inc                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2575687.50   | 0.07%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1857000 | PA      | $1617375.13   | 0.04%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Persimmon PLC                                                                   | Persimmon PLC                                                                   | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |       30202 | NS      | $786589.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1016000 | PA      | $990753.44    | 0.03%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1282842.48   | 0.03%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | National Australia Bank Ltd/New York                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     1450000 | PA      | $1382492.79   | 0.04%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      550000 | PA      | $701494.46    | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR Corp                                                                        | NCR Corp                                                                        | CUSIP: N/A<br>LEI: 549300YKTY8JX1DV2R67       | Long             | LON              | CORP              | US        |      748082 | PA      | $725639.38    | 0.02%             | 2026-08-28      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Healthcare Trust of America Inc                                                 | Healthcare Trust of America Inc                                                 | CUSIP: 42225P501<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |        4613 | NS      | $140511.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                                                        | Acadia Healthcare Co Inc                                                        | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2239878.00   | 0.06%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |     1027500 | PA      | $164400.00    | 0.00%             | 2020-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG Inc                                                                         | CUSIP: N/A<br>LEI: 529900FKHWSTQ1GXK240       | Long             | LON              | CORP              | US        |      997442 | PA      | $991936.58    | 0.03%             | 2026-05-04      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                          | First Brands Group LLC                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2025000 | PA      | $2017406.25   | 0.05%             | 2028-03-24      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| RP Escrow Issuer LLC                                                            | RP Escrow Issuer LLC                                                            | CUSIP: 74969PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2464500.00   | 0.06%             | 2025-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38                                                                 | BANK 2021-BNK38                                                                 | CUSIP: 06540EBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2031323.80   | 0.05%             | 2064-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                         | Altice France SA/France                                                         | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $545732.82    | 0.01%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                                                            | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3510000 | PA      | $3597750.00   | 0.09%             | 2055-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Magallanes Inc                                                                  | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      441000 | PA      | $409642.46    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                    | Tapestry Inc                                                                    | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |        7703 | NS      | $253582.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                                      | RPT Realty                                                                      | CUSIP: 74971D200<br>LEI: 549300T03GDH1L37S188 | Long             | EP               | CORP              | US        |        1350 | NS      | $79056.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    13400000 | PA      | $3823690.00   | 0.10%             | 2035-07-09      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co                                                            | Stillwater Mining Co                                                            | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2292500.00   | 0.06%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAB de CV                                       | Infraestructura Energetica Nova SAB de CV                                       | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      450000 | PA      | $369567.00    | 0.01%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                               | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1750000 | PA      | $1764177.71   | 0.05%             | 2024-06-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      464000 | PA      | $436662.47    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                             | AssuredPartners Inc                                                             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $1824879.50   | 0.05%             | 2029-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | Corp Nacional del Cobre de Chile                                                | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |      750000 | PA      | $595380.00    | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Travelport Finance Luxembourg Sarl                                              | Travelport Finance Luxembourg Sarl                                              | CUSIP: N/A<br>LEI: 2221005SGFWYZHL40F77       | Long             | LON              | CORP              | LU        |     1750000 | PA      | $1785000.00   | 0.05%             | 2025-02-28      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3800.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3298000 | PA      | $2881462.60   | 0.07%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10561000 | PA      | $5625744.37   | 0.14%             | 2063-01-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2576000 | PA      | $2426809.13   | 0.06%             | 2026-03-13      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1500000 | PA      | $1331997.53   | 0.03%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        1399 | NS      | $254841.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                                           | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      870000 | PA      | $813015.00    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc                                                                   | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2468375.00   | 0.06%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                                                | Pampa Energia SA                                                                | CUSIP: 697660AA6<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |      500000 | PA      | $464500.00    | 0.01%             | 2027-01-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Holdings Inc                                                      | Driven Brands Holdings Inc                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1500000 | PA      | $1481250.00   | 0.04%             | 2028-11-17      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      900000 | PA      | $1257750.00   | 0.03%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Azure Power Solar Energy Pvt Ltd                                                | Azure Power Solar Energy Pvt Ltd                                                | CUSIP: 05502TAA6<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |      400000 | PA      | $400104.00    | 0.01%             | 2024-12-24      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    38002286 | PA      | $2451147.45   | 0.06%             | 2024-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | Melco Resorts Finance Ltd                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $853000.00    | 0.02%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                      | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1156400.00   | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | Societe Generale SA                                                             | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     6000000 | PA      | $6140432.76   | 0.16%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | Ivory Coast Government International Bond                                       | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      720000 | PA      | $639481.47    | 0.02%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cromwell European Real Estate Investment Trust                                  | Cromwell European Real Estate Investment Trust                                  | CUSIP: N/A<br>LEI: 21380093RFHTC319NL93       | Long             | EC               | CORP              | SG        |       36880 | NS      | $89517.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL UK Holdings Ltd                                                             | CSL UK Holdings Ltd                                                             | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      352000 | PA      | $346258.35    | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mori Hills REIT Investment Corp                                                 | Mori Hills REIT Investment Corp                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |          51 | NS      | $57841.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                             | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9423750.00   | 0.24%             | N/A             | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                 | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $1012500.00   | 0.03%             | N/A             | Variable      | 6.63%                 | No            |                  2 | On Loan: —       |
| Century Aluminum Co                                                             | Century Aluminum Co                                                             | CUSIP: 156431AN8<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $9565737.50   | 0.25%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75756.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                         | New Fortress Energy Inc                                                         | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1646759.50   | 0.04%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Northwest Acquisitions ULC / Dominion Finco Inc                                 | Northwest Acquisitions ULC / Dominion Finco Inc                                 | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    19888000 | PA      | $198.88       | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      581000 | PA      | $538212.05    | 0.01%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                             | White Cap Buyer LLC                                                             | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6827000 | PA      | $6255238.75   | 0.16%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                        | Malaysia Government Bond                                                        | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     6113000 | PA      | $1201620.44   | 0.03%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| STAG Industrial Inc                                                             | STAG Industrial Inc                                                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       21473 | NS      | $801372.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1012560.00   | 0.03%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1101450.00   | 0.03%             | 2050-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                                 | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |     1000000 | PA      | $991729.17    | 0.03%             | 2027-05-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP 1                                                  | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $569025.48    | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Safestore Holdings PLC                                                          | Safestore Holdings PLC                                                          | CUSIP: N/A<br>LEI: 213800WGA3YSJC1YOH73       | Long             | EC               | CORP              | GB        |       10841 | NS      | $170548.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                              | F&G Global Funding                                                              | CUSIP: 30321L2B7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      900000 | PA      | $840092.10    | 0.02%             | 2024-09-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Georgian Railway JSC                                                            | Georgian Railway JSC                                                            | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     2575000 | PA      | $2185660.00   | 0.06%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cosan Luxembourg SA                                                             | Cosan Luxembourg SA                                                             | CUSIP: N/A<br>LEI: 222100ZY943WERK7RZ38       | Long             | DBT              | CORP              | LU        |      500000 | PA      | $511380.00    | 0.01%             | 2027-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $781957.74    | 0.02%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                               | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15995000 | PA      | $1382919.70   | 0.04%             | 2054-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      753000 | PA      | $633768.82    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc                                                                | CUSIP: 87264ACN3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      522000 | PA      | $387292.01    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing Inc                                                           | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      125000 | PA      | $112343.75    | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | Kaisa Group Holdings Ltd                                                        | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $70962.50     | 0.00%             | 2025-07-23      | None          | 9.95%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1237895.74   | 0.03%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                 | Bank 2019-BNK19                                                                 | CUSIP: 06540WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17013666 | PA      | $1053443.66   | 0.03%             | 2061-08-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                                          | CapitaLand Integrated Commercial Trust                                          | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |       81400 | NS      | $136393.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                   | COMM 2017-COR2 Mortgage Trust                                                   | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    70147596 | PA      | $3496072.01   | 0.09%             | 2050-09-10      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                             | Clydesdale Acquisition Holdings Inc                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      430000 | PA      | $424035.90    | 0.01%             | 2029-03-30      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                | Benchmark 2018-B7 Mortgage Trust                                                | CUSIP: 08162TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16962000 | PA      | $1732340.93   | 0.04%             | 2053-05-15      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                         | CIBANCO SA Institucion de Banca Multiple Trust CIB/3332                         | CUSIP: 171653AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      500000 | PA      | $403125.00    | 0.01%             | 2031-07-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                         | CFCRE Commercial Mortgage Trust 2016-C6                                         | CUSIP: 12532ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    41598708 | PA      | $1628173.44   | 0.04%             | 2049-11-10      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                   | Citigroup Commercial Mortgage Trust 2019-GC43                                   | CUSIP: 17328HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11280000 | PA      | $449168.47    | 0.01%             | 2052-11-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |      380000 | PA      | $375850.40    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co/The                                                                 | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       30863 | NS      | $693182.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NortonLifeLock Inc                                                              | NortonLifeLock Inc                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     4500000 | PA      | $4421250.00   | 0.11%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                      | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $698229.95    | 0.02%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    30260000 | PA      | $2070047.26   | 0.05%             | 2051-01-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | Ecopetrol SA                                                                    | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3500000 | PA      | $3456285.00   | 0.09%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1278000 | PA      | $1107386.64   | 0.03%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      800000 | PA      | $774318.05    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                                | BJ's Wholesale Club Holdings Inc                                                | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        9732 | NS      | $626254.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dairy Farmers of America Inc                                                    | Dairy Farmers of America Inc                                                    | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |       10000 | NS      | $1007500.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12122.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                  | CUSIP: 74460W644<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       38030 | NS      | $966722.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-533.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Metcash Ltd                                                                     | Metcash Ltd                                                                     | CUSIP: N/A<br>LEI: 25490065W4SN3LZMX216       | Long             | EC               | CORP              | AU        |      159918 | NS      | $536839.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                       | Petroleos de Venezuela SA                                                       | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    12044915 | PA      | $776897.02    | 0.02%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     3608000 | PA      | $3186484.32   | 0.08%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-361.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5293155.72   | 0.14%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Comstock Resources Inc                                                          | Comstock Resources Inc                                                          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $5220531.75   | 0.13%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | Performance Food Group Inc                                                      | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8345655.00   | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350020.13    | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $864458.52    | 0.02%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2089000 | PA      | $1889623.75   | 0.05%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                             | Minejesa Capital BV                                                             | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $1907367.00   | 0.05%             | 2030-08-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | Leidos Inc                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      413000 | PA      | $410149.48    | 0.01%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                           | Genesee & Wyoming Inc                                                           | CUSIP: N/A<br>LEI: G617XSG94Z7G0RMW3L02       | Long             | LON              | CORP              | US        |      498728 | PA      | $493999.80    | 0.01%             | 2026-12-30      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                            | LLPL Capital Pte Ltd                                                            | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      740945 | PA      | $720191.13    | 0.02%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                 | BANK 2020-BNK25                                                                 | CUSIP: 06539WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9703500 | PA      | $566701.87    | 0.01%             | 2063-01-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology Inc                                                         | Riverbed Technology Inc                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     1250000 | PA      | $972737.50    | 0.02%             | 2026-12-08      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| WideOpenWest Finance LLC                                                        | WideOpenWest Finance LLC                                                        | CUSIP: N/A<br>LEI: 54930045JY28O5B5WE54       | Long             | LON              | CORP              | US        |      498750 | PA      | $496969.46    | 0.01%             | 2028-12-08      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM                                                                           | CUSIP: N/A<br>LEI: 0EEB8GF0W0NPCIHZX097       | Long             | LON              | CORP              | US        |      997487 | PA      | $995991.21    | 0.03%             | 2028-04-13      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC                                                               | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1172052.20   | 0.03%             | 2028-06-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | Trust Fibra Uno                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     1300000 | PA      | $1292538.00   | 0.03%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners LLC                                                            | Eyecare Partners LLC                                                            | CUSIP: N/A<br>LEI: 254900ZAACWK09RJ8W93       | Long             | LON              | CORP              | US        |     6004038 | PA      | $5931508.73   | 0.15%             | 2029-10-14      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co                                                    | Portland General Electric Co                                                    | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |       13737 | NS      | $650172.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Feng TAY Enterprise Co Ltd                                                      | Feng TAY Enterprise Co Ltd                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |       59000 | NS      | $379848.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      800000 | PA      | $730000.00    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | Hyatt Hotels Corp                                                               | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |        5631 | NS      | $534719.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1062395.70   | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                              | Republic of Poland Government Bond                                              | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     9918000 | PA      | $1504170.32   | 0.04%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works Inc                                                         | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      630000 | PA      | $636114.40    | 0.02%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                              | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      871000 | PA      | $749104.73    | 0.02%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | Quest Diagnostics Inc                                                           | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        5274 | NS      | $705872.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                                                             | TransDigm Group Inc                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1942 | NS      | $1155121.02   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                                     | MetLife Inc                                                                     | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5618570.00   | 0.14%             | N/A             | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                 | BANK 2021-BNK35                                                                 | CUSIP: 06540CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3707000 | PA      | $2112797.98   | 0.05%             | 2064-06-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | Stanley Black & Decker Inc                                                      | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     3809000 | PA      | $3697467.41   | 0.09%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                         | Bank Leumi Le-Israel BM                                                         | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |       36002 | NS      | $377831.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                               | Kosmos Energy Ltd                                                               | CUSIP: N/A<br>LEI: 213800YDFJ3OT9B5P157       | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1952600.00   | 0.05%             | 2026-04-04      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA                                                                     | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |       10974 | NS      | $393186.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | Oman Government International Bond                                              | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      300000 | PA      | $288150.00    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                     | Nationwide Building Society                                                     | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2822423.01   | 0.07%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Rent-A-Center Inc/TX                                                            | Rent-A-Center Inc/TX                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4248502.00   | 0.11%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| American Tower Corp                                                             | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $733808.16    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11514000 | PA      | $811960.37    | 0.02%             | 2053-01-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing Inc                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1775000 | PA      | $1499875.00   | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Absa Group Ltd                                                                  | Absa Group Ltd                                                                  | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | DBT              | CORP              | ZA        |     2000000 | PA      | $1920000.00   | 0.05%             | N/A             | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Puma SE                                                                         | Puma SE                                                                         | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |        6529 | NS      | $480395.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                             | Altice Financing SA                                                             | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      748032 | PA      | $733654.33    | 0.02%             | 2025-07-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                            | Oxford Finance LLC / Oxford Finance Co-Issuer II Inc                            | CUSIP: 69145LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3998585.00   | 0.10%             | 2027-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      820000 | PA      | $703945.26    | 0.02%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $1945438.85   | 0.05%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                | CSN Resources SA                                                                | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $445000.00    | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB International Ltd                                                           | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $7399084.05   | 0.19%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp                                                                         | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |       33040 | NS      | $882498.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncor Energy Inc                                                               | Suncor Energy Inc                                                               | CUSIP: 71644EAG7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      449000 | PA      | $483813.22    | 0.01%             | 2035-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                  | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20342500 | PA      | $1525711.91   | 0.04%             | 2050-12-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Utex Industries - Warrants                                                      | Utex Industries - Warrants                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       53725 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | Viasat Inc                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3640437.50   | 0.09%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CommScope Technologies LLC                                                      | CommScope Technologies LLC                                                      | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     6968000 | PA      | $6097000.00   | 0.16%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | Hess Midstream Operations LP                                                    | CUSIP: 428102AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1135000.00   | 0.03%             | 2026-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | Weyerhaeuser Co                                                                 | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        2717 | NS      | $111994.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                          | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16430000 | PA      | $1568356.87   | 0.04%             | 2052-05-10      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Petron Corp                                                                     | Petron Corp                                                                     | CUSIP: N/A<br>LEI: 549300R3PFXOFQSZ7G25       | Long             | DBT              | CORP              | PH        |      400000 | PA      | $384000.00    | 0.01%             | N/A             | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $9884600.15   | 0.25%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      363000 | PA      | $357466.70    | 0.01%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp                                                                    | Virtusa Corp                                                                    | CUSIP: N/A<br>LEI: C77OMXDER63WLJCSKT03       | Long             | LON              | CORP              | US        |     1000000 | PA      | $986670.00    | 0.03%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                       | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1780625.00   | 0.05%             | 2025-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                      | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    26700000 | PA      | $22809009.00  | 0.58%             | N/A             | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC18                                 | Wells Fargo Commercial Mortgage Trust 2014-LC18                                 | CUSIP: 94989AAX3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    66957011 | PA      | $1379957.21   | 0.04%             | 2047-12-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                                                | Dexko Global Inc                                                                | CUSIP: N/A<br>LEI: 549300SMZ4OV1KBH1M19       | Long             | LON              | CORP              | US        |       80000 | PA      | $77943.20     | 0.00%             | 2028-09-22      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| OSB Group PLC                                                                   | OSB Group PLC                                                                   | CUSIP: N/A<br>LEI: 213800ZBKL9BHSL2K459       | Long             | EC               | CORP              | GB        |       63648 | NS      | $444291.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      609000 | PA      | $575638.22    | 0.01%             | 2024-09-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $6683200.00   | 0.17%             | 2081-06-04      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co                                                               | Levi Strauss & Co                                                               | CUSIP: N/A<br>LEI: MB0UERO0RDFKU8258G77       | Long             | DBT              | CORP              | US        |      200000 | PA      | $208069.12    | 0.01%             | 2027-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                         | Hungary Government Bond                                                         | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   363630000 | PA      | $805088.43    | 0.02%             | 2026-08-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                           | Freeport Indonesia PT                                                           | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $764528.00    | 0.02%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                   | Mexican Bonos                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    36991100 | PA      | $1758022.13   | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      795000 | PA      | $614344.20    | 0.02%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                  | Office Properties Income Trust                                                  | CUSIP: 67623CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      363000 | PA      | $284321.28    | 0.01%             | 2031-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service Inc                                                       | CUSIP: 911312BT2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3698000 | PA      | $3640008.26   | 0.09%             | 2024-09-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       18547 | NS      | $1174581.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | FX Forwards                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1633.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co                                                                    | Organon & Co                                                                    | CUSIP: N/A<br>LEI: 549300AMCKY57OK2CO56       | Long             | LON              | CORP              | US        |     3250000 | PA      | $3231735.00   | 0.08%             | 2028-06-02      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Powerlong Real Estate Holdings Ltd                                              | Powerlong Real Estate Holdings Ltd                                              | CUSIP: N/A<br>LEI: 549300R3K12EPXCGDP22       | Long             | DBT              | CORP              | KY        |      350000 | PA      | $164675.00    | 0.00%             | 2023-07-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | Country Garden Holdings Co Ltd                                                  | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      410000 | PA      | $301350.00    | 0.01%             | 2026-04-08      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                               | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    24240000 | PA      | $2081406.38   | 0.05%             | 2054-02-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                        | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    29627679 | PA      | $2125534.15   | 0.05%             | 2052-09-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Megan Hoffmann

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

**Title:** Vice President and Controller